ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
121-000 |
120-120 |
-0-200 |
-0.5% |
121-160 |
High |
121-270 |
120-120 |
-1-150 |
-1.2% |
122-060 |
Low |
120-270 |
120-120 |
-0-150 |
-0.4% |
120-200 |
Close |
120-270 |
120-120 |
-0-150 |
-0.4% |
120-220 |
Range |
1-000 |
0-000 |
-1-000 |
-100.0% |
1-180 |
ATR |
0-254 |
0-246 |
-0-007 |
-2.9% |
0-000 |
Volume |
10 |
2 |
-8 |
-80.0% |
14 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-120 |
120-120 |
120-120 |
|
R3 |
120-120 |
120-120 |
120-120 |
|
R2 |
120-120 |
120-120 |
120-120 |
|
R1 |
120-120 |
120-120 |
120-120 |
120-120 |
PP |
120-120 |
120-120 |
120-120 |
120-120 |
S1 |
120-120 |
120-120 |
120-120 |
120-120 |
S2 |
120-120 |
120-120 |
120-120 |
|
S3 |
120-120 |
120-120 |
120-120 |
|
S4 |
120-120 |
120-120 |
120-120 |
|
|
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 |
121-270 |
120-120 |
1-150 |
1.2% |
0-078 |
0.2% |
0% |
False |
True |
5 |
10 |
122-060 |
120-120 |
1-260 |
1.5% |
0-082 |
0.2% |
0% |
False |
True |
3 |
20 |
123-190 |
120-090 |
3-100 |
2.8% |
0-068 |
0.2% |
3% |
False |
False |
2 |
40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-034 |
0.1% |
28% |
False |
False |
2 |
60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-023 |
0.1% |
33% |
False |
False |
2 |
80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-017 |
0.0% |
28% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-120 |
2.618 |
120-120 |
1.618 |
120-120 |
1.000 |
120-120 |
0.618 |
120-120 |
HIGH |
120-120 |
0.618 |
120-120 |
0.500 |
120-120 |
0.382 |
120-120 |
LOW |
120-120 |
0.618 |
120-120 |
1.000 |
120-120 |
1.618 |
120-120 |
2.618 |
120-120 |
4.250 |
120-120 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
120-120 |
121-035 |
PP |
120-120 |
120-277 |
S1 |
120-120 |
120-198 |
|