ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
122-070 |
121-200 |
-0-190 |
-0.5% |
120-070 |
High |
122-060 |
121-200 |
-0-180 |
-0.5% |
121-040 |
Low |
121-240 |
121-190 |
-0-050 |
-0.1% |
120-090 |
Close |
122-070 |
121-200 |
-0-190 |
-0.5% |
120-230 |
Range |
0-140 |
0-010 |
-0-130 |
-92.9% |
0-270 |
ATR |
0-243 |
0-240 |
-0-003 |
-1.3% |
0-000 |
Volume |
0 |
12 |
12 |
|
7 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-227 |
121-223 |
121-206 |
|
R3 |
121-217 |
121-213 |
121-203 |
|
R2 |
121-207 |
121-207 |
121-202 |
|
R1 |
121-203 |
121-203 |
121-201 |
121-205 |
PP |
121-197 |
121-197 |
121-197 |
121-198 |
S1 |
121-193 |
121-193 |
121-199 |
121-195 |
S2 |
121-187 |
121-187 |
121-198 |
|
S3 |
121-177 |
121-183 |
121-197 |
|
S4 |
121-167 |
121-173 |
121-194 |
|
|
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% |
0-088 |
0.2% |
68% |
False |
False |
2 |
10 |
122-090 |
120-090 |
2-000 |
1.6% |
0-067 |
0.2% |
67% |
False |
False |
3 |
20 |
124-110 |
119-300 |
4-130 |
3.6% |
0-050 |
0.1% |
38% |
False |
False |
2 |
40 |
124-110 |
118-260 |
5-170 |
4.5% |
0-025 |
0.1% |
51% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-016 |
0.0% |
54% |
False |
False |
2 |
80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-012 |
0.0% |
44% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-242 |
2.618 |
121-226 |
1.618 |
121-216 |
1.000 |
121-210 |
0.618 |
121-206 |
HIGH |
121-200 |
0.618 |
121-196 |
0.500 |
121-195 |
0.382 |
121-194 |
LOW |
121-190 |
0.618 |
121-184 |
1.000 |
121-180 |
1.618 |
121-174 |
2.618 |
121-164 |
4.250 |
121-148 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
121-198 |
121-250 |
PP |
121-197 |
121-233 |
S1 |
121-195 |
121-217 |
|