ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-190 |
120-300 |
0-110 |
0.3% |
120-135 |
| High |
121-065 |
121-110 |
0-045 |
0.1% |
122-020 |
| Low |
120-120 |
119-210 |
-0-230 |
-0.6% |
120-130 |
| Close |
120-305 |
119-295 |
-1-010 |
-0.9% |
121-165 |
| Range |
0-265 |
1-220 |
0-275 |
103.8% |
1-210 |
| ATR |
0-278 |
0-297 |
0-019 |
6.7% |
0-000 |
| Volume |
645,954 |
716,545 |
70,591 |
10.9% |
2,929,947 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-118 |
124-107 |
120-272 |
|
| R3 |
123-218 |
122-207 |
120-124 |
|
| R2 |
121-318 |
121-318 |
120-074 |
|
| R1 |
120-307 |
120-307 |
120-024 |
120-202 |
| PP |
120-098 |
120-098 |
120-098 |
120-046 |
| S1 |
119-087 |
119-087 |
119-246 |
118-302 |
| S2 |
118-198 |
118-198 |
119-196 |
|
| S3 |
116-298 |
117-187 |
119-146 |
|
| S4 |
115-078 |
115-287 |
118-318 |
|
|
| 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 |
121-295 |
119-210 |
2-085 |
1.9% |
0-311 |
0.8% |
12% |
False |
True |
595,736 |
| 10 |
122-020 |
119-210 |
2-130 |
2.0% |
0-286 |
0.7% |
11% |
False |
True |
623,868 |
| 20 |
122-225 |
119-210 |
3-015 |
2.5% |
0-280 |
0.7% |
9% |
False |
True |
597,157 |
| 40 |
124-180 |
119-210 |
4-290 |
4.1% |
0-281 |
0.7% |
5% |
False |
True |
568,259 |
| 60 |
126-040 |
119-090 |
6-270 |
5.7% |
1-008 |
0.9% |
9% |
False |
False |
602,737 |
| 80 |
126-040 |
119-060 |
6-300 |
5.8% |
1-024 |
0.9% |
11% |
False |
False |
461,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-165 |
|
2.618 |
125-244 |
|
1.618 |
124-024 |
|
1.000 |
123-010 |
|
0.618 |
122-124 |
|
HIGH |
121-110 |
|
0.618 |
120-224 |
|
0.500 |
120-160 |
|
0.382 |
120-096 |
|
LOW |
119-210 |
|
0.618 |
118-196 |
|
1.000 |
117-310 |
|
1.618 |
116-296 |
|
2.618 |
115-076 |
|
4.250 |
112-155 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-160 |
120-160 |
| PP |
120-098 |
120-098 |
| S1 |
120-037 |
120-037 |
|