ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
124-070 |
124-070 |
0-000 |
0.0% |
124-160 |
High |
124-135 |
124-180 |
0-045 |
0.1% |
124-270 |
Low |
123-290 |
123-050 |
-0-240 |
-0.6% |
122-240 |
Close |
124-090 |
123-120 |
-0-290 |
-0.7% |
123-105 |
Range |
0-165 |
1-130 |
0-285 |
172.7% |
2-030 |
ATR |
1-052 |
1-058 |
0-006 |
1.5% |
0-000 |
Volume |
437,242 |
485,860 |
48,618 |
11.1% |
3,045,574 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-293 |
127-017 |
124-048 |
|
R3 |
126-163 |
125-207 |
123-244 |
|
R2 |
125-033 |
125-033 |
123-202 |
|
R1 |
124-077 |
124-077 |
123-161 |
123-310 |
PP |
123-223 |
123-223 |
123-223 |
123-180 |
S1 |
122-267 |
122-267 |
123-079 |
122-180 |
S2 |
122-093 |
122-093 |
123-038 |
|
S3 |
120-283 |
121-137 |
122-316 |
|
S4 |
119-153 |
120-007 |
122-192 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-295 |
128-230 |
124-154 |
|
R3 |
127-265 |
126-200 |
123-289 |
|
R2 |
125-235 |
125-235 |
123-228 |
|
R1 |
124-170 |
124-170 |
123-166 |
124-028 |
PP |
123-205 |
123-205 |
123-205 |
123-134 |
S1 |
122-140 |
122-140 |
123-044 |
121-318 |
S2 |
121-175 |
121-175 |
122-302 |
|
S3 |
119-145 |
120-110 |
122-241 |
|
S4 |
117-115 |
118-080 |
122-056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-180 |
123-040 |
1-140 |
1.2% |
0-275 |
0.7% |
17% |
True |
False |
506,873 |
10 |
124-310 |
122-240 |
2-070 |
1.8% |
0-280 |
0.7% |
28% |
False |
False |
580,346 |
20 |
126-040 |
120-130 |
5-230 |
4.6% |
1-063 |
1.0% |
52% |
False |
False |
653,948 |
40 |
126-040 |
119-060 |
6-300 |
5.6% |
1-072 |
1.0% |
60% |
False |
False |
434,620 |
60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-068 |
1.0% |
60% |
False |
False |
290,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-172 |
2.618 |
128-078 |
1.618 |
126-268 |
1.000 |
125-310 |
0.618 |
125-138 |
HIGH |
124-180 |
0.618 |
124-008 |
0.500 |
123-275 |
0.382 |
123-222 |
LOW |
123-050 |
0.618 |
122-092 |
1.000 |
121-240 |
1.618 |
120-282 |
2.618 |
119-152 |
4.250 |
117-058 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-275 |
123-275 |
PP |
123-223 |
123-223 |
S1 |
123-172 |
123-172 |
|