ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
121-160 |
0-250 |
0.6% |
120-070 |
| High |
120-230 |
121-180 |
0-270 |
0.7% |
121-040 |
| Low |
120-140 |
121-160 |
1-020 |
0.9% |
120-090 |
| Close |
120-230 |
121-160 |
0-250 |
0.6% |
120-230 |
| Range |
0-090 |
0-020 |
-0-070 |
-77.8% |
0-270 |
| ATR |
0-255 |
0-256 |
0-001 |
0.4% |
0-000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
7 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-227 |
121-213 |
121-171 |
|
| R3 |
121-207 |
121-193 |
121-166 |
|
| R2 |
121-187 |
121-187 |
121-164 |
|
| R1 |
121-173 |
121-173 |
121-162 |
121-170 |
| PP |
121-167 |
121-167 |
121-167 |
121-165 |
| S1 |
121-153 |
121-153 |
121-158 |
121-150 |
| S2 |
121-147 |
121-147 |
121-156 |
|
| S3 |
121-127 |
121-133 |
121-154 |
|
| S4 |
121-107 |
121-113 |
121-149 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-077 |
122-263 |
121-058 |
|
| R3 |
122-127 |
121-313 |
120-304 |
|
| R2 |
121-177 |
121-177 |
120-280 |
|
| R1 |
121-043 |
121-043 |
120-255 |
121-110 |
| PP |
120-227 |
120-227 |
120-227 |
120-260 |
| S1 |
120-093 |
120-093 |
120-205 |
120-160 |
| S2 |
119-277 |
119-277 |
120-180 |
|
| S3 |
119-007 |
119-143 |
120-156 |
|
| S4 |
118-057 |
118-193 |
120-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-250 |
120-090 |
1-160 |
1.2% |
0-042 |
0.1% |
81% |
False |
False |
1 |
| 10 |
122-170 |
120-090 |
2-080 |
1.9% |
0-064 |
0.2% |
54% |
False |
False |
2 |
| 20 |
124-110 |
119-300 |
4-130 |
3.6% |
0-033 |
0.1% |
35% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-016 |
0.0% |
49% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-011 |
0.0% |
52% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-008 |
0.0% |
42% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-265 |
|
2.618 |
121-232 |
|
1.618 |
121-212 |
|
1.000 |
121-200 |
|
0.618 |
121-192 |
|
HIGH |
121-180 |
|
0.618 |
121-172 |
|
0.500 |
121-170 |
|
0.382 |
121-168 |
|
LOW |
121-160 |
|
0.618 |
121-148 |
|
1.000 |
121-140 |
|
1.618 |
121-128 |
|
2.618 |
121-108 |
|
4.250 |
121-075 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-170 |
121-107 |
| PP |
121-167 |
121-053 |
| S1 |
121-163 |
121-000 |
|