ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
120-255 |
-0-065 |
-0.2% |
121-225 |
| High |
121-035 |
121-015 |
-0-020 |
-0.1% |
122-225 |
| Low |
120-145 |
120-170 |
0-025 |
0.1% |
120-145 |
| Close |
120-240 |
120-290 |
0-050 |
0.1% |
120-240 |
| Range |
0-210 |
0-165 |
-0-045 |
-21.4% |
2-080 |
| ATR |
0-309 |
0-298 |
-0-010 |
-3.3% |
0-000 |
| Volume |
641,782 |
382,000 |
-259,782 |
-40.5% |
3,193,360 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-120 |
122-050 |
121-061 |
|
| R3 |
121-275 |
121-205 |
121-015 |
|
| R2 |
121-110 |
121-110 |
121-000 |
|
| R1 |
121-040 |
121-040 |
120-305 |
121-075 |
| PP |
120-265 |
120-265 |
120-265 |
120-282 |
| S1 |
120-195 |
120-195 |
120-275 |
120-230 |
| S2 |
120-100 |
120-100 |
120-260 |
|
| S3 |
119-255 |
120-030 |
120-245 |
|
| S4 |
119-090 |
119-185 |
120-199 |
|
|
| 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% |
0-288 |
0.7% |
20% |
False |
False |
617,966 |
| 10 |
123-150 |
120-145 |
3-005 |
2.5% |
0-274 |
0.7% |
15% |
False |
False |
607,803 |
| 20 |
123-275 |
120-145 |
3-130 |
2.8% |
0-269 |
0.7% |
13% |
False |
False |
558,569 |
| 40 |
126-040 |
120-130 |
5-230 |
4.7% |
1-009 |
0.9% |
9% |
False |
False |
601,620 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-034 |
0.9% |
25% |
False |
False |
485,909 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-040 |
0.9% |
25% |
False |
False |
364,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-076 |
|
2.618 |
122-127 |
|
1.618 |
121-282 |
|
1.000 |
121-180 |
|
0.618 |
121-117 |
|
HIGH |
121-015 |
|
0.618 |
120-272 |
|
0.500 |
120-252 |
|
0.382 |
120-233 |
|
LOW |
120-170 |
|
0.618 |
120-068 |
|
1.000 |
120-005 |
|
1.618 |
119-223 |
|
2.618 |
119-058 |
|
4.250 |
118-109 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-278 |
120-284 |
| PP |
120-265 |
120-278 |
| S1 |
120-252 |
120-272 |
|