ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-070 |
123-015 |
0-265 |
0.7% |
122-060 |
| High |
123-065 |
123-150 |
0-085 |
0.2% |
123-275 |
| Low |
122-050 |
122-100 |
0-050 |
0.1% |
122-020 |
| Close |
123-010 |
122-130 |
-0-200 |
-0.5% |
122-090 |
| Range |
1-015 |
1-050 |
0-035 |
10.4% |
1-255 |
| ATR |
1-008 |
1-011 |
0-003 |
0.9% |
0-000 |
| Volume |
584,160 |
501,166 |
-82,994 |
-14.2% |
2,349,685 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-063 |
125-147 |
123-014 |
|
| R3 |
125-013 |
124-097 |
122-232 |
|
| R2 |
123-283 |
123-283 |
122-198 |
|
| R1 |
123-047 |
123-047 |
122-164 |
122-300 |
| PP |
122-233 |
122-233 |
122-233 |
122-200 |
| S1 |
121-317 |
121-317 |
122-096 |
121-250 |
| S2 |
121-183 |
121-183 |
122-062 |
|
| S3 |
120-133 |
120-267 |
122-028 |
|
| S4 |
119-083 |
119-217 |
121-246 |
|
|
| 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% |
0-307 |
0.8% |
19% |
False |
False |
519,102 |
| 10 |
123-275 |
121-295 |
1-300 |
1.6% |
0-281 |
0.7% |
25% |
False |
False |
484,124 |
| 20 |
124-180 |
121-260 |
2-240 |
2.2% |
0-292 |
0.7% |
22% |
False |
False |
529,631 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-041 |
0.9% |
46% |
False |
False |
582,610 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-048 |
0.9% |
46% |
False |
False |
393,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-122 |
|
2.618 |
126-159 |
|
1.618 |
125-109 |
|
1.000 |
124-200 |
|
0.618 |
124-059 |
|
HIGH |
123-150 |
|
0.618 |
123-009 |
|
0.500 |
122-285 |
|
0.382 |
122-241 |
|
LOW |
122-100 |
|
0.618 |
121-191 |
|
1.000 |
121-050 |
|
1.618 |
120-141 |
|
2.618 |
119-091 |
|
4.250 |
117-128 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-285 |
122-245 |
| PP |
122-233 |
122-207 |
| S1 |
122-182 |
122-168 |
|