ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-250 |
120-070 |
-1-180 |
-1.3% |
122-050 |
| High |
121-250 |
120-170 |
-1-080 |
-1.0% |
122-170 |
| Low |
121-230 |
120-090 |
-1-140 |
-1.2% |
121-230 |
| Close |
121-250 |
120-070 |
-1-180 |
-1.3% |
121-250 |
| Range |
0-020 |
0-080 |
0-060 |
300.0% |
0-260 |
| ATR |
0-238 |
0-256 |
0-017 |
7.2% |
0-000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
13 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-030 |
120-290 |
120-114 |
|
| R3 |
120-270 |
120-210 |
120-092 |
|
| R2 |
120-190 |
120-190 |
120-085 |
|
| R1 |
120-130 |
120-130 |
120-077 |
120-110 |
| PP |
120-110 |
120-110 |
120-110 |
120-100 |
| S1 |
120-050 |
120-050 |
120-063 |
120-030 |
| S2 |
120-030 |
120-030 |
120-055 |
|
| S3 |
119-270 |
119-290 |
120-048 |
|
| S4 |
119-190 |
119-210 |
120-026 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-143 |
123-297 |
122-073 |
|
| R3 |
123-203 |
123-037 |
122-002 |
|
| R2 |
122-263 |
122-263 |
121-298 |
|
| R1 |
122-097 |
122-097 |
121-274 |
122-050 |
| PP |
122-003 |
122-003 |
122-003 |
121-300 |
| S1 |
121-157 |
121-157 |
121-226 |
121-110 |
| S2 |
121-063 |
121-063 |
121-202 |
|
| S3 |
120-123 |
120-217 |
121-178 |
|
| S4 |
119-183 |
119-277 |
121-107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-170 |
120-090 |
2-080 |
1.9% |
0-070 |
0.2% |
-3% |
False |
True |
2 |
| 10 |
123-190 |
120-090 |
3-100 |
2.8% |
0-055 |
0.1% |
-2% |
False |
True |
2 |
| 20 |
124-110 |
119-270 |
4-160 |
3.7% |
0-028 |
0.1% |
8% |
False |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.9% |
0-014 |
0.0% |
30% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-009 |
0.0% |
30% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.1% |
0-007 |
0.0% |
24% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-190 |
|
2.618 |
121-059 |
|
1.618 |
120-299 |
|
1.000 |
120-250 |
|
0.618 |
120-219 |
|
HIGH |
120-170 |
|
0.618 |
120-139 |
|
0.500 |
120-130 |
|
0.382 |
120-121 |
|
LOW |
120-090 |
|
0.618 |
120-041 |
|
1.000 |
120-010 |
|
1.618 |
119-281 |
|
2.618 |
119-201 |
|
4.250 |
119-070 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-130 |
121-090 |
| PP |
120-110 |
120-297 |
| S1 |
120-090 |
120-183 |
|