ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
118-310 |
-1-070 |
-1.0% |
121-150 |
| High |
120-100 |
119-150 |
-0-270 |
-0.7% |
121-270 |
| Low |
119-100 |
118-310 |
-0-110 |
-0.3% |
119-280 |
| Close |
119-170 |
119-100 |
-0-070 |
-0.2% |
120-000 |
| Range |
1-000 |
0-160 |
-0-160 |
-50.0% |
1-310 |
| ATR |
0-253 |
0-248 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,541 |
4,011 |
2,470 |
160.3% |
37 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-240 |
120-170 |
119-188 |
|
| R3 |
120-080 |
120-010 |
119-144 |
|
| R2 |
119-240 |
119-240 |
119-129 |
|
| R1 |
119-170 |
119-170 |
119-115 |
119-205 |
| PP |
119-080 |
119-080 |
119-080 |
119-098 |
| S1 |
119-010 |
119-010 |
119-085 |
119-045 |
| S2 |
118-240 |
118-240 |
119-071 |
|
| S3 |
118-080 |
118-170 |
119-056 |
|
| S4 |
117-240 |
118-010 |
119-012 |
|
|
| 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 |
118-310 |
2-040 |
1.8% |
0-216 |
0.6% |
16% |
False |
True |
2,444 |
| 10 |
121-270 |
118-310 |
2-280 |
2.4% |
0-163 |
0.4% |
12% |
False |
True |
1,225 |
| 20 |
122-090 |
118-310 |
3-100 |
2.8% |
0-115 |
0.3% |
10% |
False |
True |
614 |
| 40 |
124-110 |
118-310 |
5-120 |
4.5% |
0-066 |
0.2% |
6% |
False |
True |
308 |
| 60 |
124-110 |
118-140 |
5-290 |
5.0% |
0-044 |
0.1% |
15% |
False |
False |
206 |
| 80 |
124-110 |
118-140 |
5-290 |
5.0% |
0-033 |
0.1% |
15% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-190 |
|
2.618 |
120-249 |
|
1.618 |
120-089 |
|
1.000 |
119-310 |
|
0.618 |
119-249 |
|
HIGH |
119-150 |
|
0.618 |
119-089 |
|
0.500 |
119-070 |
|
0.382 |
119-051 |
|
LOW |
118-310 |
|
0.618 |
118-211 |
|
1.000 |
118-150 |
|
1.618 |
118-051 |
|
2.618 |
117-211 |
|
4.250 |
116-270 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-090 |
120-010 |
| PP |
119-080 |
119-253 |
| S1 |
119-070 |
119-177 |
|