ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-305 |
120-010 |
-0-295 |
-0.8% |
120-255 |
| High |
121-020 |
120-210 |
-0-130 |
-0.3% |
121-140 |
| Low |
119-280 |
119-225 |
-0-055 |
-0.1% |
119-225 |
| Close |
120-080 |
120-115 |
0-035 |
0.1% |
120-115 |
| Range |
1-060 |
0-305 |
-0-075 |
-19.7% |
1-235 |
| ATR |
0-296 |
0-296 |
0-001 |
0.2% |
0-000 |
| Volume |
613,013 |
858,138 |
245,125 |
40.0% |
2,697,710 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-032 |
122-218 |
120-283 |
|
| R3 |
122-047 |
121-233 |
120-199 |
|
| R2 |
121-062 |
121-062 |
120-171 |
|
| R1 |
120-248 |
120-248 |
120-143 |
120-315 |
| PP |
120-077 |
120-077 |
120-077 |
120-110 |
| S1 |
119-263 |
119-263 |
120-087 |
120-010 |
| S2 |
119-092 |
119-092 |
120-059 |
|
| S3 |
118-107 |
118-278 |
120-031 |
|
| S4 |
117-122 |
117-293 |
119-267 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-225 |
124-245 |
121-100 |
|
| R3 |
123-310 |
123-010 |
120-268 |
|
| R2 |
122-075 |
122-075 |
120-217 |
|
| R1 |
121-095 |
121-095 |
120-166 |
120-288 |
| PP |
120-160 |
120-160 |
120-160 |
120-096 |
| S1 |
119-180 |
119-180 |
120-064 |
119-052 |
| S2 |
118-245 |
118-245 |
120-013 |
|
| S3 |
117-010 |
117-265 |
119-282 |
|
| S4 |
115-095 |
116-030 |
119-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-140 |
119-225 |
1-235 |
1.4% |
0-259 |
0.7% |
38% |
False |
True |
539,542 |
| 10 |
122-225 |
119-225 |
3-000 |
2.5% |
0-279 |
0.7% |
22% |
False |
True |
589,107 |
| 20 |
123-275 |
119-225 |
4-050 |
3.5% |
0-282 |
0.7% |
16% |
False |
True |
566,379 |
| 40 |
126-040 |
119-225 |
6-135 |
5.3% |
1-003 |
0.8% |
10% |
False |
True |
590,782 |
| 60 |
126-040 |
119-090 |
6-270 |
5.7% |
1-030 |
0.9% |
16% |
False |
False |
524,071 |
| 80 |
126-040 |
119-060 |
6-300 |
5.8% |
1-035 |
0.9% |
17% |
False |
False |
393,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-226 |
|
2.618 |
123-048 |
|
1.618 |
122-063 |
|
1.000 |
121-195 |
|
0.618 |
121-078 |
|
HIGH |
120-210 |
|
0.618 |
120-093 |
|
0.500 |
120-058 |
|
0.382 |
120-022 |
|
LOW |
119-225 |
|
0.618 |
119-037 |
|
1.000 |
118-240 |
|
1.618 |
118-052 |
|
2.618 |
117-067 |
|
4.250 |
115-209 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-096 |
120-182 |
| PP |
120-077 |
120-160 |
| S1 |
120-058 |
120-138 |
|