ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-200 |
120-220 |
-0-300 |
-0.8% |
121-160 |
| High |
121-200 |
120-220 |
-0-300 |
-0.8% |
122-060 |
| Low |
121-190 |
120-200 |
-0-310 |
-0.8% |
120-200 |
| Close |
121-200 |
120-220 |
-0-300 |
-0.8% |
120-220 |
| Range |
0-010 |
0-020 |
0-010 |
100.0% |
1-180 |
| ATR |
0-240 |
0-246 |
0-006 |
2.4% |
0-000 |
| Volume |
12 |
2 |
-10 |
-83.3% |
14 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-267 |
120-231 |
|
| R3 |
120-253 |
120-247 |
120-226 |
|
| R2 |
120-233 |
120-233 |
120-224 |
|
| R1 |
120-227 |
120-227 |
120-222 |
120-230 |
| PP |
120-213 |
120-213 |
120-213 |
120-215 |
| S1 |
120-207 |
120-207 |
120-218 |
120-210 |
| S2 |
120-193 |
120-193 |
120-216 |
|
| S3 |
120-173 |
120-187 |
120-214 |
|
| S4 |
120-153 |
120-167 |
120-209 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-273 |
124-267 |
121-175 |
|
| R3 |
124-093 |
123-087 |
121-038 |
|
| R2 |
122-233 |
122-233 |
120-312 |
|
| R1 |
121-227 |
121-227 |
120-266 |
121-140 |
| PP |
121-053 |
121-053 |
121-053 |
121-010 |
| S1 |
120-047 |
120-047 |
120-174 |
119-280 |
| S2 |
119-193 |
119-193 |
120-128 |
|
| S3 |
118-013 |
118-187 |
120-082 |
|
| S4 |
116-153 |
117-007 |
119-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-060 |
120-200 |
1-180 |
1.3% |
0-074 |
0.2% |
4% |
False |
True |
2 |
| 10 |
122-090 |
120-090 |
2-000 |
1.7% |
0-065 |
0.2% |
20% |
False |
False |
2 |
| 20 |
124-110 |
119-300 |
4-130 |
3.7% |
0-050 |
0.1% |
17% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-025 |
0.1% |
34% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-017 |
0.0% |
38% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.1% |
0-013 |
0.0% |
31% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-305 |
|
2.618 |
120-272 |
|
1.618 |
120-252 |
|
1.000 |
120-240 |
|
0.618 |
120-232 |
|
HIGH |
120-220 |
|
0.618 |
120-212 |
|
0.500 |
120-210 |
|
0.382 |
120-208 |
|
LOW |
120-200 |
|
0.618 |
120-188 |
|
1.000 |
120-180 |
|
1.618 |
120-168 |
|
2.618 |
120-148 |
|
4.250 |
120-115 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-217 |
121-130 |
| PP |
120-213 |
121-053 |
| S1 |
120-210 |
120-297 |
|