ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-055 |
122-070 |
-0-305 |
-0.8% |
122-060 |
| High |
123-100 |
123-065 |
-0-035 |
-0.1% |
123-275 |
| Low |
122-020 |
122-050 |
0-030 |
0.1% |
122-020 |
| Close |
122-090 |
123-010 |
0-240 |
0.6% |
122-090 |
| Range |
1-080 |
1-015 |
-0-065 |
-16.3% |
1-255 |
| ATR |
1-007 |
1-008 |
0-001 |
0.2% |
0-000 |
| Volume |
504,920 |
584,160 |
79,240 |
15.7% |
2,349,685 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-300 |
125-170 |
123-194 |
|
| R3 |
124-285 |
124-155 |
123-102 |
|
| R2 |
123-270 |
123-270 |
123-071 |
|
| R1 |
123-140 |
123-140 |
123-041 |
123-205 |
| PP |
122-255 |
122-255 |
122-255 |
122-288 |
| S1 |
122-125 |
122-125 |
122-299 |
122-190 |
| S2 |
121-240 |
121-240 |
122-269 |
|
| S3 |
120-225 |
121-110 |
122-238 |
|
| S4 |
119-210 |
120-095 |
122-146 |
|
|
| 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% |
0-287 |
0.7% |
54% |
False |
False |
485,578 |
| 10 |
123-275 |
121-260 |
2-015 |
1.7% |
0-264 |
0.7% |
60% |
False |
False |
509,334 |
| 20 |
124-270 |
121-260 |
3-010 |
2.5% |
0-286 |
0.7% |
40% |
False |
False |
530,580 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-040 |
0.9% |
55% |
False |
False |
572,297 |
| 60 |
126-040 |
119-060 |
6-300 |
5.6% |
1-049 |
0.9% |
55% |
False |
False |
385,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-209 |
|
2.618 |
125-302 |
|
1.618 |
124-287 |
|
1.000 |
124-080 |
|
0.618 |
123-272 |
|
HIGH |
123-065 |
|
0.618 |
122-257 |
|
0.500 |
122-218 |
|
0.382 |
122-178 |
|
LOW |
122-050 |
|
0.618 |
121-163 |
|
1.000 |
121-035 |
|
1.618 |
120-148 |
|
2.618 |
119-133 |
|
4.250 |
117-226 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-292 |
122-318 |
| PP |
122-255 |
122-307 |
| S1 |
122-218 |
122-295 |
|