ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
119-230 |
0-270 |
0.7% |
119-120 |
| High |
119-240 |
119-290 |
0-050 |
0.1% |
119-260 |
| Low |
118-280 |
119-090 |
0-130 |
0.3% |
118-060 |
| Close |
119-220 |
119-230 |
0-010 |
0.0% |
118-250 |
| Range |
0-280 |
0-200 |
-0-080 |
-28.6% |
1-200 |
| ATR |
0-249 |
0-245 |
-0-003 |
-1.4% |
0-000 |
| Volume |
2,865 |
2,865 |
0 |
0.0% |
18,483 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-163 |
121-077 |
120-020 |
|
| R3 |
120-283 |
120-197 |
119-285 |
|
| R2 |
120-083 |
120-083 |
119-267 |
|
| R1 |
119-317 |
119-317 |
119-248 |
120-010 |
| PP |
119-203 |
119-203 |
119-203 |
119-210 |
| S1 |
119-117 |
119-117 |
119-212 |
119-130 |
| S2 |
119-003 |
119-003 |
119-193 |
|
| S3 |
118-123 |
118-237 |
119-175 |
|
| S4 |
117-243 |
118-037 |
119-120 |
|
|
| 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 |
119-290 |
118-060 |
1-230 |
1.4% |
0-254 |
0.7% |
89% |
True |
False |
3,971 |
| 10 |
120-100 |
118-060 |
2-040 |
1.8% |
0-223 |
0.6% |
72% |
False |
False |
3,014 |
| 20 |
122-060 |
118-060 |
4-000 |
3.3% |
0-176 |
0.5% |
38% |
False |
False |
1,842 |
| 40 |
124-110 |
118-060 |
6-050 |
5.1% |
0-109 |
0.3% |
25% |
False |
False |
922 |
| 60 |
124-110 |
118-060 |
6-050 |
5.1% |
0-073 |
0.2% |
25% |
False |
False |
615 |
| 80 |
124-110 |
118-060 |
6-050 |
5.1% |
0-055 |
0.1% |
25% |
False |
False |
462 |
| 100 |
125-240 |
118-060 |
7-180 |
6.3% |
0-044 |
0.1% |
20% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-180 |
|
2.618 |
121-174 |
|
1.618 |
120-294 |
|
1.000 |
120-170 |
|
0.618 |
120-094 |
|
HIGH |
119-290 |
|
0.618 |
119-214 |
|
0.500 |
119-190 |
|
0.382 |
119-166 |
|
LOW |
119-090 |
|
0.618 |
118-286 |
|
1.000 |
118-210 |
|
1.618 |
118-086 |
|
2.618 |
117-206 |
|
4.250 |
116-200 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-217 |
119-158 |
| PP |
119-203 |
119-087 |
| S1 |
119-190 |
119-015 |
|