ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-010 |
119-120 |
0-110 |
0.3% |
120-190 |
| High |
119-130 |
119-130 |
0-000 |
0.0% |
121-030 |
| Low |
118-280 |
118-300 |
0-020 |
0.1% |
118-280 |
| Close |
119-040 |
119-090 |
0-050 |
0.1% |
119-040 |
| Range |
0-170 |
0-150 |
-0-020 |
-11.8% |
2-070 |
| ATR |
0-242 |
0-235 |
-0-007 |
-2.7% |
0-000 |
| Volume |
375 |
2,804 |
2,429 |
647.7% |
12,592 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-197 |
120-133 |
119-172 |
|
| R3 |
120-047 |
119-303 |
119-131 |
|
| R2 |
119-217 |
119-217 |
119-118 |
|
| R1 |
119-153 |
119-153 |
119-104 |
119-110 |
| PP |
119-067 |
119-067 |
119-067 |
119-045 |
| S1 |
119-003 |
119-003 |
119-076 |
118-280 |
| S2 |
118-237 |
118-237 |
119-062 |
|
| S3 |
118-087 |
118-173 |
119-049 |
|
| S4 |
117-257 |
118-023 |
119-008 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-113 |
124-307 |
120-110 |
|
| R3 |
124-043 |
122-237 |
119-235 |
|
| R2 |
121-293 |
121-293 |
119-170 |
|
| R1 |
120-167 |
120-167 |
119-105 |
120-035 |
| PP |
119-223 |
119-223 |
119-223 |
119-158 |
| S1 |
118-097 |
118-097 |
118-295 |
117-285 |
| S2 |
117-153 |
117-153 |
118-230 |
|
| S3 |
115-083 |
116-027 |
118-165 |
|
| S4 |
113-013 |
113-277 |
117-290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-030 |
118-280 |
2-070 |
1.9% |
0-232 |
0.6% |
18% |
False |
False |
2,826 |
| 10 |
121-270 |
118-280 |
2-310 |
2.5% |
0-189 |
0.5% |
14% |
False |
False |
1,543 |
| 20 |
122-060 |
118-280 |
3-100 |
2.8% |
0-124 |
0.3% |
12% |
False |
False |
772 |
| 40 |
124-110 |
118-280 |
5-150 |
4.6% |
0-074 |
0.2% |
7% |
False |
False |
387 |
| 60 |
124-110 |
118-140 |
5-290 |
5.0% |
0-049 |
0.1% |
14% |
False |
False |
259 |
| 80 |
124-110 |
118-140 |
5-290 |
5.0% |
0-037 |
0.1% |
14% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-128 |
|
2.618 |
120-203 |
|
1.618 |
120-053 |
|
1.000 |
119-280 |
|
0.618 |
119-223 |
|
HIGH |
119-130 |
|
0.618 |
119-073 |
|
0.500 |
119-055 |
|
0.382 |
119-037 |
|
LOW |
118-300 |
|
0.618 |
118-207 |
|
1.000 |
118-150 |
|
1.618 |
118-057 |
|
2.618 |
117-227 |
|
4.250 |
116-302 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-078 |
119-078 |
| PP |
119-067 |
119-067 |
| S1 |
119-055 |
119-055 |
|