ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-150 |
122-000 |
-0-150 |
-0.4% |
123-020 |
| High |
122-070 |
122-090 |
0-020 |
0.1% |
123-020 |
| Low |
122-030 |
122-000 |
-0-030 |
-0.1% |
121-150 |
| Close |
122-150 |
122-220 |
0-070 |
0.2% |
121-230 |
| Range |
0-040 |
0-090 |
0-050 |
125.0% |
1-190 |
| ATR |
0-239 |
0-233 |
-0-006 |
-2.7% |
0-000 |
| Volume |
9 |
0 |
-9 |
-100.0% |
9 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-053 |
123-067 |
122-270 |
|
| R3 |
122-283 |
122-297 |
122-245 |
|
| R2 |
122-193 |
122-193 |
122-236 |
|
| R1 |
122-207 |
122-207 |
122-228 |
122-200 |
| PP |
122-103 |
122-103 |
122-103 |
122-100 |
| S1 |
122-117 |
122-117 |
122-212 |
122-110 |
| S2 |
122-013 |
122-013 |
122-204 |
|
| S3 |
121-243 |
122-027 |
122-195 |
|
| S4 |
121-153 |
121-257 |
122-170 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-277 |
125-283 |
122-190 |
|
| R3 |
125-087 |
124-093 |
122-050 |
|
| R2 |
123-217 |
123-217 |
122-004 |
|
| R1 |
122-223 |
122-223 |
121-277 |
122-125 |
| PP |
122-027 |
122-027 |
122-027 |
121-298 |
| S1 |
121-033 |
121-033 |
121-183 |
120-255 |
| S2 |
120-157 |
120-157 |
121-136 |
|
| S3 |
118-287 |
119-163 |
121-090 |
|
| S4 |
117-097 |
117-293 |
120-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-170 |
121-150 |
1-020 |
0.9% |
0-086 |
0.2% |
115% |
False |
False |
3 |
| 10 |
124-110 |
121-150 |
2-280 |
2.3% |
0-045 |
0.1% |
42% |
False |
False |
2 |
| 20 |
124-110 |
119-090 |
5-020 |
4.1% |
0-022 |
0.1% |
67% |
False |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-011 |
0.0% |
72% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-008 |
0.0% |
72% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-152 |
|
2.618 |
123-006 |
|
1.618 |
122-236 |
|
1.000 |
122-180 |
|
0.618 |
122-146 |
|
HIGH |
122-090 |
|
0.618 |
122-056 |
|
0.500 |
122-045 |
|
0.382 |
122-034 |
|
LOW |
122-000 |
|
0.618 |
121-264 |
|
1.000 |
121-230 |
|
1.618 |
121-174 |
|
2.618 |
121-084 |
|
4.250 |
120-258 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-162 |
122-175 |
| PP |
122-103 |
122-130 |
| S1 |
122-045 |
122-085 |
|