ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
120-190 |
0-190 |
0.5% |
121-150 |
| High |
120-000 |
120-240 |
0-240 |
0.6% |
121-270 |
| Low |
119-280 |
120-040 |
0-080 |
0.2% |
119-280 |
| Close |
120-000 |
120-230 |
0-230 |
0.6% |
120-000 |
| Range |
0-040 |
0-200 |
0-160 |
400.0% |
1-310 |
| ATR |
0-239 |
0-239 |
0-000 |
0.0% |
0-000 |
| Volume |
7 |
1,262 |
1,255 |
17,928.6% |
37 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-130 |
122-060 |
121-020 |
|
| R3 |
121-250 |
121-180 |
120-285 |
|
| R2 |
121-050 |
121-050 |
120-267 |
|
| R1 |
120-300 |
120-300 |
120-248 |
121-015 |
| PP |
120-170 |
120-170 |
120-170 |
120-188 |
| S1 |
120-100 |
120-100 |
120-212 |
120-135 |
| S2 |
119-290 |
119-290 |
120-193 |
|
| S3 |
119-090 |
119-220 |
120-175 |
|
| S4 |
118-210 |
119-020 |
120-120 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-153 |
125-067 |
121-026 |
|
| R3 |
124-163 |
123-077 |
120-173 |
|
| R2 |
122-173 |
122-173 |
120-116 |
|
| R1 |
121-087 |
121-087 |
120-058 |
120-295 |
| PP |
120-183 |
120-183 |
120-183 |
120-128 |
| S1 |
119-097 |
119-097 |
119-262 |
118-305 |
| S2 |
118-193 |
118-193 |
119-204 |
|
| S3 |
116-203 |
117-107 |
119-147 |
|
| S4 |
114-213 |
115-117 |
118-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-270 |
119-280 |
1-310 |
1.6% |
0-146 |
0.4% |
43% |
False |
False |
259 |
| 10 |
122-060 |
119-280 |
2-100 |
1.9% |
0-112 |
0.3% |
36% |
False |
False |
131 |
| 20 |
122-170 |
119-280 |
2-210 |
2.2% |
0-088 |
0.2% |
32% |
False |
False |
66 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-044 |
0.1% |
34% |
False |
False |
34 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-030 |
0.1% |
39% |
False |
False |
23 |
| 80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-022 |
0.1% |
33% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-130 |
|
2.618 |
122-124 |
|
1.618 |
121-244 |
|
1.000 |
121-120 |
|
0.618 |
121-044 |
|
HIGH |
120-240 |
|
0.618 |
120-164 |
|
0.500 |
120-140 |
|
0.382 |
120-116 |
|
LOW |
120-040 |
|
0.618 |
119-236 |
|
1.000 |
119-160 |
|
1.618 |
119-036 |
|
2.618 |
118-156 |
|
4.250 |
117-150 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-200 |
120-187 |
| PP |
120-170 |
120-143 |
| S1 |
120-140 |
120-100 |
|