ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-190 |
120-300 |
0-110 |
0.3% |
121-150 |
| High |
120-240 |
121-030 |
0-110 |
0.3% |
121-270 |
| Low |
120-040 |
119-310 |
-0-050 |
-0.1% |
119-280 |
| Close |
120-230 |
120-030 |
-0-200 |
-0.5% |
120-000 |
| Range |
0-200 |
1-040 |
0-160 |
80.0% |
1-310 |
| ATR |
0-239 |
0-248 |
0-009 |
3.6% |
0-000 |
| Volume |
1,262 |
5,403 |
4,141 |
328.1% |
37 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-243 |
123-017 |
120-228 |
|
| R3 |
122-203 |
121-297 |
120-129 |
|
| R2 |
121-163 |
121-163 |
120-096 |
|
| R1 |
120-257 |
120-257 |
120-063 |
120-190 |
| PP |
120-123 |
120-123 |
120-123 |
120-090 |
| S1 |
119-217 |
119-217 |
119-317 |
119-150 |
| S2 |
119-083 |
119-083 |
119-284 |
|
| S3 |
118-043 |
118-177 |
119-251 |
|
| S4 |
117-003 |
117-137 |
119-152 |
|
|
| 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 |
121-030 |
119-280 |
1-070 |
1.0% |
0-154 |
0.4% |
18% |
True |
False |
1,338 |
| 10 |
122-060 |
119-280 |
2-100 |
1.9% |
0-130 |
0.3% |
9% |
False |
False |
671 |
| 20 |
122-170 |
119-280 |
2-210 |
2.2% |
0-106 |
0.3% |
8% |
False |
False |
336 |
| 40 |
124-110 |
119-010 |
5-100 |
4.4% |
0-054 |
0.1% |
20% |
False |
False |
169 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-036 |
0.1% |
28% |
False |
False |
113 |
| 80 |
125-140 |
118-140 |
7-000 |
5.8% |
0-027 |
0.1% |
24% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-280 |
|
2.618 |
124-012 |
|
1.618 |
122-292 |
|
1.000 |
122-070 |
|
0.618 |
121-252 |
|
HIGH |
121-030 |
|
0.618 |
120-212 |
|
0.500 |
120-170 |
|
0.382 |
120-128 |
|
LOW |
119-310 |
|
0.618 |
119-088 |
|
1.000 |
118-270 |
|
1.618 |
118-048 |
|
2.618 |
117-008 |
|
4.250 |
115-060 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-170 |
120-155 |
| PP |
120-123 |
120-113 |
| S1 |
120-077 |
120-072 |
|