ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
119-250 |
-1-050 |
-1.0% |
121-145 |
| High |
121-110 |
120-035 |
-1-075 |
-1.0% |
121-240 |
| Low |
119-210 |
119-025 |
-0-185 |
-0.5% |
119-025 |
| Close |
119-295 |
119-055 |
-0-240 |
-0.6% |
119-055 |
| Range |
1-220 |
1-010 |
-0-210 |
-38.9% |
2-215 |
| ATR |
0-297 |
0-299 |
0-002 |
0.8% |
0-000 |
| Volume |
716,545 |
1,080,205 |
363,660 |
50.8% |
3,530,808 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
121-285 |
119-236 |
|
| R3 |
121-165 |
120-275 |
119-146 |
|
| R2 |
120-155 |
120-155 |
119-116 |
|
| R1 |
119-265 |
119-265 |
119-085 |
119-205 |
| PP |
119-145 |
119-145 |
119-145 |
119-115 |
| S1 |
118-255 |
118-255 |
119-025 |
118-195 |
| S2 |
118-135 |
118-135 |
118-314 |
|
| S3 |
117-125 |
117-245 |
118-284 |
|
| S4 |
116-115 |
116-235 |
118-194 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-005 |
126-085 |
120-205 |
|
| R3 |
125-110 |
123-190 |
119-290 |
|
| R2 |
122-215 |
122-215 |
119-212 |
|
| R1 |
120-295 |
120-295 |
119-133 |
120-148 |
| PP |
120-000 |
120-000 |
120-000 |
119-246 |
| S1 |
118-080 |
118-080 |
118-297 |
117-252 |
| S2 |
117-105 |
117-105 |
118-218 |
|
| S3 |
114-210 |
115-185 |
118-140 |
|
| S4 |
111-315 |
112-290 |
117-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-240 |
119-025 |
2-215 |
2.2% |
1-010 |
0.9% |
4% |
False |
True |
706,161 |
| 10 |
122-020 |
119-025 |
2-315 |
2.5% |
0-289 |
0.8% |
3% |
False |
True |
646,075 |
| 20 |
122-225 |
119-025 |
3-200 |
3.0% |
0-284 |
0.7% |
3% |
False |
True |
617,591 |
| 40 |
124-180 |
119-025 |
5-155 |
4.6% |
0-281 |
0.7% |
2% |
False |
True |
577,200 |
| 60 |
126-040 |
119-025 |
7-015 |
5.9% |
1-008 |
0.9% |
1% |
False |
True |
613,506 |
| 80 |
126-040 |
119-025 |
7-015 |
5.9% |
1-023 |
0.9% |
1% |
False |
True |
474,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-158 |
|
2.618 |
122-259 |
|
1.618 |
121-249 |
|
1.000 |
121-045 |
|
0.618 |
120-239 |
|
HIGH |
120-035 |
|
0.618 |
119-229 |
|
0.500 |
119-190 |
|
0.382 |
119-151 |
|
LOW |
119-025 |
|
0.618 |
118-141 |
|
1.000 |
118-015 |
|
1.618 |
117-131 |
|
2.618 |
116-121 |
|
4.250 |
114-222 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-190 |
120-068 |
| PP |
119-145 |
119-277 |
| S1 |
119-100 |
119-166 |
|