ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-060 |
123-015 |
0-275 |
0.7% |
122-045 |
| High |
123-090 |
123-230 |
0-140 |
0.4% |
122-265 |
| Low |
122-060 |
122-280 |
0-220 |
0.6% |
121-260 |
| Close |
123-035 |
123-190 |
0-155 |
0.4% |
122-105 |
| Range |
1-030 |
0-270 |
-0-080 |
-22.9% |
1-005 |
| ATR |
1-023 |
1-018 |
-0-005 |
-1.5% |
0-000 |
| Volume |
505,952 |
333,548 |
-172,404 |
-34.1% |
2,159,503 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-297 |
125-193 |
124-018 |
|
| R3 |
125-027 |
124-243 |
123-264 |
|
| R2 |
124-077 |
124-077 |
123-240 |
|
| R1 |
123-293 |
123-293 |
123-215 |
124-025 |
| PP |
123-127 |
123-127 |
123-127 |
123-152 |
| S1 |
123-023 |
123-023 |
123-165 |
123-075 |
| S2 |
122-177 |
122-177 |
123-140 |
|
| S3 |
121-227 |
122-073 |
123-116 |
|
| S4 |
120-277 |
121-123 |
123-042 |
|
|
| 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 |
123-230 |
121-295 |
1-255 |
1.5% |
0-255 |
0.6% |
93% |
True |
False |
449,146 |
| 10 |
124-180 |
121-260 |
2-240 |
2.2% |
0-278 |
0.7% |
65% |
False |
False |
503,826 |
| 20 |
126-040 |
120-240 |
5-120 |
4.3% |
1-037 |
0.9% |
53% |
False |
False |
583,366 |
| 40 |
126-040 |
119-090 |
6-270 |
5.5% |
1-064 |
1.0% |
63% |
False |
False |
523,214 |
| 60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-058 |
1.0% |
64% |
False |
False |
350,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-098 |
|
2.618 |
125-297 |
|
1.618 |
125-027 |
|
1.000 |
124-180 |
|
0.618 |
124-077 |
|
HIGH |
123-230 |
|
0.618 |
123-127 |
|
0.500 |
123-095 |
|
0.382 |
123-063 |
|
LOW |
122-280 |
|
0.618 |
122-113 |
|
1.000 |
122-010 |
|
1.618 |
121-163 |
|
2.618 |
120-213 |
|
4.250 |
119-092 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-158 |
123-108 |
| PP |
123-127 |
123-025 |
| S1 |
123-095 |
122-262 |
|