ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-060 |
-0-050 |
-0.1% |
120-190 |
| High |
119-260 |
119-060 |
-0-200 |
-0.5% |
121-030 |
| Low |
119-010 |
118-110 |
-0-220 |
-0.6% |
118-280 |
| Close |
119-170 |
118-220 |
-0-270 |
-0.7% |
119-040 |
| Range |
0-250 |
0-270 |
0-020 |
8.0% |
2-070 |
| ATR |
0-231 |
0-242 |
0-011 |
4.6% |
0-000 |
| Volume |
7,470 |
4,770 |
-2,700 |
-36.1% |
12,592 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-087 |
120-263 |
119-048 |
|
| R3 |
120-137 |
119-313 |
118-294 |
|
| R2 |
119-187 |
119-187 |
118-270 |
|
| R1 |
119-043 |
119-043 |
118-245 |
118-300 |
| PP |
118-237 |
118-237 |
118-237 |
118-205 |
| S1 |
118-093 |
118-093 |
118-195 |
118-030 |
| S2 |
117-287 |
117-287 |
118-170 |
|
| S3 |
117-017 |
117-143 |
118-146 |
|
| S4 |
116-067 |
116-193 |
118-072 |
|
|
| 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 |
119-260 |
118-110 |
1-150 |
1.2% |
0-200 |
0.5% |
23% |
False |
True |
3,393 |
| 10 |
121-030 |
118-110 |
2-240 |
2.3% |
0-208 |
0.5% |
13% |
False |
True |
2,919 |
| 20 |
122-060 |
118-110 |
3-270 |
3.2% |
0-154 |
0.4% |
9% |
False |
True |
1,461 |
| 40 |
124-110 |
118-110 |
6-000 |
5.1% |
0-090 |
0.2% |
6% |
False |
True |
732 |
| 60 |
124-110 |
118-110 |
6-000 |
5.1% |
0-060 |
0.2% |
6% |
False |
True |
488 |
| 80 |
124-110 |
118-110 |
6-000 |
5.1% |
0-045 |
0.1% |
6% |
False |
True |
367 |
| 100 |
125-240 |
118-110 |
7-130 |
6.2% |
0-036 |
0.1% |
5% |
False |
True |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-248 |
|
2.618 |
121-127 |
|
1.618 |
120-177 |
|
1.000 |
120-010 |
|
0.618 |
119-227 |
|
HIGH |
119-060 |
|
0.618 |
118-277 |
|
0.500 |
118-245 |
|
0.382 |
118-213 |
|
LOW |
118-110 |
|
0.618 |
117-263 |
|
1.000 |
117-160 |
|
1.618 |
116-313 |
|
2.618 |
116-043 |
|
4.250 |
114-242 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-245 |
119-025 |
| PP |
118-237 |
118-303 |
| S1 |
118-228 |
118-262 |
|