ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-285 |
120-305 |
0-020 |
0.1% |
121-225 |
| High |
121-140 |
121-020 |
-0-120 |
-0.3% |
122-225 |
| Low |
120-190 |
119-280 |
-0-230 |
-0.6% |
120-145 |
| Close |
121-035 |
120-080 |
-0-275 |
-0.7% |
120-240 |
| Range |
0-270 |
1-060 |
0-110 |
40.7% |
2-080 |
| ATR |
0-288 |
0-296 |
0-008 |
2.6% |
0-000 |
| Volume |
472,845 |
613,013 |
140,168 |
29.6% |
3,193,360 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-307 |
123-093 |
120-289 |
|
| R3 |
122-247 |
122-033 |
120-184 |
|
| R2 |
121-187 |
121-187 |
120-150 |
|
| R1 |
120-293 |
120-293 |
120-115 |
120-210 |
| PP |
120-127 |
120-127 |
120-127 |
120-085 |
| S1 |
119-233 |
119-233 |
120-045 |
119-150 |
| S2 |
119-067 |
119-067 |
120-010 |
|
| S3 |
118-007 |
118-173 |
119-296 |
|
| S4 |
116-267 |
117-113 |
119-191 |
|
|
| 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 |
119-280 |
1-180 |
1.3% |
0-240 |
0.6% |
24% |
False |
True |
496,270 |
| 10 |
122-225 |
119-280 |
2-265 |
2.4% |
0-273 |
0.7% |
13% |
False |
True |
570,446 |
| 20 |
123-275 |
119-280 |
3-315 |
3.3% |
0-280 |
0.7% |
9% |
False |
True |
549,303 |
| 40 |
126-040 |
119-280 |
6-080 |
5.2% |
1-004 |
0.8% |
6% |
False |
True |
588,211 |
| 60 |
126-040 |
119-090 |
6-270 |
5.7% |
1-030 |
0.9% |
14% |
False |
False |
509,883 |
| 80 |
126-040 |
119-060 |
6-300 |
5.8% |
1-036 |
0.9% |
15% |
False |
False |
383,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-035 |
|
2.618 |
124-055 |
|
1.618 |
122-315 |
|
1.000 |
122-080 |
|
0.618 |
121-255 |
|
HIGH |
121-020 |
|
0.618 |
120-195 |
|
0.500 |
120-150 |
|
0.382 |
120-105 |
|
LOW |
119-280 |
|
0.618 |
119-045 |
|
1.000 |
118-220 |
|
1.618 |
117-305 |
|
2.618 |
116-245 |
|
4.250 |
114-265 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-150 |
120-210 |
| PP |
120-127 |
120-167 |
| S1 |
120-103 |
120-123 |
|