ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-075 |
121-200 |
0-125 |
0.3% |
120-255 |
| High |
121-290 |
122-020 |
0-050 |
0.1% |
121-140 |
| Low |
120-305 |
121-155 |
0-170 |
0.4% |
119-225 |
| Close |
121-235 |
121-215 |
-0-020 |
-0.1% |
120-115 |
| Range |
0-305 |
0-185 |
-0-120 |
-39.3% |
1-235 |
| ATR |
0-293 |
0-285 |
-0-008 |
-2.6% |
0-000 |
| Volume |
574,302 |
649,050 |
74,748 |
13.0% |
2,697,710 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-152 |
123-048 |
121-317 |
|
| R3 |
122-287 |
122-183 |
121-266 |
|
| R2 |
122-102 |
122-102 |
121-249 |
|
| R1 |
121-318 |
121-318 |
121-232 |
122-050 |
| PP |
121-237 |
121-237 |
121-237 |
121-262 |
| S1 |
121-133 |
121-133 |
121-198 |
121-185 |
| S2 |
121-052 |
121-052 |
121-181 |
|
| S3 |
120-187 |
120-268 |
121-164 |
|
| S4 |
120-002 |
120-083 |
121-113 |
|
|
| 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 |
122-020 |
119-225 |
2-115 |
1.9% |
0-262 |
0.7% |
83% |
True |
False |
652,001 |
| 10 |
122-020 |
119-225 |
2-115 |
1.9% |
0-251 |
0.6% |
83% |
True |
False |
574,136 |
| 20 |
123-150 |
119-225 |
3-245 |
3.1% |
0-280 |
0.7% |
52% |
False |
False |
594,234 |
| 40 |
125-160 |
119-225 |
5-255 |
4.8% |
0-278 |
0.7% |
34% |
False |
False |
583,217 |
| 60 |
126-040 |
119-090 |
6-270 |
5.6% |
1-017 |
0.9% |
35% |
False |
False |
563,207 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-029 |
0.9% |
36% |
False |
False |
423,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-166 |
|
2.618 |
123-184 |
|
1.618 |
122-319 |
|
1.000 |
122-205 |
|
0.618 |
122-134 |
|
HIGH |
122-020 |
|
0.618 |
121-269 |
|
0.500 |
121-248 |
|
0.382 |
121-226 |
|
LOW |
121-155 |
|
0.618 |
121-041 |
|
1.000 |
120-290 |
|
1.618 |
120-176 |
|
2.618 |
119-311 |
|
4.250 |
119-009 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-248 |
121-192 |
| PP |
121-237 |
121-170 |
| S1 |
121-226 |
121-148 |
|