ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
121-080 |
121-075 |
-0-005 |
0.0% |
120-255 |
High |
121-160 |
121-290 |
0-130 |
0.3% |
121-140 |
Low |
120-275 |
120-305 |
0-030 |
0.1% |
119-225 |
Close |
121-095 |
121-235 |
0-140 |
0.4% |
120-115 |
Range |
0-205 |
0-305 |
0-100 |
48.8% |
1-235 |
ATR |
0-292 |
0-293 |
0-001 |
0.3% |
0-000 |
Volume |
499,495 |
574,302 |
74,807 |
15.0% |
2,697,710 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-125 |
124-005 |
122-083 |
|
R3 |
123-140 |
123-020 |
121-319 |
|
R2 |
122-155 |
122-155 |
121-291 |
|
R1 |
122-035 |
122-035 |
121-263 |
122-095 |
PP |
121-170 |
121-170 |
121-170 |
121-200 |
S1 |
121-050 |
121-050 |
121-207 |
121-110 |
S2 |
120-185 |
120-185 |
121-179 |
|
S3 |
119-200 |
120-065 |
121-151 |
|
S4 |
118-215 |
119-080 |
121-067 |
|
|
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 |
121-290 |
119-225 |
2-065 |
1.8% |
0-301 |
0.8% |
92% |
True |
False |
644,793 |
10 |
121-290 |
119-225 |
2-065 |
1.8% |
0-255 |
0.7% |
92% |
True |
False |
586,252 |
20 |
123-250 |
119-225 |
4-025 |
3.4% |
0-283 |
0.7% |
50% |
False |
False |
587,957 |
40 |
126-040 |
119-225 |
6-135 |
5.3% |
0-316 |
0.8% |
32% |
False |
False |
583,392 |
60 |
126-040 |
119-090 |
6-270 |
5.6% |
1-022 |
0.9% |
36% |
False |
False |
552,745 |
80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-034 |
0.9% |
37% |
False |
False |
415,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-306 |
2.618 |
124-128 |
1.618 |
123-143 |
1.000 |
122-275 |
0.618 |
122-158 |
HIGH |
121-290 |
0.618 |
121-173 |
0.500 |
121-138 |
0.382 |
121-102 |
LOW |
120-305 |
0.618 |
120-117 |
1.000 |
120-000 |
1.618 |
119-132 |
2.618 |
118-147 |
4.250 |
116-289 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
121-202 |
121-173 |
PP |
121-170 |
121-112 |
S1 |
121-138 |
121-050 |
|