ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
121-150 |
0-250 |
0.6% |
121-160 |
| High |
120-220 |
121-190 |
0-290 |
0.8% |
122-060 |
| Low |
120-200 |
121-150 |
0-270 |
0.7% |
120-200 |
| Close |
120-220 |
121-150 |
0-250 |
0.6% |
120-220 |
| Range |
0-020 |
0-040 |
0-020 |
100.0% |
1-180 |
| ATR |
0-246 |
0-249 |
0-003 |
1.3% |
0-000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
14 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-257 |
121-172 |
|
| R3 |
121-243 |
121-217 |
121-161 |
|
| R2 |
121-203 |
121-203 |
121-157 |
|
| R1 |
121-177 |
121-177 |
121-154 |
121-170 |
| PP |
121-163 |
121-163 |
121-163 |
121-160 |
| S1 |
121-137 |
121-137 |
121-146 |
121-130 |
| S2 |
121-123 |
121-123 |
121-143 |
|
| S3 |
121-083 |
121-097 |
121-139 |
|
| S4 |
121-043 |
121-057 |
121-128 |
|
|
| 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% |
0-078 |
0.2% |
54% |
False |
False |
2 |
| 10 |
122-060 |
120-090 |
1-290 |
1.6% |
0-060 |
0.2% |
62% |
False |
False |
2 |
| 20 |
124-110 |
120-090 |
4-020 |
3.3% |
0-052 |
0.1% |
29% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-026 |
0.1% |
48% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-018 |
0.0% |
51% |
False |
False |
2 |
| 80 |
125-240 |
118-140 |
7-100 |
6.0% |
0-013 |
0.0% |
41% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-040 |
|
2.618 |
121-295 |
|
1.618 |
121-255 |
|
1.000 |
121-230 |
|
0.618 |
121-215 |
|
HIGH |
121-190 |
|
0.618 |
121-175 |
|
0.500 |
121-170 |
|
0.382 |
121-165 |
|
LOW |
121-150 |
|
0.618 |
121-125 |
|
1.000 |
121-110 |
|
1.618 |
121-085 |
|
2.618 |
121-045 |
|
4.250 |
120-300 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-170 |
121-113 |
| PP |
121-163 |
121-077 |
| S1 |
121-157 |
121-040 |
|