ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-145 |
120-215 |
-0-250 |
-0.6% |
120-135 |
| High |
121-240 |
120-245 |
-0-315 |
-0.8% |
122-020 |
| Low |
120-185 |
120-105 |
-0-080 |
-0.2% |
120-130 |
| Close |
120-265 |
120-210 |
-0-055 |
-0.1% |
121-165 |
| Range |
1-055 |
0-140 |
-0-235 |
-62.7% |
1-210 |
| ATR |
0-288 |
0-279 |
-0-009 |
-3.2% |
0-000 |
| Volume |
531,520 |
556,584 |
25,064 |
4.7% |
2,929,947 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-228 |
120-287 |
|
| R3 |
121-147 |
121-088 |
120-248 |
|
| R2 |
121-007 |
121-007 |
120-236 |
|
| R1 |
120-268 |
120-268 |
120-223 |
120-228 |
| PP |
120-187 |
120-187 |
120-187 |
120-166 |
| S1 |
120-128 |
120-128 |
120-197 |
120-088 |
| S2 |
120-047 |
120-047 |
120-184 |
|
| S3 |
119-227 |
119-308 |
120-172 |
|
| S4 |
119-087 |
119-168 |
120-133 |
|
|
| 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 |
120-105 |
1-235 |
1.4% |
0-248 |
0.6% |
19% |
False |
True |
567,907 |
| 10 |
122-020 |
119-225 |
2-115 |
2.0% |
0-271 |
0.7% |
40% |
False |
False |
596,204 |
| 20 |
122-225 |
119-225 |
3-000 |
2.5% |
0-262 |
0.7% |
32% |
False |
False |
595,531 |
| 40 |
124-180 |
119-225 |
4-275 |
4.0% |
0-278 |
0.7% |
20% |
False |
False |
562,581 |
| 60 |
126-040 |
119-090 |
6-270 |
5.7% |
1-008 |
0.8% |
20% |
False |
False |
586,917 |
| 80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-022 |
0.9% |
21% |
False |
False |
444,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-200 |
|
2.618 |
121-292 |
|
1.618 |
121-152 |
|
1.000 |
121-065 |
|
0.618 |
121-012 |
|
HIGH |
120-245 |
|
0.618 |
120-192 |
|
0.500 |
120-175 |
|
0.382 |
120-158 |
|
LOW |
120-105 |
|
0.618 |
120-018 |
|
1.000 |
119-285 |
|
1.618 |
119-198 |
|
2.618 |
119-058 |
|
4.250 |
118-150 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-198 |
121-040 |
| PP |
120-187 |
120-310 |
| S1 |
120-175 |
120-260 |
|