ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
120-070 |
121-040 |
0-290 |
0.8% |
122-050 |
High |
120-170 |
121-040 |
0-190 |
0.5% |
122-170 |
Low |
120-090 |
121-040 |
0-270 |
0.7% |
121-230 |
Close |
120-070 |
121-040 |
0-290 |
0.8% |
121-250 |
Range |
0-080 |
0-000 |
-0-080 |
-100.0% |
0-260 |
ATR |
0-256 |
0-258 |
0-002 |
1.0% |
0-000 |
Volume |
0 |
6 |
6 |
|
13 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-040 |
121-040 |
121-040 |
|
R3 |
121-040 |
121-040 |
121-040 |
|
R2 |
121-040 |
121-040 |
121-040 |
|
R1 |
121-040 |
121-040 |
121-040 |
121-040 |
PP |
121-040 |
121-040 |
121-040 |
121-040 |
S1 |
121-040 |
121-040 |
121-040 |
121-040 |
S2 |
121-040 |
121-040 |
121-040 |
|
S3 |
121-040 |
121-040 |
121-040 |
|
S4 |
121-040 |
121-040 |
121-040 |
|
|
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 |
122-090 |
120-090 |
2-000 |
1.7% |
0-046 |
0.1% |
42% |
False |
False |
3 |
10 |
123-020 |
120-090 |
2-250 |
2.3% |
0-055 |
0.1% |
30% |
False |
False |
2 |
20 |
124-110 |
119-270 |
4-160 |
3.7% |
0-028 |
0.1% |
28% |
False |
False |
2 |
40 |
124-110 |
118-140 |
5-290 |
4.9% |
0-014 |
0.0% |
46% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-009 |
0.0% |
46% |
False |
False |
2 |
80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-007 |
0.0% |
37% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-040 |
2.618 |
121-040 |
1.618 |
121-040 |
1.000 |
121-040 |
0.618 |
121-040 |
HIGH |
121-040 |
0.618 |
121-040 |
0.500 |
121-040 |
0.382 |
121-040 |
LOW |
121-040 |
0.618 |
121-040 |
1.000 |
121-040 |
1.618 |
121-040 |
2.618 |
121-040 |
4.250 |
121-040 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121-040 |
121-030 |
PP |
121-040 |
121-020 |
S1 |
121-040 |
121-010 |
|