ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-255 |
121-145 |
-0-110 |
-0.3% |
120-135 |
| High |
121-295 |
121-240 |
-0-055 |
-0.1% |
122-020 |
| Low |
121-060 |
120-185 |
-0-195 |
-0.5% |
120-130 |
| Close |
121-165 |
120-265 |
-0-220 |
-0.6% |
121-165 |
| Range |
0-235 |
1-055 |
0-140 |
59.6% |
1-210 |
| ATR |
0-282 |
0-288 |
0-007 |
2.4% |
0-000 |
| Volume |
528,079 |
531,520 |
3,441 |
0.7% |
2,929,947 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-182 |
123-278 |
121-151 |
|
| R3 |
123-127 |
122-223 |
121-048 |
|
| R2 |
122-072 |
122-072 |
121-014 |
|
| R1 |
121-168 |
121-168 |
120-299 |
121-092 |
| PP |
121-017 |
121-017 |
121-017 |
120-299 |
| S1 |
120-113 |
120-113 |
120-231 |
120-038 |
| S2 |
119-282 |
119-282 |
120-196 |
|
| S3 |
118-227 |
119-058 |
120-162 |
|
| S4 |
117-172 |
118-003 |
120-059 |
|
|
| 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 |
120-185 |
1-155 |
1.2% |
0-261 |
0.7% |
17% |
False |
True |
556,489 |
| 10 |
122-020 |
119-225 |
2-115 |
2.0% |
0-274 |
0.7% |
48% |
False |
False |
577,717 |
| 20 |
123-150 |
119-225 |
3-245 |
3.1% |
0-274 |
0.7% |
30% |
False |
False |
592,760 |
| 40 |
124-270 |
119-225 |
5-045 |
4.3% |
0-280 |
0.7% |
22% |
False |
False |
561,670 |
| 60 |
126-040 |
119-090 |
6-270 |
5.7% |
1-011 |
0.9% |
23% |
False |
False |
579,118 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-025 |
0.9% |
24% |
False |
False |
437,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-234 |
|
2.618 |
124-262 |
|
1.618 |
123-207 |
|
1.000 |
122-295 |
|
0.618 |
122-152 |
|
HIGH |
121-240 |
|
0.618 |
121-097 |
|
0.500 |
121-052 |
|
0.382 |
121-008 |
|
LOW |
120-185 |
|
0.618 |
119-273 |
|
1.000 |
119-130 |
|
1.618 |
118-218 |
|
2.618 |
117-163 |
|
4.250 |
115-191 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-052 |
121-102 |
| PP |
121-017 |
121-050 |
| S1 |
120-301 |
120-318 |
|