ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-250 |
115-230 |
-1-020 |
-0.9% |
120-010 |
| High |
117-050 |
116-160 |
-0-210 |
-0.6% |
120-070 |
| Low |
115-190 |
115-120 |
-0-070 |
-0.2% |
117-180 |
| Close |
115-310 |
115-300 |
-0-010 |
0.0% |
117-210 |
| Range |
1-180 |
1-040 |
-0-140 |
-28.0% |
2-210 |
| ATR |
0-297 |
0-302 |
0-004 |
1.5% |
0-000 |
| Volume |
369,292 |
648,936 |
279,644 |
75.7% |
258,091 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
118-240 |
116-178 |
|
| R3 |
118-060 |
117-200 |
116-079 |
|
| R2 |
117-020 |
117-020 |
116-046 |
|
| R1 |
116-160 |
116-160 |
116-013 |
116-250 |
| PP |
115-300 |
115-300 |
115-300 |
116-025 |
| S1 |
115-120 |
115-120 |
115-267 |
115-210 |
| S2 |
114-260 |
114-260 |
115-234 |
|
| S3 |
113-220 |
114-080 |
115-201 |
|
| S4 |
112-180 |
113-040 |
115-102 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-143 |
124-227 |
119-038 |
|
| R3 |
123-253 |
122-017 |
118-124 |
|
| R2 |
121-043 |
121-043 |
118-046 |
|
| R1 |
119-127 |
119-127 |
117-288 |
118-300 |
| PP |
118-153 |
118-153 |
118-153 |
118-080 |
| S1 |
116-237 |
116-237 |
117-132 |
116-090 |
| S2 |
115-263 |
115-263 |
117-054 |
|
| S3 |
113-053 |
114-027 |
116-296 |
|
| S4 |
110-163 |
111-137 |
116-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-260 |
115-120 |
4-140 |
3.8% |
1-106 |
1.1% |
13% |
False |
True |
262,192 |
| 10 |
120-150 |
115-120 |
5-030 |
4.4% |
1-007 |
0.9% |
11% |
False |
True |
138,860 |
| 20 |
120-150 |
115-120 |
5-030 |
4.4% |
0-274 |
0.7% |
11% |
False |
True |
71,196 |
| 40 |
122-170 |
115-120 |
7-050 |
6.2% |
0-194 |
0.5% |
8% |
False |
True |
35,805 |
| 60 |
124-110 |
115-120 |
8-310 |
7.7% |
0-132 |
0.4% |
6% |
False |
True |
23,870 |
| 80 |
124-110 |
115-120 |
8-310 |
7.7% |
0-099 |
0.3% |
6% |
False |
True |
17,903 |
| 100 |
124-290 |
115-120 |
9-170 |
8.2% |
0-079 |
0.2% |
6% |
False |
True |
14,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-090 |
|
2.618 |
119-142 |
|
1.618 |
118-102 |
|
1.000 |
117-200 |
|
0.618 |
117-062 |
|
HIGH |
116-160 |
|
0.618 |
116-022 |
|
0.500 |
115-300 |
|
0.382 |
115-258 |
|
LOW |
115-120 |
|
0.618 |
114-218 |
|
1.000 |
114-080 |
|
1.618 |
113-178 |
|
2.618 |
112-138 |
|
4.250 |
110-190 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-300 |
116-230 |
| PP |
115-300 |
116-147 |
| S1 |
115-300 |
116-063 |
|