ECBOT 10 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
120-215 |
120-190 |
-0-025 |
-0.1% |
120-135 |
High |
120-245 |
121-065 |
0-140 |
0.4% |
122-020 |
Low |
120-105 |
120-120 |
0-015 |
0.0% |
120-130 |
Close |
120-210 |
120-305 |
0-095 |
0.2% |
121-165 |
Range |
0-140 |
0-265 |
0-125 |
89.3% |
1-210 |
ATR |
0-279 |
0-278 |
-0-001 |
-0.4% |
0-000 |
Volume |
556,584 |
645,954 |
89,370 |
16.1% |
2,929,947 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-105 |
122-310 |
121-131 |
|
R3 |
122-160 |
122-045 |
121-058 |
|
R2 |
121-215 |
121-215 |
121-034 |
|
R1 |
121-100 |
121-100 |
121-009 |
121-158 |
PP |
120-270 |
120-270 |
120-270 |
120-299 |
S1 |
120-155 |
120-155 |
120-281 |
120-212 |
S2 |
120-005 |
120-005 |
120-256 |
|
S3 |
119-060 |
119-210 |
120-232 |
|
S4 |
118-115 |
118-265 |
120-159 |
|
|
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% |
0-240 |
0.6% |
36% |
False |
False |
582,237 |
10 |
122-020 |
119-225 |
2-115 |
2.0% |
0-270 |
0.7% |
53% |
False |
False |
613,515 |
20 |
122-225 |
119-225 |
3-000 |
2.5% |
0-263 |
0.7% |
42% |
False |
False |
593,345 |
40 |
124-180 |
119-225 |
4-275 |
4.0% |
0-277 |
0.7% |
26% |
False |
False |
568,277 |
60 |
126-040 |
119-090 |
6-270 |
5.7% |
1-007 |
0.8% |
24% |
False |
False |
594,904 |
80 |
126-040 |
119-060 |
6-300 |
5.7% |
1-023 |
0.9% |
25% |
False |
False |
452,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-231 |
2.618 |
123-119 |
1.618 |
122-174 |
1.000 |
122-010 |
0.618 |
121-229 |
HIGH |
121-065 |
0.618 |
120-284 |
0.500 |
120-252 |
0.382 |
120-221 |
LOW |
120-120 |
0.618 |
119-276 |
1.000 |
119-175 |
1.618 |
119-011 |
2.618 |
118-066 |
4.250 |
116-274 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
120-288 |
121-012 |
PP |
120-270 |
121-003 |
S1 |
120-252 |
120-314 |
|