ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-010 |
121-000 |
-0-010 |
0.0% |
121-225 |
| High |
121-080 |
121-035 |
-0-045 |
-0.1% |
122-225 |
| Low |
120-175 |
120-145 |
-0-030 |
-0.1% |
120-145 |
| Close |
120-300 |
120-240 |
-0-060 |
-0.2% |
120-240 |
| Range |
0-225 |
0-210 |
-0-015 |
-6.7% |
2-080 |
| ATR |
0-316 |
0-309 |
-0-008 |
-2.4% |
0-000 |
| Volume |
770,215 |
641,782 |
-128,433 |
-16.7% |
3,193,360 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-237 |
122-128 |
121-036 |
|
| R3 |
122-027 |
121-238 |
120-298 |
|
| R2 |
121-137 |
121-137 |
120-278 |
|
| R1 |
121-028 |
121-028 |
120-259 |
120-298 |
| PP |
120-247 |
120-247 |
120-247 |
120-221 |
| S1 |
120-138 |
120-138 |
120-221 |
120-088 |
| S2 |
120-037 |
120-037 |
120-202 |
|
| S3 |
119-147 |
119-248 |
120-182 |
|
| S4 |
118-257 |
119-038 |
120-124 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-017 |
126-208 |
121-316 |
|
| R3 |
125-257 |
124-128 |
121-118 |
|
| R2 |
123-177 |
123-177 |
121-052 |
|
| R1 |
122-048 |
122-048 |
120-306 |
121-232 |
| PP |
121-097 |
121-097 |
121-097 |
121-029 |
| S1 |
119-288 |
119-288 |
120-174 |
119-152 |
| S2 |
119-017 |
119-017 |
120-108 |
|
| S3 |
116-257 |
117-208 |
120-042 |
|
| S4 |
114-177 |
115-128 |
119-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-225 |
120-145 |
2-080 |
1.9% |
0-299 |
0.8% |
13% |
False |
True |
638,672 |
| 10 |
123-150 |
120-145 |
3-005 |
2.5% |
0-290 |
0.8% |
10% |
False |
True |
628,019 |
| 20 |
123-275 |
120-145 |
3-130 |
2.8% |
0-284 |
0.7% |
9% |
False |
True |
569,759 |
| 40 |
126-040 |
120-130 |
5-230 |
4.7% |
1-013 |
0.9% |
6% |
False |
False |
611,854 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-036 |
0.9% |
23% |
False |
False |
479,666 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-042 |
0.9% |
23% |
False |
False |
360,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-288 |
|
2.618 |
122-265 |
|
1.618 |
122-055 |
|
1.000 |
121-245 |
|
0.618 |
121-165 |
|
HIGH |
121-035 |
|
0.618 |
120-275 |
|
0.500 |
120-250 |
|
0.382 |
120-225 |
|
LOW |
120-145 |
|
0.618 |
120-015 |
|
1.000 |
119-255 |
|
1.618 |
119-125 |
|
2.618 |
118-235 |
|
4.250 |
117-212 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-250 |
121-065 |
| PP |
120-247 |
121-017 |
| S1 |
120-243 |
120-288 |
|