ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-040 |
120-230 |
-0-130 |
-0.3% |
122-050 |
| High |
121-040 |
120-230 |
-0-130 |
-0.3% |
122-170 |
| Low |
121-040 |
120-140 |
-0-220 |
-0.6% |
121-230 |
| Close |
121-040 |
120-230 |
-0-130 |
-0.3% |
121-250 |
| Range |
0-000 |
0-090 |
0-090 |
|
0-260 |
| ATR |
0-258 |
0-255 |
-0-003 |
-1.1% |
0-000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
13 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-150 |
121-120 |
120-280 |
|
| R3 |
121-060 |
121-030 |
120-255 |
|
| R2 |
120-290 |
120-290 |
120-246 |
|
| R1 |
120-260 |
120-260 |
120-238 |
120-275 |
| PP |
120-200 |
120-200 |
120-200 |
120-208 |
| S1 |
120-170 |
120-170 |
120-222 |
120-185 |
| S2 |
120-110 |
120-110 |
120-214 |
|
| S3 |
120-020 |
120-080 |
120-205 |
|
| S4 |
119-250 |
119-310 |
120-180 |
|
|
| 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% |
0-056 |
0.1% |
22% |
False |
False |
1 |
| 10 |
122-280 |
120-090 |
2-190 |
2.1% |
0-064 |
0.2% |
17% |
False |
False |
2 |
| 20 |
124-110 |
119-270 |
4-160 |
3.7% |
0-032 |
0.1% |
19% |
False |
False |
2 |
| 40 |
124-110 |
118-140 |
5-290 |
4.9% |
0-016 |
0.0% |
39% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-011 |
0.0% |
39% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.1% |
0-008 |
0.0% |
31% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-292 |
|
2.618 |
121-146 |
|
1.618 |
121-056 |
|
1.000 |
121-000 |
|
0.618 |
120-286 |
|
HIGH |
120-230 |
|
0.618 |
120-196 |
|
0.500 |
120-185 |
|
0.382 |
120-174 |
|
LOW |
120-140 |
|
0.618 |
120-084 |
|
1.000 |
120-050 |
|
1.618 |
119-314 |
|
2.618 |
119-224 |
|
4.250 |
119-078 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-215 |
120-228 |
| PP |
120-200 |
120-227 |
| S1 |
120-185 |
120-225 |
|