ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
119-010 |
0-020 |
0.1% |
120-190 |
| High |
119-150 |
119-130 |
-0-020 |
-0.1% |
121-030 |
| Low |
118-310 |
118-280 |
-0-030 |
-0.1% |
118-280 |
| Close |
119-100 |
119-040 |
-0-060 |
-0.2% |
119-040 |
| Range |
0-160 |
0-170 |
0-010 |
6.3% |
2-070 |
| ATR |
0-248 |
0-242 |
-0-006 |
-2.2% |
0-000 |
| Volume |
4,011 |
375 |
-3,636 |
-90.7% |
12,592 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-233 |
120-147 |
119-134 |
|
| R3 |
120-063 |
119-297 |
119-087 |
|
| R2 |
119-213 |
119-213 |
119-071 |
|
| R1 |
119-127 |
119-127 |
119-056 |
119-170 |
| PP |
119-043 |
119-043 |
119-043 |
119-065 |
| S1 |
118-277 |
118-277 |
119-024 |
119-000 |
| S2 |
118-193 |
118-193 |
119-009 |
|
| S3 |
118-023 |
118-107 |
118-313 |
|
| S4 |
117-173 |
117-257 |
118-266 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-113 |
124-307 |
120-110 |
|
| R3 |
124-043 |
122-237 |
119-235 |
|
| R2 |
121-293 |
121-293 |
119-170 |
|
| R1 |
120-167 |
120-167 |
119-105 |
120-035 |
| PP |
119-223 |
119-223 |
119-223 |
119-158 |
| S1 |
118-097 |
118-097 |
118-295 |
117-285 |
| S2 |
117-153 |
117-153 |
118-230 |
|
| S3 |
115-083 |
116-027 |
118-165 |
|
| S4 |
113-013 |
113-277 |
117-290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-030 |
118-280 |
2-070 |
1.9% |
0-242 |
0.6% |
11% |
False |
True |
2,518 |
| 10 |
121-270 |
118-280 |
2-310 |
2.5% |
0-178 |
0.5% |
8% |
False |
True |
1,262 |
| 20 |
122-090 |
118-280 |
3-130 |
2.9% |
0-122 |
0.3% |
7% |
False |
True |
632 |
| 40 |
124-110 |
118-280 |
5-150 |
4.6% |
0-070 |
0.2% |
5% |
False |
True |
317 |
| 60 |
124-110 |
118-140 |
5-290 |
5.0% |
0-046 |
0.1% |
12% |
False |
False |
212 |
| 80 |
124-110 |
118-140 |
5-290 |
5.0% |
0-035 |
0.1% |
12% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-212 |
|
2.618 |
120-255 |
|
1.618 |
120-085 |
|
1.000 |
119-300 |
|
0.618 |
119-235 |
|
HIGH |
119-130 |
|
0.618 |
119-065 |
|
0.500 |
119-045 |
|
0.382 |
119-025 |
|
LOW |
118-280 |
|
0.618 |
118-175 |
|
1.000 |
118-110 |
|
1.618 |
118-005 |
|
2.618 |
117-155 |
|
4.250 |
116-198 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-045 |
119-190 |
| PP |
119-043 |
119-140 |
| S1 |
119-042 |
119-090 |
|