ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
121-150 |
121-000 |
-0-150 |
-0.4% |
121-160 |
| High |
121-190 |
121-270 |
0-080 |
0.2% |
122-060 |
| Low |
121-150 |
120-270 |
-0-200 |
-0.5% |
120-200 |
| Close |
121-150 |
120-270 |
-0-200 |
-0.5% |
120-220 |
| Range |
0-040 |
1-000 |
0-280 |
700.0% |
1-180 |
| ATR |
0-249 |
0-254 |
0-005 |
2.0% |
0-000 |
| Volume |
0 |
10 |
10 |
|
14 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-057 |
123-163 |
121-126 |
|
| R3 |
123-057 |
122-163 |
121-038 |
|
| R2 |
122-057 |
122-057 |
121-009 |
|
| R1 |
121-163 |
121-163 |
120-299 |
121-110 |
| PP |
121-057 |
121-057 |
121-057 |
121-030 |
| S1 |
120-163 |
120-163 |
120-241 |
120-110 |
| S2 |
120-057 |
120-057 |
120-211 |
|
| S3 |
119-057 |
119-163 |
120-182 |
|
| S4 |
118-057 |
118-163 |
120-094 |
|
|
| 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% |
0-106 |
0.3% |
14% |
False |
False |
4 |
| 10 |
122-060 |
120-090 |
1-290 |
1.6% |
0-090 |
0.2% |
30% |
False |
False |
3 |
| 20 |
123-190 |
120-090 |
3-100 |
2.7% |
0-068 |
0.2% |
17% |
False |
False |
2 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-034 |
0.1% |
37% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-023 |
0.1% |
41% |
False |
False |
2 |
| 80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-017 |
0.0% |
34% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-030 |
|
2.618 |
124-148 |
|
1.618 |
123-148 |
|
1.000 |
122-270 |
|
0.618 |
122-148 |
|
HIGH |
121-270 |
|
0.618 |
121-148 |
|
0.500 |
121-110 |
|
0.382 |
121-072 |
|
LOW |
120-270 |
|
0.618 |
120-072 |
|
1.000 |
119-270 |
|
1.618 |
119-072 |
|
2.618 |
118-072 |
|
4.250 |
116-190 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-110 |
121-075 |
| PP |
121-057 |
121-033 |
| S1 |
121-003 |
120-312 |
|