ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-135 |
121-080 |
0-265 |
0.7% |
120-255 |
| High |
121-120 |
121-160 |
0-040 |
0.1% |
121-140 |
| Low |
120-130 |
120-275 |
0-145 |
0.4% |
119-225 |
| Close |
121-085 |
121-095 |
0-010 |
0.0% |
120-115 |
| Range |
0-310 |
0-205 |
-0-105 |
-33.9% |
1-235 |
| ATR |
0-299 |
0-292 |
-0-007 |
-2.2% |
0-000 |
| Volume |
679,021 |
499,495 |
-179,526 |
-26.4% |
2,697,710 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-045 |
122-275 |
121-208 |
|
| R3 |
122-160 |
122-070 |
121-151 |
|
| R2 |
121-275 |
121-275 |
121-133 |
|
| R1 |
121-185 |
121-185 |
121-114 |
121-230 |
| PP |
121-070 |
121-070 |
121-070 |
121-092 |
| S1 |
120-300 |
120-300 |
121-076 |
121-025 |
| S2 |
120-185 |
120-185 |
121-057 |
|
| S3 |
119-300 |
120-095 |
121-039 |
|
| S4 |
119-095 |
119-210 |
120-302 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-225 |
124-245 |
121-100 |
|
| R3 |
123-310 |
123-010 |
120-268 |
|
| R2 |
122-075 |
122-075 |
120-217 |
|
| R1 |
121-095 |
121-095 |
120-166 |
120-288 |
| PP |
120-160 |
120-160 |
120-160 |
120-096 |
| S1 |
119-180 |
119-180 |
120-064 |
119-052 |
| S2 |
118-245 |
118-245 |
120-013 |
|
| S3 |
117-010 |
117-265 |
119-282 |
|
| S4 |
115-095 |
116-030 |
119-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-160 |
119-225 |
1-255 |
1.5% |
0-294 |
0.8% |
89% |
True |
False |
624,502 |
| 10 |
121-305 |
119-225 |
2-080 |
1.9% |
0-271 |
0.7% |
71% |
False |
False |
597,475 |
| 20 |
123-275 |
119-225 |
4-050 |
3.4% |
0-277 |
0.7% |
38% |
False |
False |
583,330 |
| 40 |
126-040 |
119-225 |
6-135 |
5.3% |
0-317 |
0.8% |
25% |
False |
False |
583,348 |
| 60 |
126-040 |
119-090 |
6-270 |
5.6% |
1-028 |
0.9% |
29% |
False |
False |
543,252 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-033 |
0.9% |
30% |
False |
False |
408,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-071 |
|
2.618 |
123-057 |
|
1.618 |
122-172 |
|
1.000 |
122-045 |
|
0.618 |
121-287 |
|
HIGH |
121-160 |
|
0.618 |
121-082 |
|
0.500 |
121-058 |
|
0.382 |
121-033 |
|
LOW |
120-275 |
|
0.618 |
120-148 |
|
1.000 |
120-070 |
|
1.618 |
119-263 |
|
2.618 |
119-058 |
|
4.250 |
118-044 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-082 |
121-021 |
| PP |
121-070 |
120-267 |
| S1 |
121-058 |
120-192 |
|