ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-045 |
121-310 |
-0-055 |
-0.1% |
123-150 |
| High |
122-140 |
122-135 |
-0-005 |
0.0% |
124-180 |
| Low |
121-260 |
121-295 |
0-035 |
0.1% |
121-305 |
| Close |
121-270 |
122-060 |
0-110 |
0.3% |
121-310 |
| Range |
0-200 |
0-160 |
-0-040 |
-20.0% |
2-195 |
| ATR |
1-051 |
1-038 |
-0-013 |
-3.6% |
0-000 |
| Volume |
753,270 |
474,417 |
-278,853 |
-37.0% |
2,472,693 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-217 |
123-138 |
122-148 |
|
| R3 |
123-057 |
122-298 |
122-104 |
|
| R2 |
122-217 |
122-217 |
122-089 |
|
| R1 |
122-138 |
122-138 |
122-075 |
122-178 |
| PP |
122-057 |
122-057 |
122-057 |
122-076 |
| S1 |
121-298 |
121-298 |
122-045 |
122-018 |
| S2 |
121-217 |
121-217 |
122-031 |
|
| S3 |
121-057 |
121-138 |
122-016 |
|
| S4 |
120-217 |
120-298 |
121-292 |
|
|
| 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 |
121-260 |
2-240 |
2.3% |
0-288 |
0.7% |
14% |
False |
False |
551,320 |
| 10 |
124-180 |
121-260 |
2-240 |
2.3% |
0-292 |
0.7% |
14% |
False |
False |
580,767 |
| 20 |
126-040 |
120-130 |
5-230 |
4.7% |
1-055 |
1.0% |
31% |
False |
False |
635,624 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-072 |
1.0% |
42% |
False |
False |
479,959 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-064 |
1.0% |
43% |
False |
False |
320,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-175 |
|
2.618 |
123-234 |
|
1.618 |
123-074 |
|
1.000 |
122-295 |
|
0.618 |
122-234 |
|
HIGH |
122-135 |
|
0.618 |
122-074 |
|
0.500 |
122-055 |
|
0.382 |
122-036 |
|
LOW |
121-295 |
|
0.618 |
121-196 |
|
1.000 |
121-135 |
|
1.618 |
121-036 |
|
2.618 |
120-196 |
|
4.250 |
119-255 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-058 |
122-195 |
| PP |
122-057 |
122-150 |
| S1 |
122-055 |
122-105 |
|