ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-120 |
0-000 |
0.0% |
121-160 |
| High |
120-120 |
120-180 |
0-060 |
0.2% |
122-060 |
| Low |
120-120 |
120-010 |
-0-110 |
-0.3% |
120-200 |
| Close |
120-120 |
120-170 |
0-050 |
0.1% |
120-220 |
| Range |
0-000 |
0-170 |
0-170 |
|
1-180 |
| ATR |
0-246 |
0-241 |
-0-005 |
-2.2% |
0-000 |
| Volume |
2 |
18 |
16 |
800.0% |
14 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-310 |
121-250 |
120-264 |
|
| R3 |
121-140 |
121-080 |
120-217 |
|
| R2 |
120-290 |
120-290 |
120-201 |
|
| R1 |
120-230 |
120-230 |
120-186 |
120-260 |
| PP |
120-120 |
120-120 |
120-120 |
120-135 |
| S1 |
120-060 |
120-060 |
120-154 |
120-090 |
| S2 |
119-270 |
119-270 |
120-139 |
|
| S3 |
119-100 |
119-210 |
120-123 |
|
| S4 |
118-250 |
119-040 |
120-076 |
|
|
| 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 |
120-010 |
1-260 |
1.5% |
0-110 |
0.3% |
28% |
False |
True |
6 |
| 10 |
122-060 |
120-010 |
2-050 |
1.8% |
0-099 |
0.3% |
23% |
False |
True |
4 |
| 20 |
123-020 |
120-010 |
3-010 |
2.5% |
0-077 |
0.2% |
16% |
False |
True |
3 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-038 |
0.1% |
31% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-026 |
0.1% |
35% |
False |
False |
2 |
| 80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-019 |
0.0% |
30% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-262 |
|
2.618 |
121-305 |
|
1.618 |
121-135 |
|
1.000 |
121-030 |
|
0.618 |
120-285 |
|
HIGH |
120-180 |
|
0.618 |
120-115 |
|
0.500 |
120-095 |
|
0.382 |
120-075 |
|
LOW |
120-010 |
|
0.618 |
119-225 |
|
1.000 |
119-160 |
|
1.618 |
119-055 |
|
2.618 |
118-205 |
|
4.250 |
117-248 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-145 |
120-300 |
| PP |
120-120 |
120-257 |
| S1 |
120-095 |
120-213 |
|