ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
118-160 |
-0-220 |
-0.6% |
119-120 |
| High |
119-060 |
119-010 |
-0-050 |
-0.1% |
119-260 |
| Low |
118-110 |
118-060 |
-0-050 |
-0.1% |
118-060 |
| Close |
118-220 |
118-250 |
0-030 |
0.1% |
118-250 |
| Range |
0-270 |
0-270 |
0-000 |
0.0% |
1-200 |
| ATR |
0-242 |
0-244 |
0-002 |
0.8% |
0-000 |
| Volume |
4,770 |
1,889 |
-2,881 |
-60.4% |
18,483 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-063 |
120-267 |
119-078 |
|
| R3 |
120-113 |
119-317 |
119-004 |
|
| R2 |
119-163 |
119-163 |
118-300 |
|
| R1 |
119-047 |
119-047 |
118-275 |
119-105 |
| PP |
118-213 |
118-213 |
118-213 |
118-242 |
| S1 |
118-097 |
118-097 |
118-225 |
118-155 |
| S2 |
117-263 |
117-263 |
118-200 |
|
| S3 |
116-313 |
117-147 |
118-176 |
|
| S4 |
116-043 |
116-197 |
118-102 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-257 |
122-293 |
119-216 |
|
| R3 |
122-057 |
121-093 |
119-073 |
|
| R2 |
120-177 |
120-177 |
119-025 |
|
| R1 |
119-213 |
119-213 |
118-298 |
119-095 |
| PP |
118-297 |
118-297 |
118-297 |
118-238 |
| S1 |
118-013 |
118-013 |
118-202 |
117-215 |
| S2 |
117-097 |
117-097 |
118-155 |
|
| S3 |
115-217 |
116-133 |
118-107 |
|
| S4 |
114-017 |
114-253 |
117-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-260 |
118-060 |
1-200 |
1.4% |
0-220 |
0.6% |
37% |
False |
True |
3,696 |
| 10 |
121-030 |
118-060 |
2-290 |
2.4% |
0-231 |
0.6% |
20% |
False |
True |
3,107 |
| 20 |
122-060 |
118-060 |
4-000 |
3.4% |
0-162 |
0.4% |
15% |
False |
True |
1,556 |
| 40 |
124-110 |
118-060 |
6-050 |
5.2% |
0-097 |
0.3% |
10% |
False |
True |
779 |
| 60 |
124-110 |
118-060 |
6-050 |
5.2% |
0-065 |
0.2% |
10% |
False |
True |
520 |
| 80 |
124-110 |
118-060 |
6-050 |
5.2% |
0-049 |
0.1% |
10% |
False |
True |
390 |
| 100 |
125-240 |
118-060 |
7-180 |
6.4% |
0-039 |
0.1% |
8% |
False |
True |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-198 |
|
2.618 |
121-077 |
|
1.618 |
120-127 |
|
1.000 |
119-280 |
|
0.618 |
119-177 |
|
HIGH |
119-010 |
|
0.618 |
118-227 |
|
0.500 |
118-195 |
|
0.382 |
118-163 |
|
LOW |
118-060 |
|
0.618 |
117-213 |
|
1.000 |
117-110 |
|
1.618 |
116-263 |
|
2.618 |
115-313 |
|
4.250 |
114-192 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-232 |
119-000 |
| PP |
118-213 |
118-297 |
| S1 |
118-195 |
118-273 |
|