ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-160 |
121-310 |
0-150 |
0.4% |
120-070 |
| High |
121-180 |
121-300 |
0-120 |
0.3% |
121-040 |
| Low |
121-160 |
121-120 |
-0-040 |
-0.1% |
120-090 |
| Close |
121-160 |
121-310 |
0-150 |
0.4% |
120-230 |
| Range |
0-020 |
0-180 |
0-160 |
800.0% |
0-270 |
| ATR |
0-256 |
0-251 |
-0-005 |
-2.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-143 |
123-087 |
122-089 |
|
| R3 |
122-283 |
122-227 |
122-040 |
|
| R2 |
122-103 |
122-103 |
122-023 |
|
| R1 |
122-047 |
122-047 |
122-006 |
122-080 |
| PP |
121-243 |
121-243 |
121-243 |
121-260 |
| S1 |
121-187 |
121-187 |
121-294 |
121-220 |
| S2 |
121-063 |
121-063 |
121-277 |
|
| S3 |
120-203 |
121-007 |
121-260 |
|
| S4 |
120-023 |
120-147 |
121-211 |
|
|
| 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 |
121-300 |
120-090 |
1-210 |
1.4% |
0-074 |
0.2% |
102% |
True |
False |
1 |
| 10 |
122-170 |
120-090 |
2-080 |
1.8% |
0-082 |
0.2% |
75% |
False |
False |
2 |
| 20 |
124-110 |
119-300 |
4-130 |
3.6% |
0-042 |
0.1% |
46% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.5% |
0-021 |
0.1% |
57% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-014 |
0.0% |
60% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-010 |
0.0% |
48% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-105 |
|
2.618 |
123-131 |
|
1.618 |
122-271 |
|
1.000 |
122-160 |
|
0.618 |
122-091 |
|
HIGH |
121-300 |
|
0.618 |
121-231 |
|
0.500 |
121-210 |
|
0.382 |
121-189 |
|
LOW |
121-120 |
|
0.618 |
121-009 |
|
1.000 |
120-260 |
|
1.618 |
120-149 |
|
2.618 |
119-289 |
|
4.250 |
118-315 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-277 |
121-227 |
| PP |
121-243 |
121-143 |
| S1 |
121-210 |
121-060 |
|