ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-090 |
121-190 |
-0-220 |
-0.6% |
122-070 |
| High |
122-225 |
121-305 |
-0-240 |
-0.6% |
123-150 |
| Low |
121-170 |
120-160 |
-1-010 |
-0.8% |
121-130 |
| Close |
121-215 |
121-040 |
-0-175 |
-0.4% |
121-175 |
| Range |
1-055 |
1-145 |
0-090 |
24.0% |
2-020 |
| ATR |
0-312 |
1-003 |
0-011 |
3.5% |
0-000 |
| Volume |
609,303 |
686,531 |
77,228 |
12.7% |
3,086,832 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-177 |
124-253 |
121-296 |
|
| R3 |
124-032 |
123-108 |
121-168 |
|
| R2 |
122-207 |
122-207 |
121-125 |
|
| R1 |
121-283 |
121-283 |
121-083 |
121-172 |
| PP |
121-062 |
121-062 |
121-062 |
121-006 |
| S1 |
120-138 |
120-138 |
120-317 |
120-028 |
| S2 |
119-237 |
119-237 |
120-275 |
|
| S3 |
118-092 |
118-313 |
120-232 |
|
| S4 |
116-267 |
117-168 |
120-104 |
|
|
| 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 |
122-225 |
120-160 |
2-065 |
1.8% |
0-303 |
0.8% |
28% |
False |
True |
618,640 |
| 10 |
123-250 |
120-160 |
3-090 |
2.7% |
0-311 |
0.8% |
19% |
False |
True |
589,661 |
| 20 |
124-180 |
120-160 |
4-020 |
3.4% |
0-293 |
0.8% |
15% |
False |
True |
545,314 |
| 40 |
126-040 |
120-010 |
6-030 |
5.0% |
1-029 |
0.9% |
18% |
False |
False |
610,573 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-041 |
0.9% |
28% |
False |
False |
456,294 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-048 |
0.9% |
28% |
False |
False |
342,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-041 |
|
2.618 |
125-242 |
|
1.618 |
124-097 |
|
1.000 |
123-130 |
|
0.618 |
122-272 |
|
HIGH |
121-305 |
|
0.618 |
121-127 |
|
0.500 |
121-072 |
|
0.382 |
121-018 |
|
LOW |
120-160 |
|
0.618 |
119-193 |
|
1.000 |
119-015 |
|
1.618 |
118-048 |
|
2.618 |
116-223 |
|
4.250 |
114-104 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-072 |
121-192 |
| PP |
121-062 |
121-142 |
| S1 |
121-051 |
121-091 |
|