ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123-015 |
123-185 |
0-170 |
0.4% |
122-045 |
High |
123-230 |
123-275 |
0-045 |
0.1% |
122-265 |
Low |
122-280 |
123-085 |
0-125 |
0.3% |
121-260 |
Close |
123-190 |
123-255 |
0-065 |
0.2% |
122-105 |
Range |
0-270 |
0-190 |
-0-080 |
-29.6% |
1-005 |
ATR |
1-018 |
1-007 |
-0-011 |
-3.1% |
0-000 |
Volume |
333,548 |
481,761 |
148,213 |
44.4% |
2,159,503 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-135 |
125-065 |
124-040 |
|
R3 |
124-265 |
124-195 |
123-307 |
|
R2 |
124-075 |
124-075 |
123-290 |
|
R1 |
124-005 |
124-005 |
123-272 |
124-040 |
PP |
123-205 |
123-205 |
123-205 |
123-222 |
S1 |
123-135 |
123-135 |
123-238 |
123-170 |
S2 |
123-015 |
123-015 |
123-220 |
|
S3 |
122-145 |
122-265 |
123-203 |
|
S4 |
121-275 |
122-075 |
123-150 |
|
|
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 |
123-275 |
121-295 |
1-300 |
1.6% |
0-261 |
0.7% |
97% |
True |
False |
450,615 |
10 |
124-180 |
121-260 |
2-240 |
2.2% |
0-274 |
0.7% |
72% |
False |
False |
500,967 |
20 |
126-040 |
120-240 |
5-120 |
4.3% |
1-030 |
0.9% |
57% |
False |
False |
578,826 |
40 |
126-040 |
119-090 |
6-270 |
5.5% |
1-052 |
0.9% |
66% |
False |
False |
535,139 |
60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-057 |
1.0% |
66% |
False |
False |
358,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-122 |
2.618 |
125-132 |
1.618 |
124-262 |
1.000 |
124-145 |
0.618 |
124-072 |
HIGH |
123-275 |
0.618 |
123-202 |
0.500 |
123-180 |
0.382 |
123-158 |
LOW |
123-085 |
0.618 |
122-288 |
1.000 |
122-215 |
1.618 |
122-098 |
2.618 |
121-228 |
4.250 |
120-238 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-230 |
123-172 |
PP |
123-205 |
123-090 |
S1 |
123-180 |
123-008 |
|