ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
120-285 |
0-015 |
0.0% |
121-225 |
| High |
121-035 |
121-140 |
0-105 |
0.3% |
122-225 |
| Low |
120-180 |
120-190 |
0-010 |
0.0% |
120-145 |
| Close |
120-305 |
121-035 |
0-050 |
0.1% |
120-240 |
| Range |
0-175 |
0-270 |
0-095 |
54.3% |
2-080 |
| ATR |
0-290 |
0-288 |
-0-001 |
-0.5% |
0-000 |
| Volume |
371,714 |
472,845 |
101,131 |
27.2% |
3,193,360 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-185 |
123-060 |
121-184 |
|
| R3 |
122-235 |
122-110 |
121-109 |
|
| R2 |
121-285 |
121-285 |
121-084 |
|
| R1 |
121-160 |
121-160 |
121-060 |
121-222 |
| PP |
121-015 |
121-015 |
121-015 |
121-046 |
| S1 |
120-210 |
120-210 |
121-010 |
120-272 |
| S2 |
120-065 |
120-065 |
120-306 |
|
| S3 |
119-115 |
119-260 |
120-281 |
|
| S4 |
118-165 |
118-310 |
120-206 |
|
|
| 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 |
121-140 |
120-145 |
0-315 |
0.8% |
0-209 |
0.5% |
67% |
True |
False |
527,711 |
| 10 |
122-225 |
120-145 |
2-080 |
1.9% |
0-256 |
0.7% |
29% |
False |
False |
573,175 |
| 20 |
123-275 |
120-145 |
3-130 |
2.8% |
0-273 |
0.7% |
19% |
False |
False |
539,412 |
| 40 |
126-040 |
120-130 |
5-230 |
4.7% |
1-004 |
0.8% |
12% |
False |
False |
587,518 |
| 60 |
126-040 |
119-090 |
6-270 |
5.7% |
1-032 |
0.9% |
27% |
False |
False |
499,777 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-036 |
0.9% |
28% |
False |
False |
375,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-008 |
|
2.618 |
123-207 |
|
1.618 |
122-257 |
|
1.000 |
122-090 |
|
0.618 |
121-307 |
|
HIGH |
121-140 |
|
0.618 |
121-037 |
|
0.500 |
121-005 |
|
0.382 |
120-293 |
|
LOW |
120-190 |
|
0.618 |
120-023 |
|
1.000 |
119-240 |
|
1.618 |
119-073 |
|
2.618 |
118-123 |
|
4.250 |
117-002 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-025 |
121-022 |
| PP |
121-015 |
121-008 |
| S1 |
121-005 |
120-315 |
|