ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
120-060 |
-0-240 |
-0.6% |
121-150 |
| High |
121-030 |
120-100 |
-0-250 |
-0.6% |
121-270 |
| Low |
119-310 |
119-100 |
-0-210 |
-0.5% |
119-280 |
| Close |
120-030 |
119-170 |
-0-180 |
-0.5% |
120-000 |
| Range |
1-040 |
1-000 |
-0-040 |
-11.1% |
1-310 |
| ATR |
0-248 |
0-253 |
0-005 |
2.1% |
0-000 |
| Volume |
5,403 |
1,541 |
-3,862 |
-71.5% |
37 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-230 |
122-040 |
120-026 |
|
| R3 |
121-230 |
121-040 |
119-258 |
|
| R2 |
120-230 |
120-230 |
119-229 |
|
| R1 |
120-040 |
120-040 |
119-199 |
119-295 |
| PP |
119-230 |
119-230 |
119-230 |
119-198 |
| S1 |
119-040 |
119-040 |
119-141 |
118-295 |
| S2 |
118-230 |
118-230 |
119-111 |
|
| S3 |
117-230 |
118-040 |
119-082 |
|
| S4 |
116-230 |
117-040 |
118-314 |
|
|
| 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 |
121-030 |
119-100 |
1-250 |
1.5% |
0-218 |
0.6% |
12% |
False |
True |
1,646 |
| 10 |
121-270 |
119-100 |
2-170 |
2.1% |
0-148 |
0.4% |
9% |
False |
True |
825 |
| 20 |
122-170 |
119-100 |
3-070 |
2.7% |
0-113 |
0.3% |
7% |
False |
True |
413 |
| 40 |
124-110 |
119-010 |
5-100 |
4.4% |
0-062 |
0.2% |
9% |
False |
False |
207 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-041 |
0.1% |
19% |
False |
False |
139 |
| 80 |
124-290 |
118-140 |
6-150 |
5.4% |
0-031 |
0.1% |
17% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-180 |
|
2.618 |
122-298 |
|
1.618 |
121-298 |
|
1.000 |
121-100 |
|
0.618 |
120-298 |
|
HIGH |
120-100 |
|
0.618 |
119-298 |
|
0.500 |
119-260 |
|
0.382 |
119-222 |
|
LOW |
119-100 |
|
0.618 |
118-222 |
|
1.000 |
118-100 |
|
1.618 |
117-222 |
|
2.618 |
116-222 |
|
4.250 |
115-020 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-260 |
120-065 |
| PP |
119-230 |
119-313 |
| S1 |
119-200 |
119-242 |
|