ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-125 |
122-010 |
-0-115 |
-0.3% |
122-060 |
| High |
122-200 |
122-060 |
-0-140 |
-0.4% |
123-275 |
| Low |
121-270 |
121-170 |
-0-100 |
-0.3% |
122-020 |
| Close |
121-295 |
122-025 |
0-050 |
0.1% |
122-090 |
| Range |
0-250 |
0-210 |
-0-040 |
-16.0% |
1-255 |
| ATR |
1-005 |
0-317 |
-0-008 |
-2.5% |
0-000 |
| Volume |
689,667 |
640,309 |
-49,358 |
-7.2% |
2,349,685 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-288 |
123-207 |
122-140 |
|
| R3 |
123-078 |
122-317 |
122-083 |
|
| R2 |
122-188 |
122-188 |
122-064 |
|
| R1 |
122-107 |
122-107 |
122-044 |
122-148 |
| PP |
121-298 |
121-298 |
121-298 |
121-319 |
| S1 |
121-217 |
121-217 |
122-006 |
121-258 |
| S2 |
121-088 |
121-088 |
121-306 |
|
| S3 |
120-198 |
121-007 |
121-287 |
|
| S4 |
119-308 |
120-117 |
121-230 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-040 |
127-000 |
123-086 |
|
| R3 |
126-105 |
125-065 |
122-248 |
|
| R2 |
124-170 |
124-170 |
122-195 |
|
| R1 |
123-130 |
123-130 |
122-143 |
123-310 |
| PP |
122-235 |
122-235 |
122-235 |
123-005 |
| S1 |
121-195 |
121-195 |
122-037 |
122-055 |
| S2 |
120-300 |
120-300 |
121-305 |
|
| S3 |
119-045 |
119-260 |
121-252 |
|
| S4 |
117-110 |
118-005 |
121-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-150 |
121-170 |
1-300 |
1.6% |
0-313 |
0.8% |
28% |
False |
True |
584,044 |
| 10 |
123-275 |
121-170 |
2-105 |
1.9% |
0-288 |
0.7% |
23% |
False |
True |
528,160 |
| 20 |
124-180 |
121-170 |
3-010 |
2.5% |
0-282 |
0.7% |
18% |
False |
True |
539,362 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-032 |
0.9% |
41% |
False |
False |
605,526 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-046 |
0.9% |
42% |
False |
False |
415,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-312 |
|
2.618 |
123-290 |
|
1.618 |
123-080 |
|
1.000 |
122-270 |
|
0.618 |
122-190 |
|
HIGH |
122-060 |
|
0.618 |
121-300 |
|
0.500 |
121-275 |
|
0.382 |
121-250 |
|
LOW |
121-170 |
|
0.618 |
121-040 |
|
1.000 |
120-280 |
|
1.618 |
120-150 |
|
2.618 |
119-260 |
|
4.250 |
118-238 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-002 |
122-160 |
| PP |
121-298 |
122-115 |
| S1 |
121-275 |
122-070 |
|