ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-200 |
121-255 |
0-055 |
0.1% |
120-135 |
| High |
122-020 |
121-295 |
-0-045 |
-0.1% |
122-020 |
| Low |
121-155 |
121-060 |
-0-095 |
-0.2% |
120-130 |
| Close |
121-215 |
121-165 |
-0-050 |
-0.1% |
121-165 |
| Range |
0-185 |
0-235 |
0-050 |
27.0% |
1-210 |
| ATR |
0-285 |
0-282 |
-0-004 |
-1.3% |
0-000 |
| Volume |
649,050 |
528,079 |
-120,971 |
-18.6% |
2,929,947 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-238 |
123-117 |
121-294 |
|
| R3 |
123-003 |
122-202 |
121-230 |
|
| R2 |
122-088 |
122-088 |
121-208 |
|
| R1 |
121-287 |
121-287 |
121-187 |
121-230 |
| PP |
121-173 |
121-173 |
121-173 |
121-145 |
| S1 |
121-052 |
121-052 |
121-143 |
120-315 |
| S2 |
120-258 |
120-258 |
121-122 |
|
| S3 |
120-023 |
120-137 |
121-100 |
|
| S4 |
119-108 |
119-222 |
121-036 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-095 |
125-180 |
122-136 |
|
| R3 |
124-205 |
123-290 |
121-311 |
|
| R2 |
122-315 |
122-315 |
121-262 |
|
| R1 |
122-080 |
122-080 |
121-214 |
122-198 |
| PP |
121-105 |
121-105 |
121-105 |
121-164 |
| S1 |
120-190 |
120-190 |
121-116 |
120-308 |
| S2 |
119-215 |
119-215 |
121-068 |
|
| S3 |
118-005 |
118-300 |
121-019 |
|
| S4 |
116-115 |
117-090 |
120-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-020 |
120-130 |
1-210 |
1.4% |
0-248 |
0.6% |
67% |
False |
False |
585,989 |
| 10 |
122-020 |
119-225 |
2-115 |
1.9% |
0-254 |
0.7% |
77% |
False |
False |
562,765 |
| 20 |
123-150 |
119-225 |
3-245 |
3.1% |
0-272 |
0.7% |
48% |
False |
False |
595,392 |
| 40 |
124-310 |
119-225 |
5-085 |
4.3% |
0-275 |
0.7% |
34% |
False |
False |
570,657 |
| 60 |
126-040 |
119-090 |
6-270 |
5.6% |
1-014 |
0.9% |
33% |
False |
False |
570,850 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-025 |
0.9% |
34% |
False |
False |
430,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-014 |
|
2.618 |
123-270 |
|
1.618 |
123-035 |
|
1.000 |
122-210 |
|
0.618 |
122-120 |
|
HIGH |
121-295 |
|
0.618 |
121-205 |
|
0.500 |
121-178 |
|
0.382 |
121-150 |
|
LOW |
121-060 |
|
0.618 |
120-235 |
|
1.000 |
120-145 |
|
1.618 |
120-000 |
|
2.618 |
119-085 |
|
4.250 |
118-021 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-178 |
121-164 |
| PP |
121-173 |
121-163 |
| S1 |
121-169 |
121-162 |
|