ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-225 |
122-090 |
0-185 |
0.5% |
122-070 |
| High |
122-110 |
122-225 |
0-115 |
0.3% |
123-150 |
| Low |
121-210 |
121-170 |
-0-040 |
-0.1% |
121-130 |
| Close |
122-095 |
121-215 |
-0-200 |
-0.5% |
121-175 |
| Range |
0-220 |
1-055 |
0-155 |
70.5% |
2-020 |
| ATR |
0-308 |
0-312 |
0-005 |
1.6% |
0-000 |
| Volume |
485,529 |
609,303 |
123,774 |
25.5% |
3,086,832 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-155 |
124-240 |
122-101 |
|
| R3 |
124-100 |
123-185 |
121-318 |
|
| R2 |
123-045 |
123-045 |
121-284 |
|
| R1 |
122-130 |
122-130 |
121-249 |
122-060 |
| PP |
121-310 |
121-310 |
121-310 |
121-275 |
| S1 |
121-075 |
121-075 |
121-181 |
121-005 |
| S2 |
120-255 |
120-255 |
121-146 |
|
| S3 |
119-200 |
120-020 |
121-112 |
|
| S4 |
118-145 |
118-285 |
121-009 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-105 |
127-000 |
122-218 |
|
| R3 |
126-085 |
124-300 |
122-036 |
|
| R2 |
124-065 |
124-065 |
121-296 |
|
| R1 |
122-280 |
122-280 |
121-236 |
122-162 |
| PP |
122-045 |
122-045 |
122-045 |
121-306 |
| S1 |
120-260 |
120-260 |
121-114 |
120-142 |
| S2 |
120-025 |
120-025 |
121-054 |
|
| S3 |
118-005 |
118-240 |
120-314 |
|
| S4 |
115-305 |
116-220 |
120-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-225 |
121-130 |
1-095 |
1.1% |
0-260 |
0.7% |
20% |
True |
False |
619,267 |
| 10 |
123-275 |
121-130 |
2-145 |
2.0% |
0-284 |
0.7% |
11% |
False |
False |
569,184 |
| 20 |
124-180 |
121-130 |
3-050 |
2.6% |
0-281 |
0.7% |
8% |
False |
False |
536,505 |
| 40 |
126-040 |
120-010 |
6-030 |
5.0% |
1-024 |
0.9% |
27% |
False |
False |
609,786 |
| 60 |
126-040 |
119-060 |
6-300 |
5.7% |
1-040 |
0.9% |
36% |
False |
False |
444,894 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-044 |
0.9% |
36% |
False |
False |
333,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-219 |
|
2.618 |
125-247 |
|
1.618 |
124-192 |
|
1.000 |
123-280 |
|
0.618 |
123-137 |
|
HIGH |
122-225 |
|
0.618 |
122-082 |
|
0.500 |
122-038 |
|
0.382 |
121-313 |
|
LOW |
121-170 |
|
0.618 |
120-258 |
|
1.000 |
120-115 |
|
1.618 |
119-203 |
|
2.618 |
118-148 |
|
4.250 |
116-176 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-038 |
122-018 |
| PP |
121-310 |
121-297 |
| S1 |
121-262 |
121-256 |
|