ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-010 |
122-025 |
0-015 |
0.0% |
122-070 |
| High |
122-060 |
122-055 |
-0-005 |
0.0% |
123-150 |
| Low |
121-170 |
121-130 |
-0-040 |
-0.1% |
121-130 |
| Close |
122-025 |
121-175 |
-0-170 |
-0.4% |
121-175 |
| Range |
0-210 |
0-245 |
0-035 |
16.7% |
2-020 |
| ATR |
0-317 |
0-312 |
-0-005 |
-1.6% |
0-000 |
| Volume |
640,309 |
671,530 |
31,221 |
4.9% |
3,086,832 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-002 |
123-173 |
121-310 |
|
| R3 |
123-077 |
122-248 |
121-242 |
|
| R2 |
122-152 |
122-152 |
121-220 |
|
| R1 |
122-003 |
122-003 |
121-197 |
121-275 |
| PP |
121-227 |
121-227 |
121-227 |
121-202 |
| S1 |
121-078 |
121-078 |
121-153 |
121-030 |
| S2 |
120-302 |
120-302 |
121-130 |
|
| S3 |
120-057 |
120-153 |
121-108 |
|
| S4 |
119-132 |
119-228 |
121-040 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-105 |
127-000 |
122-218 |
|
| R3 |
126-085 |
124-300 |
122-036 |
|
| R2 |
124-065 |
124-065 |
121-296 |
|
| R1 |
122-280 |
122-280 |
121-236 |
122-162 |
| PP |
122-045 |
122-045 |
122-045 |
121-306 |
| S1 |
120-260 |
120-260 |
121-114 |
120-142 |
| S2 |
120-025 |
120-025 |
121-054 |
|
| S3 |
118-005 |
118-240 |
120-314 |
|
| S4 |
115-305 |
116-220 |
120-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-150 |
121-130 |
2-020 |
1.7% |
0-282 |
0.7% |
7% |
False |
True |
617,366 |
| 10 |
123-275 |
121-130 |
2-145 |
2.0% |
0-286 |
0.7% |
6% |
False |
True |
543,651 |
| 20 |
124-180 |
121-130 |
3-050 |
2.6% |
0-278 |
0.7% |
4% |
False |
True |
536,809 |
| 40 |
126-040 |
119-230 |
6-130 |
5.3% |
1-030 |
0.9% |
29% |
False |
False |
611,464 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-043 |
0.9% |
34% |
False |
False |
426,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-136 |
|
2.618 |
124-056 |
|
1.618 |
123-131 |
|
1.000 |
122-300 |
|
0.618 |
122-206 |
|
HIGH |
122-055 |
|
0.618 |
121-281 |
|
0.500 |
121-252 |
|
0.382 |
121-224 |
|
LOW |
121-130 |
|
0.618 |
120-299 |
|
1.000 |
120-205 |
|
1.618 |
120-054 |
|
2.618 |
119-129 |
|
4.250 |
118-049 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-252 |
122-005 |
| PP |
121-227 |
121-275 |
| S1 |
121-201 |
121-225 |
|