ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-025 |
121-225 |
-0-120 |
-0.3% |
122-070 |
| High |
122-055 |
122-110 |
0-055 |
0.1% |
123-150 |
| Low |
121-130 |
121-210 |
0-080 |
0.2% |
121-130 |
| Close |
121-175 |
122-095 |
0-240 |
0.6% |
121-175 |
| Range |
0-245 |
0-220 |
-0-025 |
-10.2% |
2-020 |
| ATR |
0-312 |
0-308 |
-0-004 |
-1.3% |
0-000 |
| Volume |
671,530 |
485,529 |
-186,001 |
-27.7% |
3,086,832 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-052 |
123-293 |
122-216 |
|
| R3 |
123-152 |
123-073 |
122-156 |
|
| R2 |
122-252 |
122-252 |
122-135 |
|
| R1 |
122-173 |
122-173 |
122-115 |
122-212 |
| PP |
122-032 |
122-032 |
122-032 |
122-051 |
| S1 |
121-273 |
121-273 |
122-075 |
121-312 |
| S2 |
121-132 |
121-132 |
122-055 |
|
| S3 |
120-232 |
121-053 |
122-034 |
|
| S4 |
120-012 |
120-153 |
121-294 |
|
|
| 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% |
0-259 |
0.7% |
43% |
False |
False |
597,640 |
| 10 |
123-275 |
121-130 |
2-145 |
2.0% |
0-273 |
0.7% |
36% |
False |
False |
541,609 |
| 20 |
124-180 |
121-130 |
3-050 |
2.6% |
0-276 |
0.7% |
28% |
False |
False |
527,712 |
| 40 |
126-040 |
120-010 |
6-030 |
5.0% |
1-026 |
0.9% |
37% |
False |
False |
609,802 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-039 |
0.9% |
45% |
False |
False |
434,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-085 |
|
2.618 |
124-046 |
|
1.618 |
123-146 |
|
1.000 |
123-010 |
|
0.618 |
122-246 |
|
HIGH |
122-110 |
|
0.618 |
122-026 |
|
0.500 |
122-000 |
|
0.382 |
121-294 |
|
LOW |
121-210 |
|
0.618 |
121-074 |
|
1.000 |
120-310 |
|
1.618 |
120-174 |
|
2.618 |
119-274 |
|
4.250 |
118-235 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-063 |
122-050 |
| PP |
122-032 |
122-005 |
| S1 |
122-000 |
121-280 |
|