ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
119-160 |
0-110 |
0.3% |
118-280 |
| High |
119-220 |
119-260 |
0-040 |
0.1% |
120-150 |
| Low |
118-280 |
118-050 |
-0-230 |
-0.6% |
118-280 |
| Close |
119-140 |
118-130 |
-1-010 |
-0.9% |
120-000 |
| Range |
0-260 |
1-210 |
0-270 |
103.8% |
1-190 |
| ATR |
0-245 |
0-265 |
0-020 |
8.3% |
0-000 |
| Volume |
34,481 |
74,708 |
40,227 |
116.7% |
35,941 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-243 |
122-237 |
119-102 |
|
| R3 |
122-033 |
121-027 |
118-276 |
|
| R2 |
120-143 |
120-143 |
118-227 |
|
| R1 |
119-137 |
119-137 |
118-179 |
119-035 |
| PP |
118-253 |
118-253 |
118-253 |
118-202 |
| S1 |
117-247 |
117-247 |
118-081 |
117-145 |
| S2 |
117-043 |
117-043 |
118-033 |
|
| S3 |
115-153 |
116-037 |
117-304 |
|
| S4 |
113-263 |
114-147 |
117-158 |
|
|
| 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 |
120-110 |
118-050 |
2-060 |
1.8% |
0-300 |
0.8% |
11% |
False |
True |
28,281 |
| 10 |
120-150 |
118-050 |
2-100 |
2.0% |
0-272 |
0.7% |
11% |
False |
True |
16,670 |
| 20 |
121-030 |
118-050 |
2-300 |
2.5% |
0-240 |
0.6% |
9% |
False |
True |
9,795 |
| 40 |
123-020 |
118-050 |
4-290 |
4.1% |
0-158 |
0.4% |
5% |
False |
True |
4,899 |
| 60 |
124-110 |
118-050 |
6-060 |
5.2% |
0-106 |
0.3% |
4% |
False |
True |
3,266 |
| 80 |
124-110 |
118-050 |
6-060 |
5.2% |
0-079 |
0.2% |
4% |
False |
True |
2,450 |
| 100 |
125-140 |
118-050 |
7-090 |
6.1% |
0-063 |
0.2% |
3% |
False |
True |
1,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-272 |
|
2.618 |
124-048 |
|
1.618 |
122-158 |
|
1.000 |
121-150 |
|
0.618 |
120-268 |
|
HIGH |
119-260 |
|
0.618 |
119-058 |
|
0.500 |
118-315 |
|
0.382 |
118-252 |
|
LOW |
118-050 |
|
0.618 |
117-042 |
|
1.000 |
116-160 |
|
1.618 |
115-152 |
|
2.618 |
113-262 |
|
4.250 |
111-038 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-315 |
118-315 |
| PP |
118-253 |
118-253 |
| S1 |
118-192 |
118-192 |
|