ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
120-010 |
-0-050 |
-0.1% |
118-280 |
| High |
120-110 |
120-070 |
-0-040 |
-0.1% |
120-150 |
| Low |
119-210 |
119-020 |
-0-190 |
-0.5% |
118-280 |
| Close |
120-000 |
119-100 |
-0-220 |
-0.6% |
120-000 |
| Range |
0-220 |
1-050 |
0-150 |
68.2% |
1-190 |
| ATR |
0-242 |
0-251 |
0-009 |
3.8% |
0-000 |
| Volume |
12,530 |
8,119 |
-4,411 |
-35.2% |
35,941 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-000 |
122-100 |
119-304 |
|
| R3 |
121-270 |
121-050 |
119-202 |
|
| R2 |
120-220 |
120-220 |
119-168 |
|
| R1 |
120-000 |
120-000 |
119-134 |
119-245 |
| PP |
119-170 |
119-170 |
119-170 |
119-132 |
| S1 |
118-270 |
118-270 |
119-066 |
118-195 |
| S2 |
118-120 |
118-120 |
119-032 |
|
| S3 |
117-070 |
117-220 |
118-318 |
|
| S4 |
116-020 |
116-170 |
118-216 |
|
|
| 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 |
119-020 |
1-130 |
1.2% |
0-252 |
0.7% |
18% |
False |
True |
8,239 |
| 10 |
120-150 |
118-060 |
2-090 |
1.9% |
0-249 |
0.7% |
49% |
False |
False |
5,973 |
| 20 |
121-270 |
118-060 |
3-210 |
3.1% |
0-219 |
0.6% |
31% |
False |
False |
3,758 |
| 40 |
124-110 |
118-060 |
6-050 |
5.2% |
0-136 |
0.4% |
18% |
False |
False |
1,880 |
| 60 |
124-110 |
118-060 |
6-050 |
5.2% |
0-090 |
0.2% |
18% |
False |
False |
1,254 |
| 80 |
124-110 |
118-060 |
6-050 |
5.2% |
0-068 |
0.2% |
18% |
False |
False |
941 |
| 100 |
125-240 |
118-060 |
7-180 |
6.3% |
0-054 |
0.1% |
15% |
False |
False |
753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-042 |
|
2.618 |
123-079 |
|
1.618 |
122-029 |
|
1.000 |
121-120 |
|
0.618 |
120-299 |
|
HIGH |
120-070 |
|
0.618 |
119-249 |
|
0.500 |
119-205 |
|
0.382 |
119-161 |
|
LOW |
119-020 |
|
0.618 |
118-111 |
|
1.000 |
117-290 |
|
1.618 |
117-061 |
|
2.618 |
116-011 |
|
4.250 |
114-048 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-205 |
119-245 |
| PP |
119-170 |
119-197 |
| S1 |
119-135 |
119-148 |
|