ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
119-050 |
0-010 |
0.0% |
118-280 |
| High |
119-070 |
119-220 |
0-150 |
0.4% |
120-150 |
| Low |
118-270 |
118-280 |
0-010 |
0.0% |
118-280 |
| Close |
119-040 |
119-140 |
0-100 |
0.3% |
120-000 |
| Range |
0-120 |
0-260 |
0-140 |
116.7% |
1-190 |
| ATR |
0-244 |
0-245 |
0-001 |
0.5% |
0-000 |
| Volume |
11,569 |
34,481 |
22,912 |
198.0% |
35,941 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-247 |
121-133 |
119-283 |
|
| R3 |
120-307 |
120-193 |
119-212 |
|
| R2 |
120-047 |
120-047 |
119-188 |
|
| R1 |
119-253 |
119-253 |
119-164 |
119-310 |
| PP |
119-107 |
119-107 |
119-107 |
119-135 |
| S1 |
118-313 |
118-313 |
119-116 |
119-050 |
| S2 |
118-167 |
118-167 |
119-092 |
|
| S3 |
117-227 |
118-053 |
119-068 |
|
| S4 |
116-287 |
117-113 |
118-317 |
|
|
| 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 |
118-270 |
1-200 |
1.4% |
0-228 |
0.6% |
37% |
False |
False |
15,528 |
| 10 |
120-150 |
118-060 |
2-090 |
1.9% |
0-246 |
0.6% |
55% |
False |
False |
9,676 |
| 20 |
121-030 |
118-060 |
2-290 |
2.4% |
0-222 |
0.6% |
43% |
False |
False |
6,060 |
| 40 |
123-190 |
118-060 |
5-130 |
4.5% |
0-145 |
0.4% |
23% |
False |
False |
3,031 |
| 60 |
124-110 |
118-060 |
6-050 |
5.2% |
0-097 |
0.3% |
20% |
False |
False |
2,021 |
| 80 |
124-110 |
118-060 |
6-050 |
5.2% |
0-073 |
0.2% |
20% |
False |
False |
1,516 |
| 100 |
125-140 |
118-060 |
7-080 |
6.1% |
0-058 |
0.2% |
17% |
False |
False |
1,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-045 |
|
2.618 |
121-261 |
|
1.618 |
121-001 |
|
1.000 |
120-160 |
|
0.618 |
120-061 |
|
HIGH |
119-220 |
|
0.618 |
119-121 |
|
0.500 |
119-090 |
|
0.382 |
119-059 |
|
LOW |
118-280 |
|
0.618 |
118-119 |
|
1.000 |
118-020 |
|
1.618 |
117-179 |
|
2.618 |
116-239 |
|
4.250 |
115-135 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-123 |
119-170 |
| PP |
119-107 |
119-160 |
| S1 |
119-090 |
119-150 |
|