ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-015 |
122-125 |
-0-210 |
-0.5% |
122-060 |
| High |
123-150 |
122-200 |
-0-270 |
-0.7% |
123-275 |
| Low |
122-100 |
121-270 |
-0-150 |
-0.4% |
122-020 |
| Close |
122-130 |
121-295 |
-0-155 |
-0.4% |
122-090 |
| Range |
1-050 |
0-250 |
-0-120 |
-32.4% |
1-255 |
| ATR |
1-011 |
1-005 |
-0-006 |
-1.7% |
0-000 |
| Volume |
501,166 |
689,667 |
188,501 |
37.6% |
2,349,685 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-152 |
123-313 |
122-112 |
|
| R3 |
123-222 |
123-063 |
122-044 |
|
| R2 |
122-292 |
122-292 |
122-021 |
|
| R1 |
122-133 |
122-133 |
121-318 |
122-088 |
| PP |
122-042 |
122-042 |
122-042 |
122-019 |
| S1 |
121-203 |
121-203 |
121-272 |
121-158 |
| S2 |
121-112 |
121-112 |
121-249 |
|
| S3 |
120-182 |
120-273 |
121-226 |
|
| S4 |
119-252 |
120-023 |
121-158 |
|
|
| 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 |
123-250 |
121-270 |
1-300 |
1.6% |
0-319 |
0.8% |
4% |
False |
True |
560,683 |
| 10 |
123-275 |
121-270 |
2-005 |
1.7% |
0-290 |
0.7% |
4% |
False |
True |
505,649 |
| 20 |
124-180 |
121-260 |
2-240 |
2.3% |
0-291 |
0.7% |
4% |
False |
False |
543,208 |
| 40 |
126-040 |
119-090 |
6-270 |
5.6% |
1-038 |
0.9% |
39% |
False |
False |
595,684 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-049 |
0.9% |
39% |
False |
False |
405,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-302 |
|
2.618 |
124-214 |
|
1.618 |
123-284 |
|
1.000 |
123-130 |
|
0.618 |
123-034 |
|
HIGH |
122-200 |
|
0.618 |
122-104 |
|
0.500 |
122-075 |
|
0.382 |
122-046 |
|
LOW |
121-270 |
|
0.618 |
121-116 |
|
1.000 |
121-020 |
|
1.618 |
120-186 |
|
2.618 |
119-256 |
|
4.250 |
118-168 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-075 |
122-210 |
| PP |
122-042 |
122-132 |
| S1 |
122-008 |
122-053 |
|