ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-310 |
122-070 |
0-080 |
0.2% |
120-070 |
| High |
121-300 |
122-060 |
0-080 |
0.2% |
121-040 |
| Low |
121-120 |
121-240 |
0-120 |
0.3% |
120-090 |
| Close |
121-310 |
122-070 |
0-080 |
0.2% |
120-230 |
| Range |
0-180 |
0-140 |
-0-040 |
-22.2% |
0-270 |
| ATR |
0-251 |
0-243 |
-0-008 |
-3.2% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-117 |
123-073 |
122-147 |
|
| R3 |
122-297 |
122-253 |
122-108 |
|
| R2 |
122-157 |
122-157 |
122-096 |
|
| R1 |
122-113 |
122-113 |
122-083 |
122-140 |
| PP |
122-017 |
122-017 |
122-017 |
122-030 |
| S1 |
121-293 |
121-293 |
122-057 |
122-000 |
| S2 |
121-197 |
121-197 |
122-044 |
|
| S3 |
121-057 |
121-153 |
122-032 |
|
| S4 |
120-237 |
121-013 |
121-313 |
|
|
| 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 |
122-060 |
120-140 |
1-240 |
1.4% |
0-086 |
0.2% |
102% |
True |
False |
1 |
| 10 |
122-170 |
120-090 |
2-080 |
1.8% |
0-078 |
0.2% |
86% |
False |
False |
2 |
| 20 |
124-110 |
119-300 |
4-130 |
3.6% |
0-049 |
0.1% |
52% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.5% |
0-024 |
0.1% |
62% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.8% |
0-016 |
0.0% |
64% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-012 |
0.0% |
52% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-015 |
|
2.618 |
123-107 |
|
1.618 |
122-287 |
|
1.000 |
122-200 |
|
0.618 |
122-147 |
|
HIGH |
122-060 |
|
0.618 |
122-007 |
|
0.500 |
121-310 |
|
0.382 |
121-293 |
|
LOW |
121-240 |
|
0.618 |
121-153 |
|
1.000 |
121-100 |
|
1.618 |
121-013 |
|
2.618 |
120-193 |
|
4.250 |
119-285 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-043 |
122-023 |
| PP |
122-017 |
121-297 |
| S1 |
121-310 |
121-250 |
|