ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
124-070 |
123-105 |
-0-285 |
-0.7% |
123-150 |
| High |
124-180 |
123-130 |
-1-050 |
-0.9% |
124-180 |
| Low |
123-050 |
121-305 |
-1-065 |
-1.0% |
121-305 |
| Close |
123-120 |
121-310 |
-1-130 |
-1.1% |
121-310 |
| Range |
1-130 |
1-145 |
0-015 |
3.3% |
2-195 |
| ATR |
1-058 |
1-064 |
0-006 |
1.6% |
0-000 |
| Volume |
485,860 |
605,812 |
119,952 |
24.7% |
2,472,693 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-257 |
125-268 |
122-246 |
|
| R3 |
125-112 |
124-123 |
122-118 |
|
| R2 |
123-287 |
123-287 |
122-075 |
|
| R1 |
122-298 |
122-298 |
122-033 |
122-220 |
| PP |
122-142 |
122-142 |
122-142 |
122-102 |
| S1 |
121-153 |
121-153 |
121-267 |
121-075 |
| S2 |
120-317 |
120-317 |
121-225 |
|
| S3 |
119-172 |
120-008 |
121-182 |
|
| S4 |
118-027 |
118-183 |
121-054 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-210 |
128-295 |
123-129 |
|
| R3 |
128-015 |
126-100 |
122-220 |
|
| R2 |
125-140 |
125-140 |
122-143 |
|
| R1 |
123-225 |
123-225 |
122-067 |
123-085 |
| PP |
122-265 |
122-265 |
122-265 |
122-195 |
| S1 |
121-030 |
121-030 |
121-233 |
120-210 |
| S2 |
120-070 |
120-070 |
121-157 |
|
| S3 |
117-195 |
118-155 |
121-080 |
|
| S4 |
115-000 |
115-280 |
120-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-180 |
121-305 |
2-195 |
2.1% |
0-316 |
0.8% |
1% |
False |
True |
494,538 |
| 10 |
124-270 |
121-305 |
2-285 |
2.4% |
0-308 |
0.8% |
1% |
False |
True |
551,826 |
| 20 |
126-040 |
120-130 |
5-230 |
4.7% |
1-070 |
1.0% |
27% |
False |
False |
644,672 |
| 40 |
126-040 |
119-060 |
6-300 |
5.7% |
1-077 |
1.0% |
40% |
False |
False |
449,580 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-070 |
1.0% |
40% |
False |
False |
300,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-186 |
|
2.618 |
127-067 |
|
1.618 |
125-242 |
|
1.000 |
124-275 |
|
0.618 |
124-097 |
|
HIGH |
123-130 |
|
0.618 |
122-272 |
|
0.500 |
122-218 |
|
0.382 |
122-163 |
|
LOW |
121-305 |
|
0.618 |
121-018 |
|
1.000 |
120-160 |
|
1.618 |
119-193 |
|
2.618 |
118-048 |
|
4.250 |
115-249 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-218 |
123-082 |
| PP |
122-142 |
122-265 |
| S1 |
122-066 |
122-128 |
|