ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-010 |
119-040 |
-0-290 |
-0.8% |
118-280 |
| High |
120-070 |
119-070 |
-1-000 |
-0.8% |
120-150 |
| Low |
119-020 |
118-270 |
-0-070 |
-0.2% |
118-280 |
| Close |
119-100 |
119-040 |
-0-060 |
-0.2% |
120-000 |
| Range |
1-050 |
0-120 |
-0-250 |
-67.6% |
1-190 |
| ATR |
0-251 |
0-244 |
-0-007 |
-2.9% |
0-000 |
| Volume |
8,119 |
11,569 |
3,450 |
42.5% |
35,941 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-060 |
120-010 |
119-106 |
|
| R3 |
119-260 |
119-210 |
119-073 |
|
| R2 |
119-140 |
119-140 |
119-062 |
|
| R1 |
119-090 |
119-090 |
119-051 |
119-100 |
| PP |
119-020 |
119-020 |
119-020 |
119-025 |
| S1 |
118-290 |
118-290 |
119-029 |
118-300 |
| S2 |
118-220 |
118-220 |
119-018 |
|
| S3 |
118-100 |
118-170 |
119-007 |
|
| S4 |
117-300 |
118-050 |
118-294 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-180 |
123-280 |
120-280 |
|
| R3 |
122-310 |
122-090 |
120-140 |
|
| R2 |
121-120 |
121-120 |
120-094 |
|
| R1 |
120-220 |
120-220 |
120-047 |
121-010 |
| PP |
119-250 |
119-250 |
119-250 |
119-305 |
| S1 |
119-030 |
119-030 |
119-273 |
119-140 |
| S2 |
118-060 |
118-060 |
119-226 |
|
| S3 |
116-190 |
117-160 |
119-180 |
|
| S4 |
115-000 |
115-290 |
119-040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-150 |
118-270 |
1-200 |
1.4% |
0-236 |
0.6% |
17% |
False |
True |
9,979 |
| 10 |
120-150 |
118-060 |
2-090 |
1.9% |
0-245 |
0.6% |
41% |
False |
False |
6,975 |
| 20 |
121-030 |
118-060 |
2-290 |
2.4% |
0-209 |
0.5% |
32% |
False |
False |
4,336 |
| 40 |
123-190 |
118-060 |
5-130 |
4.5% |
0-139 |
0.4% |
17% |
False |
False |
2,169 |
| 60 |
124-110 |
118-060 |
6-050 |
5.2% |
0-092 |
0.2% |
15% |
False |
False |
1,447 |
| 80 |
124-110 |
118-060 |
6-050 |
5.2% |
0-069 |
0.2% |
15% |
False |
False |
1,085 |
| 100 |
125-140 |
118-060 |
7-080 |
6.1% |
0-056 |
0.1% |
13% |
False |
False |
869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-260 |
|
2.618 |
120-064 |
|
1.618 |
119-264 |
|
1.000 |
119-190 |
|
0.618 |
119-144 |
|
HIGH |
119-070 |
|
0.618 |
119-024 |
|
0.500 |
119-010 |
|
0.382 |
118-316 |
|
LOW |
118-270 |
|
0.618 |
118-196 |
|
1.000 |
118-150 |
|
1.618 |
118-076 |
|
2.618 |
117-276 |
|
4.250 |
117-080 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-030 |
119-190 |
| PP |
119-020 |
119-140 |
| S1 |
119-010 |
119-090 |
|