ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
118-090 |
-1-070 |
-1.0% |
120-010 |
| High |
119-260 |
118-190 |
-1-070 |
-1.0% |
120-070 |
| Low |
118-050 |
117-180 |
-0-190 |
-0.5% |
117-180 |
| Close |
118-130 |
117-210 |
-0-240 |
-0.6% |
117-210 |
| Range |
1-210 |
1-010 |
-0-200 |
-37.7% |
2-210 |
| ATR |
0-265 |
0-270 |
0-005 |
1.7% |
0-000 |
| Volume |
74,708 |
129,214 |
54,506 |
73.0% |
258,091 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-010 |
120-120 |
118-072 |
|
| R3 |
120-000 |
119-110 |
117-301 |
|
| R2 |
118-310 |
118-310 |
117-270 |
|
| R1 |
118-100 |
118-100 |
117-240 |
118-040 |
| PP |
117-300 |
117-300 |
117-300 |
117-270 |
| S1 |
117-090 |
117-090 |
117-180 |
117-030 |
| S2 |
116-290 |
116-290 |
117-150 |
|
| S3 |
115-280 |
116-080 |
117-119 |
|
| S4 |
114-270 |
115-070 |
117-028 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-143 |
124-227 |
119-038 |
|
| R3 |
123-253 |
122-017 |
118-124 |
|
| R2 |
121-043 |
121-043 |
118-046 |
|
| R1 |
119-127 |
119-127 |
117-288 |
118-300 |
| PP |
118-153 |
118-153 |
118-153 |
118-080 |
| S1 |
116-237 |
116-237 |
117-132 |
116-090 |
| S2 |
115-263 |
115-263 |
117-054 |
|
| S3 |
113-053 |
114-027 |
116-296 |
|
| S4 |
110-163 |
111-137 |
116-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-070 |
117-180 |
2-210 |
2.3% |
1-002 |
0.9% |
4% |
False |
True |
51,618 |
| 10 |
120-150 |
117-180 |
2-290 |
2.5% |
0-278 |
0.7% |
3% |
False |
True |
29,403 |
| 20 |
121-030 |
117-180 |
3-170 |
3.0% |
0-254 |
0.7% |
3% |
False |
True |
16,255 |
| 40 |
122-280 |
117-180 |
5-100 |
4.5% |
0-167 |
0.4% |
2% |
False |
True |
8,129 |
| 60 |
124-110 |
117-180 |
6-250 |
5.8% |
0-111 |
0.3% |
1% |
False |
True |
5,420 |
| 80 |
124-110 |
117-180 |
6-250 |
5.8% |
0-083 |
0.2% |
1% |
False |
True |
4,065 |
| 100 |
125-140 |
117-180 |
7-280 |
6.7% |
0-067 |
0.2% |
1% |
False |
True |
3,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-312 |
|
2.618 |
121-094 |
|
1.618 |
120-084 |
|
1.000 |
119-200 |
|
0.618 |
119-074 |
|
HIGH |
118-190 |
|
0.618 |
118-064 |
|
0.500 |
118-025 |
|
0.382 |
117-306 |
|
LOW |
117-180 |
|
0.618 |
116-296 |
|
1.000 |
116-170 |
|
1.618 |
115-286 |
|
2.618 |
114-276 |
|
4.250 |
113-058 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-025 |
118-220 |
| PP |
117-300 |
118-110 |
| S1 |
117-255 |
118-000 |
|