ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-210 |
120-100 |
0-210 |
0.5% |
119-120 |
| High |
120-110 |
120-150 |
0-040 |
0.1% |
119-260 |
| Low |
119-130 |
119-300 |
0-170 |
0.4% |
118-060 |
| Close |
120-060 |
120-040 |
-0-020 |
-0.1% |
118-250 |
| Range |
0-300 |
0-170 |
-0-130 |
-43.3% |
1-200 |
| ATR |
0-249 |
0-244 |
-0-006 |
-2.3% |
0-000 |
| Volume |
6,737 |
10,944 |
4,207 |
62.4% |
18,483 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-247 |
121-153 |
120-134 |
|
| R3 |
121-077 |
120-303 |
120-087 |
|
| R2 |
120-227 |
120-227 |
120-071 |
|
| R1 |
120-133 |
120-133 |
120-056 |
120-095 |
| PP |
120-057 |
120-057 |
120-057 |
120-038 |
| S1 |
119-283 |
119-283 |
120-024 |
119-245 |
| S2 |
119-207 |
119-207 |
120-009 |
|
| S3 |
119-037 |
119-113 |
119-313 |
|
| S4 |
118-187 |
118-263 |
119-266 |
|
|
| 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 |
120-150 |
118-060 |
2-090 |
1.9% |
0-244 |
0.6% |
85% |
True |
False |
5,060 |
| 10 |
120-150 |
118-060 |
2-090 |
1.9% |
0-222 |
0.6% |
85% |
True |
False |
4,226 |
| 20 |
121-270 |
118-060 |
3-210 |
3.0% |
0-192 |
0.5% |
53% |
False |
False |
2,726 |
| 40 |
124-110 |
118-060 |
6-050 |
5.1% |
0-121 |
0.3% |
31% |
False |
False |
1,364 |
| 60 |
124-110 |
118-060 |
6-050 |
5.1% |
0-081 |
0.2% |
31% |
False |
False |
910 |
| 80 |
124-110 |
118-060 |
6-050 |
5.1% |
0-060 |
0.2% |
31% |
False |
False |
683 |
| 100 |
125-240 |
118-060 |
7-180 |
6.3% |
0-048 |
0.1% |
26% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-232 |
|
2.618 |
121-275 |
|
1.618 |
121-105 |
|
1.000 |
121-000 |
|
0.618 |
120-255 |
|
HIGH |
120-150 |
|
0.618 |
120-085 |
|
0.500 |
120-065 |
|
0.382 |
120-045 |
|
LOW |
119-300 |
|
0.618 |
119-195 |
|
1.000 |
119-130 |
|
1.618 |
119-025 |
|
2.618 |
118-175 |
|
4.250 |
117-218 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-065 |
120-013 |
| PP |
120-057 |
119-307 |
| S1 |
120-048 |
119-280 |
|