ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
120-010 |
120-135 |
0-125 |
0.3% |
120-255 |
High |
120-210 |
121-120 |
0-230 |
0.6% |
121-140 |
Low |
119-225 |
120-130 |
0-225 |
0.6% |
119-225 |
Close |
120-115 |
121-085 |
0-290 |
0.8% |
120-115 |
Range |
0-305 |
0-310 |
0-005 |
1.6% |
1-235 |
ATR |
0-296 |
0-299 |
0-002 |
0.7% |
0-000 |
Volume |
858,138 |
679,021 |
-179,117 |
-20.9% |
2,697,710 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-295 |
123-180 |
121-256 |
|
R3 |
122-305 |
122-190 |
121-170 |
|
R2 |
121-315 |
121-315 |
121-142 |
|
R1 |
121-200 |
121-200 |
121-113 |
121-258 |
PP |
121-005 |
121-005 |
121-005 |
121-034 |
S1 |
120-210 |
120-210 |
121-057 |
120-268 |
S2 |
120-015 |
120-015 |
121-028 |
|
S3 |
119-025 |
119-220 |
121-000 |
|
S4 |
118-035 |
118-230 |
120-234 |
|
|
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% |
0-288 |
0.7% |
90% |
False |
False |
598,946 |
10 |
122-225 |
119-225 |
3-000 |
2.5% |
0-288 |
0.7% |
52% |
False |
False |
608,456 |
20 |
123-275 |
119-225 |
4-050 |
3.4% |
0-280 |
0.7% |
38% |
False |
False |
575,032 |
40 |
126-040 |
119-225 |
6-135 |
5.3% |
1-000 |
0.8% |
24% |
False |
False |
588,324 |
60 |
126-040 |
119-090 |
6-270 |
5.6% |
1-031 |
0.9% |
29% |
False |
False |
535,081 |
80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-036 |
0.9% |
30% |
False |
False |
402,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-158 |
2.618 |
123-292 |
1.618 |
122-302 |
1.000 |
122-110 |
0.618 |
121-312 |
HIGH |
121-120 |
0.618 |
121-002 |
0.500 |
120-285 |
0.382 |
120-248 |
LOW |
120-130 |
0.618 |
119-258 |
1.000 |
119-140 |
1.618 |
118-268 |
2.618 |
117-278 |
4.250 |
116-092 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
121-045 |
121-008 |
PP |
121-005 |
120-250 |
S1 |
120-285 |
120-172 |
|