ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-255 |
120-270 |
0-015 |
0.0% |
121-225 |
| High |
121-015 |
121-035 |
0-020 |
0.1% |
122-225 |
| Low |
120-170 |
120-180 |
0-010 |
0.0% |
120-145 |
| Close |
120-290 |
120-305 |
0-015 |
0.0% |
120-240 |
| Range |
0-165 |
0-175 |
0-010 |
6.1% |
2-080 |
| ATR |
0-298 |
0-290 |
-0-009 |
-3.0% |
0-000 |
| Volume |
382,000 |
371,714 |
-10,286 |
-2.7% |
3,193,360 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-165 |
122-090 |
121-081 |
|
| R3 |
121-310 |
121-235 |
121-033 |
|
| R2 |
121-135 |
121-135 |
121-017 |
|
| R1 |
121-060 |
121-060 |
121-001 |
121-098 |
| PP |
120-280 |
120-280 |
120-280 |
120-299 |
| S1 |
120-205 |
120-205 |
120-289 |
120-242 |
| S2 |
120-105 |
120-105 |
120-273 |
|
| S3 |
119-250 |
120-030 |
120-257 |
|
| S4 |
119-075 |
119-175 |
120-209 |
|
|
| 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 |
121-305 |
120-145 |
1-160 |
1.2% |
0-248 |
0.6% |
33% |
False |
False |
570,448 |
| 10 |
122-225 |
120-145 |
2-080 |
1.9% |
0-254 |
0.7% |
22% |
False |
False |
594,858 |
| 20 |
123-275 |
120-145 |
3-130 |
2.8% |
0-268 |
0.7% |
15% |
False |
False |
539,491 |
| 40 |
126-040 |
120-130 |
5-230 |
4.7% |
1-006 |
0.8% |
10% |
False |
False |
590,157 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-032 |
0.9% |
25% |
False |
False |
491,959 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-038 |
0.9% |
25% |
False |
False |
369,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-139 |
|
2.618 |
122-173 |
|
1.618 |
121-318 |
|
1.000 |
121-210 |
|
0.618 |
121-143 |
|
HIGH |
121-035 |
|
0.618 |
120-288 |
|
0.500 |
120-268 |
|
0.382 |
120-247 |
|
LOW |
120-180 |
|
0.618 |
120-072 |
|
1.000 |
120-005 |
|
1.618 |
119-217 |
|
2.618 |
119-042 |
|
4.250 |
118-076 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-292 |
120-287 |
| PP |
120-280 |
120-268 |
| S1 |
120-268 |
120-250 |
|