ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-000 |
121-250 |
-0-070 |
-0.2% |
123-020 |
High |
122-090 |
121-250 |
-0-160 |
-0.4% |
123-020 |
Low |
122-000 |
121-230 |
-0-090 |
-0.2% |
121-150 |
Close |
122-220 |
121-250 |
-0-290 |
-0.7% |
121-230 |
Range |
0-090 |
0-020 |
-0-070 |
-77.8% |
1-190 |
ATR |
0-233 |
0-238 |
0-006 |
2.4% |
0-000 |
Volume |
0 |
2 |
2 |
|
9 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-303 |
121-297 |
121-261 |
|
R3 |
121-283 |
121-277 |
121-256 |
|
R2 |
121-263 |
121-263 |
121-254 |
|
R1 |
121-257 |
121-257 |
121-252 |
121-260 |
PP |
121-243 |
121-243 |
121-243 |
121-245 |
S1 |
121-237 |
121-237 |
121-248 |
121-240 |
S2 |
121-223 |
121-223 |
121-246 |
|
S3 |
121-203 |
121-217 |
121-244 |
|
S4 |
121-183 |
121-197 |
121-239 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-277 |
125-283 |
122-190 |
|
R3 |
125-087 |
124-093 |
122-050 |
|
R2 |
123-217 |
123-217 |
122-004 |
|
R1 |
122-223 |
122-223 |
121-277 |
122-125 |
PP |
122-027 |
122-027 |
122-027 |
121-298 |
S1 |
121-033 |
121-033 |
121-183 |
120-255 |
S2 |
120-157 |
120-157 |
121-136 |
|
S3 |
118-287 |
119-163 |
121-090 |
|
S4 |
117-097 |
117-293 |
120-270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-170 |
121-220 |
0-270 |
0.7% |
0-090 |
0.2% |
11% |
False |
False |
3 |
10 |
123-190 |
121-150 |
2-040 |
1.7% |
0-047 |
0.1% |
15% |
False |
False |
2 |
20 |
124-110 |
119-270 |
4-160 |
3.7% |
0-024 |
0.1% |
43% |
False |
False |
2 |
40 |
124-110 |
118-140 |
5-290 |
4.8% |
0-012 |
0.0% |
57% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-008 |
0.0% |
57% |
False |
False |
2 |
80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-006 |
0.0% |
46% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-015 |
2.618 |
121-302 |
1.618 |
121-282 |
1.000 |
121-270 |
0.618 |
121-262 |
HIGH |
121-250 |
0.618 |
121-242 |
0.500 |
121-240 |
0.382 |
121-238 |
LOW |
121-230 |
0.618 |
121-218 |
1.000 |
121-210 |
1.618 |
121-198 |
2.618 |
121-178 |
4.250 |
121-145 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121-247 |
122-000 |
PP |
121-243 |
121-297 |
S1 |
121-240 |
121-273 |
|