ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-240 |
123-055 |
-0-185 |
-0.5% |
122-060 |
| High |
123-250 |
123-100 |
-0-150 |
-0.4% |
123-275 |
| Low |
123-010 |
122-020 |
-0-310 |
-0.8% |
122-020 |
| Close |
123-070 |
122-090 |
-0-300 |
-0.8% |
122-090 |
| Range |
0-240 |
1-080 |
0-160 |
66.7% |
1-255 |
| ATR |
1-002 |
1-007 |
0-006 |
1.7% |
0-000 |
| Volume |
523,504 |
504,920 |
-18,584 |
-3.5% |
2,349,685 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-097 |
125-173 |
122-310 |
|
| R3 |
125-017 |
124-093 |
122-200 |
|
| R2 |
123-257 |
123-257 |
122-163 |
|
| R1 |
123-013 |
123-013 |
122-127 |
122-255 |
| PP |
122-177 |
122-177 |
122-177 |
122-138 |
| S1 |
121-253 |
121-253 |
122-053 |
121-175 |
| S2 |
121-097 |
121-097 |
122-017 |
|
| S3 |
120-017 |
120-173 |
121-300 |
|
| S4 |
118-257 |
119-093 |
121-190 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-040 |
127-000 |
123-086 |
|
| R3 |
126-105 |
125-065 |
122-248 |
|
| R2 |
124-170 |
124-170 |
122-195 |
|
| R1 |
123-130 |
123-130 |
122-143 |
123-310 |
| PP |
122-235 |
122-235 |
122-235 |
123-005 |
| S1 |
121-195 |
121-195 |
122-037 |
122-055 |
| S2 |
120-300 |
120-300 |
121-305 |
|
| S3 |
119-045 |
119-260 |
121-252 |
|
| S4 |
117-110 |
118-005 |
121-094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-275 |
122-020 |
1-255 |
1.5% |
0-290 |
0.7% |
12% |
False |
True |
469,937 |
| 10 |
123-275 |
121-260 |
2-015 |
1.7% |
0-277 |
0.7% |
23% |
False |
False |
511,500 |
| 20 |
124-310 |
121-260 |
3-050 |
2.6% |
0-279 |
0.7% |
15% |
False |
False |
545,923 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-045 |
0.9% |
44% |
False |
False |
558,579 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-050 |
0.9% |
45% |
False |
False |
375,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-200 |
|
2.618 |
126-187 |
|
1.618 |
125-107 |
|
1.000 |
124-180 |
|
0.618 |
124-027 |
|
HIGH |
123-100 |
|
0.618 |
122-267 |
|
0.500 |
122-220 |
|
0.382 |
122-173 |
|
LOW |
122-020 |
|
0.618 |
121-093 |
|
1.000 |
120-260 |
|
1.618 |
120-013 |
|
2.618 |
118-253 |
|
4.250 |
116-240 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-220 |
122-308 |
| PP |
122-177 |
122-235 |
| S1 |
122-133 |
122-162 |
|