ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-110 |
0-030 |
0.1% |
120-190 |
| High |
119-150 |
119-260 |
0-110 |
0.3% |
121-030 |
| Low |
118-310 |
119-010 |
0-020 |
0.1% |
118-280 |
| Close |
119-110 |
119-170 |
0-060 |
0.2% |
119-040 |
| Range |
0-160 |
0-250 |
0-090 |
56.3% |
2-070 |
| ATR |
0-230 |
0-231 |
0-001 |
0.6% |
0-000 |
| Volume |
1,550 |
7,470 |
5,920 |
381.9% |
12,592 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-257 |
121-143 |
119-308 |
|
| R3 |
121-007 |
120-213 |
119-239 |
|
| R2 |
120-077 |
120-077 |
119-216 |
|
| R1 |
119-283 |
119-283 |
119-193 |
120-020 |
| PP |
119-147 |
119-147 |
119-147 |
119-175 |
| S1 |
119-033 |
119-033 |
119-147 |
119-090 |
| S2 |
118-217 |
118-217 |
119-124 |
|
| S3 |
117-287 |
118-103 |
119-101 |
|
| S4 |
117-037 |
117-173 |
119-032 |
|
|
| 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 |
119-260 |
118-280 |
0-300 |
0.8% |
0-178 |
0.5% |
70% |
True |
False |
3,242 |
| 10 |
121-030 |
118-280 |
2-070 |
1.9% |
0-198 |
0.5% |
30% |
False |
False |
2,444 |
| 20 |
122-060 |
118-280 |
3-100 |
2.8% |
0-140 |
0.4% |
20% |
False |
False |
1,223 |
| 40 |
124-110 |
118-280 |
5-150 |
4.6% |
0-084 |
0.2% |
12% |
False |
False |
612 |
| 60 |
124-110 |
118-140 |
5-290 |
4.9% |
0-056 |
0.1% |
19% |
False |
False |
409 |
| 80 |
124-110 |
118-140 |
5-290 |
4.9% |
0-042 |
0.1% |
19% |
False |
False |
307 |
| 100 |
125-240 |
118-140 |
7-100 |
6.1% |
0-034 |
0.1% |
15% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-042 |
|
2.618 |
121-274 |
|
1.618 |
121-024 |
|
1.000 |
120-190 |
|
0.618 |
120-094 |
|
HIGH |
119-260 |
|
0.618 |
119-164 |
|
0.500 |
119-135 |
|
0.382 |
119-106 |
|
LOW |
119-010 |
|
0.618 |
118-176 |
|
1.000 |
118-080 |
|
1.618 |
117-246 |
|
2.618 |
116-316 |
|
4.250 |
115-228 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-158 |
119-153 |
| PP |
119-147 |
119-137 |
| S1 |
119-135 |
119-120 |
|