ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-210 |
122-060 |
-0-150 |
-0.4% |
122-045 |
| High |
122-240 |
123-090 |
0-170 |
0.4% |
122-265 |
| Low |
121-295 |
122-060 |
0-085 |
0.2% |
121-260 |
| Close |
122-105 |
123-035 |
0-250 |
0.6% |
122-105 |
| Range |
0-265 |
1-030 |
0-085 |
32.1% |
1-005 |
| ATR |
1-023 |
1-023 |
0-001 |
0.2% |
0-000 |
| Volume |
516,614 |
505,952 |
-10,662 |
-2.1% |
2,159,503 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-045 |
125-230 |
123-228 |
|
| R3 |
125-015 |
124-200 |
123-131 |
|
| R2 |
123-305 |
123-305 |
123-099 |
|
| R1 |
123-170 |
123-170 |
123-067 |
123-238 |
| PP |
122-275 |
122-275 |
122-275 |
122-309 |
| S1 |
122-140 |
122-140 |
123-003 |
122-208 |
| S2 |
121-245 |
121-245 |
122-291 |
|
| S3 |
120-215 |
121-110 |
122-259 |
|
| S4 |
119-185 |
120-080 |
122-162 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-118 |
124-277 |
122-284 |
|
| R3 |
124-113 |
123-272 |
122-194 |
|
| R2 |
123-108 |
123-108 |
122-165 |
|
| R1 |
122-267 |
122-267 |
122-135 |
123-028 |
| PP |
122-103 |
122-103 |
122-103 |
122-144 |
| S1 |
121-262 |
121-262 |
122-075 |
122-022 |
| S2 |
121-098 |
121-098 |
122-045 |
|
| S3 |
120-093 |
120-257 |
122-016 |
|
| S4 |
119-088 |
119-252 |
121-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-090 |
121-260 |
1-150 |
1.2% |
0-241 |
0.6% |
88% |
True |
False |
533,091 |
| 10 |
124-180 |
121-260 |
2-240 |
2.2% |
0-278 |
0.7% |
47% |
False |
False |
513,814 |
| 20 |
126-040 |
120-240 |
5-120 |
4.4% |
1-040 |
0.9% |
44% |
False |
False |
601,615 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-067 |
1.0% |
56% |
False |
False |
515,105 |
| 60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-061 |
1.0% |
57% |
False |
False |
344,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-298 |
|
2.618 |
126-046 |
|
1.618 |
125-016 |
|
1.000 |
124-120 |
|
0.618 |
123-306 |
|
HIGH |
123-090 |
|
0.618 |
122-276 |
|
0.500 |
122-235 |
|
0.382 |
122-194 |
|
LOW |
122-060 |
|
0.618 |
121-164 |
|
1.000 |
121-030 |
|
1.618 |
120-134 |
|
2.618 |
119-104 |
|
4.250 |
117-172 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-315 |
122-301 |
| PP |
122-275 |
122-247 |
| S1 |
122-235 |
122-192 |
|