ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-080 |
-0-040 |
-0.1% |
120-190 |
| High |
119-130 |
119-150 |
0-020 |
0.1% |
121-030 |
| Low |
118-300 |
118-310 |
0-010 |
0.0% |
118-280 |
| Close |
119-090 |
119-110 |
0-020 |
0.1% |
119-040 |
| Range |
0-150 |
0-160 |
0-010 |
6.7% |
2-070 |
| ATR |
0-235 |
0-230 |
-0-005 |
-2.3% |
0-000 |
| Volume |
2,804 |
1,550 |
-1,254 |
-44.7% |
12,592 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-243 |
120-177 |
119-198 |
|
| R3 |
120-083 |
120-017 |
119-154 |
|
| R2 |
119-243 |
119-243 |
119-139 |
|
| R1 |
119-177 |
119-177 |
119-125 |
119-210 |
| PP |
119-083 |
119-083 |
119-083 |
119-100 |
| S1 |
119-017 |
119-017 |
119-095 |
119-050 |
| S2 |
118-243 |
118-243 |
119-081 |
|
| S3 |
118-083 |
118-177 |
119-066 |
|
| S4 |
117-243 |
118-017 |
119-022 |
|
|
| 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 |
120-100 |
118-280 |
1-140 |
1.2% |
0-192 |
0.5% |
33% |
False |
False |
2,056 |
| 10 |
121-030 |
118-280 |
2-070 |
1.9% |
0-173 |
0.5% |
21% |
False |
False |
1,697 |
| 20 |
122-060 |
118-280 |
3-100 |
2.8% |
0-132 |
0.3% |
14% |
False |
False |
850 |
| 40 |
124-110 |
118-280 |
5-150 |
4.6% |
0-078 |
0.2% |
9% |
False |
False |
426 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-052 |
0.1% |
15% |
False |
False |
284 |
| 80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-039 |
0.1% |
15% |
False |
False |
214 |
| 100 |
125-240 |
118-140 |
7-100 |
6.1% |
0-031 |
0.1% |
12% |
False |
False |
171 |
|
|
|
| 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 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-097 |
119-092 |
| PP |
119-083 |
119-073 |
| S1 |
119-070 |
119-055 |
|