ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-100 |
120-060 |
-0-040 |
-0.1% |
118-280 |
| High |
120-150 |
120-110 |
-0-040 |
-0.1% |
120-150 |
| Low |
119-300 |
119-210 |
-0-090 |
-0.2% |
118-280 |
| Close |
120-040 |
120-000 |
-0-040 |
-0.1% |
120-000 |
| Range |
0-170 |
0-220 |
0-050 |
29.4% |
1-190 |
| ATR |
0-244 |
0-242 |
-0-002 |
-0.7% |
0-000 |
| Volume |
10,944 |
12,530 |
1,586 |
14.5% |
35,941 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-020 |
121-230 |
120-121 |
|
| R3 |
121-120 |
121-010 |
120-060 |
|
| R2 |
120-220 |
120-220 |
120-040 |
|
| R1 |
120-110 |
120-110 |
120-020 |
120-055 |
| PP |
120-000 |
120-000 |
120-000 |
119-292 |
| S1 |
119-210 |
119-210 |
119-300 |
119-155 |
| S2 |
119-100 |
119-100 |
119-280 |
|
| S3 |
118-200 |
118-310 |
119-260 |
|
| S4 |
117-300 |
118-090 |
119-199 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-180 |
123-280 |
120-280 |
|
| R3 |
122-310 |
122-090 |
120-140 |
|
| R2 |
121-120 |
121-120 |
120-094 |
|
| R1 |
120-220 |
120-220 |
120-047 |
121-010 |
| PP |
119-250 |
119-250 |
119-250 |
119-305 |
| S1 |
119-030 |
119-030 |
119-273 |
119-140 |
| S2 |
118-060 |
118-060 |
119-226 |
|
| S3 |
116-190 |
117-160 |
119-180 |
|
| S4 |
115-000 |
115-290 |
119-040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-150 |
118-280 |
1-190 |
1.3% |
0-234 |
0.6% |
71% |
False |
False |
7,188 |
| 10 |
120-150 |
118-060 |
2-090 |
1.9% |
0-227 |
0.6% |
79% |
False |
False |
5,442 |
| 20 |
121-270 |
118-060 |
3-210 |
3.0% |
0-202 |
0.5% |
50% |
False |
False |
3,352 |
| 40 |
124-110 |
118-060 |
6-050 |
5.1% |
0-126 |
0.3% |
29% |
False |
False |
1,677 |
| 60 |
124-110 |
118-060 |
6-050 |
5.1% |
0-084 |
0.2% |
29% |
False |
False |
1,119 |
| 80 |
124-110 |
118-060 |
6-050 |
5.1% |
0-063 |
0.2% |
29% |
False |
False |
839 |
| 100 |
125-240 |
118-060 |
7-180 |
6.3% |
0-051 |
0.1% |
24% |
False |
False |
672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-085 |
|
2.618 |
122-046 |
|
1.618 |
121-146 |
|
1.000 |
121-010 |
|
0.618 |
120-246 |
|
HIGH |
120-110 |
|
0.618 |
120-026 |
|
0.500 |
120-000 |
|
0.382 |
119-294 |
|
LOW |
119-210 |
|
0.618 |
119-074 |
|
1.000 |
118-310 |
|
1.618 |
118-174 |
|
2.618 |
117-274 |
|
4.250 |
116-235 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-000 |
119-313 |
| PP |
120-000 |
119-307 |
| S1 |
120-000 |
119-300 |
|