ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-280 |
0-120 |
0.3% |
119-120 |
| High |
119-010 |
119-240 |
0-230 |
0.6% |
119-260 |
| Low |
118-060 |
118-280 |
0-220 |
0.6% |
118-060 |
| Close |
118-250 |
119-220 |
0-290 |
0.8% |
118-250 |
| Range |
0-270 |
0-280 |
0-010 |
3.7% |
1-200 |
| ATR |
0-244 |
0-249 |
0-005 |
1.9% |
0-000 |
| Volume |
1,889 |
2,865 |
976 |
51.7% |
18,483 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-020 |
121-240 |
120-054 |
|
| R3 |
121-060 |
120-280 |
119-297 |
|
| R2 |
120-100 |
120-100 |
119-271 |
|
| R1 |
120-000 |
120-000 |
119-246 |
120-050 |
| PP |
119-140 |
119-140 |
119-140 |
119-165 |
| S1 |
119-040 |
119-040 |
119-194 |
119-090 |
| S2 |
118-180 |
118-180 |
119-169 |
|
| S3 |
117-220 |
118-080 |
119-143 |
|
| S4 |
116-260 |
117-120 |
119-066 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-257 |
122-293 |
119-216 |
|
| R3 |
122-057 |
121-093 |
119-073 |
|
| R2 |
120-177 |
120-177 |
119-025 |
|
| R1 |
119-213 |
119-213 |
118-298 |
119-095 |
| PP |
118-297 |
118-297 |
118-297 |
118-238 |
| S1 |
118-013 |
118-013 |
118-202 |
117-215 |
| S2 |
117-097 |
117-097 |
118-155 |
|
| S3 |
115-217 |
116-133 |
118-107 |
|
| S4 |
114-017 |
114-253 |
117-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-260 |
118-060 |
1-200 |
1.4% |
0-246 |
0.6% |
92% |
False |
False |
3,708 |
| 10 |
121-030 |
118-060 |
2-290 |
2.4% |
0-239 |
0.6% |
52% |
False |
False |
3,267 |
| 20 |
122-060 |
118-060 |
4-000 |
3.3% |
0-176 |
0.5% |
38% |
False |
False |
1,699 |
| 40 |
124-110 |
118-060 |
6-050 |
5.1% |
0-104 |
0.3% |
24% |
False |
False |
850 |
| 60 |
124-110 |
118-060 |
6-050 |
5.1% |
0-070 |
0.2% |
24% |
False |
False |
567 |
| 80 |
124-110 |
118-060 |
6-050 |
5.1% |
0-052 |
0.1% |
24% |
False |
False |
426 |
| 100 |
125-240 |
118-060 |
7-180 |
6.3% |
0-042 |
0.1% |
20% |
False |
False |
341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-150 |
|
2.618 |
122-013 |
|
1.618 |
121-053 |
|
1.000 |
120-200 |
|
0.618 |
120-093 |
|
HIGH |
119-240 |
|
0.618 |
119-133 |
|
0.500 |
119-100 |
|
0.382 |
119-067 |
|
LOW |
118-280 |
|
0.618 |
118-107 |
|
1.000 |
118-000 |
|
1.618 |
117-147 |
|
2.618 |
116-187 |
|
4.250 |
115-050 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-180 |
119-143 |
| PP |
119-140 |
119-067 |
| S1 |
119-100 |
118-310 |
|