ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-000 |
-0-120 |
-0.3% |
121-150 |
| High |
120-180 |
120-000 |
-0-180 |
-0.5% |
121-270 |
| Low |
120-010 |
119-280 |
-0-050 |
-0.1% |
119-280 |
| Close |
120-170 |
120-000 |
-0-170 |
-0.4% |
120-000 |
| Range |
0-170 |
0-040 |
-0-130 |
-76.5% |
1-310 |
| ATR |
0-241 |
0-239 |
-0-002 |
-0.9% |
0-000 |
| Volume |
18 |
7 |
-11 |
-61.1% |
37 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-093 |
120-022 |
|
| R3 |
120-067 |
120-053 |
120-011 |
|
| R2 |
120-027 |
120-027 |
120-007 |
|
| R1 |
120-013 |
120-013 |
120-004 |
120-020 |
| PP |
119-307 |
119-307 |
119-307 |
119-310 |
| S1 |
119-293 |
119-293 |
119-316 |
119-300 |
| S2 |
119-267 |
119-267 |
119-313 |
|
| S3 |
119-227 |
119-253 |
119-309 |
|
| S4 |
119-187 |
119-213 |
119-298 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-153 |
125-067 |
121-026 |
|
| R3 |
124-163 |
123-077 |
120-173 |
|
| R2 |
122-173 |
122-173 |
120-116 |
|
| R1 |
121-087 |
121-087 |
120-058 |
120-295 |
| PP |
120-183 |
120-183 |
120-183 |
120-128 |
| S1 |
119-097 |
119-097 |
119-262 |
118-305 |
| S2 |
118-193 |
118-193 |
119-204 |
|
| S3 |
116-203 |
117-107 |
119-147 |
|
| S4 |
114-213 |
115-117 |
118-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-270 |
119-280 |
1-310 |
1.6% |
0-114 |
0.3% |
6% |
False |
True |
7 |
| 10 |
122-060 |
119-280 |
2-100 |
1.9% |
0-094 |
0.2% |
5% |
False |
True |
5 |
| 20 |
122-280 |
119-280 |
3-000 |
2.5% |
0-079 |
0.2% |
4% |
False |
True |
3 |
| 40 |
124-110 |
118-260 |
5-170 |
4.6% |
0-040 |
0.1% |
21% |
False |
False |
2 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-026 |
0.1% |
26% |
False |
False |
2 |
| 80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-020 |
0.1% |
22% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-170 |
|
2.618 |
120-105 |
|
1.618 |
120-065 |
|
1.000 |
120-040 |
|
0.618 |
120-025 |
|
HIGH |
120-000 |
|
0.618 |
119-305 |
|
0.500 |
119-300 |
|
0.382 |
119-295 |
|
LOW |
119-280 |
|
0.618 |
119-255 |
|
1.000 |
119-240 |
|
1.618 |
119-215 |
|
2.618 |
119-175 |
|
4.250 |
119-110 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-313 |
120-070 |
| PP |
119-307 |
120-047 |
| S1 |
119-300 |
120-023 |
|