ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-190 |
121-010 |
-0-180 |
-0.5% |
122-070 |
| High |
121-305 |
121-080 |
-0-225 |
-0.6% |
123-150 |
| Low |
120-160 |
120-175 |
0-015 |
0.0% |
121-130 |
| Close |
121-040 |
120-300 |
-0-060 |
-0.2% |
121-175 |
| Range |
1-145 |
0-225 |
-0-240 |
-51.6% |
2-020 |
| ATR |
1-003 |
0-316 |
-0-007 |
-2.2% |
0-000 |
| Volume |
686,531 |
770,215 |
83,684 |
12.2% |
3,086,832 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-007 |
122-218 |
121-104 |
|
| R3 |
122-102 |
121-313 |
121-042 |
|
| R2 |
121-197 |
121-197 |
121-021 |
|
| R1 |
121-088 |
121-088 |
121-001 |
121-030 |
| PP |
120-292 |
120-292 |
120-292 |
120-262 |
| S1 |
120-183 |
120-183 |
120-279 |
120-125 |
| S2 |
120-067 |
120-067 |
120-259 |
|
| S3 |
119-162 |
119-278 |
120-238 |
|
| S4 |
118-257 |
119-053 |
120-176 |
|
|
| 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% |
0-306 |
0.8% |
20% |
False |
False |
644,621 |
| 10 |
123-150 |
120-160 |
2-310 |
2.5% |
0-310 |
0.8% |
15% |
False |
False |
614,333 |
| 20 |
124-180 |
120-160 |
4-020 |
3.4% |
0-296 |
0.8% |
11% |
False |
False |
561,963 |
| 40 |
126-040 |
120-080 |
5-280 |
4.9% |
1-023 |
0.9% |
12% |
False |
False |
613,180 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-038 |
0.9% |
25% |
False |
False |
469,056 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-043 |
0.9% |
25% |
False |
False |
352,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-076 |
|
2.618 |
123-029 |
|
1.618 |
122-124 |
|
1.000 |
121-305 |
|
0.618 |
121-219 |
|
HIGH |
121-080 |
|
0.618 |
120-314 |
|
0.500 |
120-288 |
|
0.382 |
120-261 |
|
LOW |
120-175 |
|
0.618 |
120-036 |
|
1.000 |
119-270 |
|
1.618 |
119-131 |
|
2.618 |
118-226 |
|
4.250 |
117-179 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-296 |
121-192 |
| PP |
120-292 |
121-122 |
| S1 |
120-288 |
121-051 |
|