ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
117-190 |
-0-220 |
-0.6% |
120-010 |
| High |
118-190 |
118-020 |
-0-170 |
-0.4% |
120-070 |
| Low |
117-180 |
116-250 |
-0-250 |
-0.7% |
117-180 |
| Close |
117-210 |
117-070 |
-0-140 |
-0.4% |
117-210 |
| Range |
1-010 |
1-090 |
0-080 |
24.2% |
2-210 |
| ATR |
0-270 |
0-280 |
0-010 |
3.7% |
0-000 |
| Volume |
129,214 |
88,810 |
-40,404 |
-31.3% |
258,091 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-063 |
120-157 |
117-296 |
|
| R3 |
119-293 |
119-067 |
117-183 |
|
| R2 |
118-203 |
118-203 |
117-145 |
|
| R1 |
117-297 |
117-297 |
117-108 |
117-205 |
| PP |
117-113 |
117-113 |
117-113 |
117-068 |
| S1 |
116-207 |
116-207 |
117-032 |
116-115 |
| S2 |
116-023 |
116-023 |
116-315 |
|
| S3 |
114-253 |
115-117 |
116-277 |
|
| S4 |
113-163 |
114-027 |
116-164 |
|
|
| 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 |
119-260 |
116-250 |
3-010 |
2.6% |
1-010 |
0.9% |
14% |
False |
True |
67,756 |
| 10 |
120-150 |
116-250 |
3-220 |
3.1% |
0-291 |
0.8% |
12% |
False |
True |
37,997 |
| 20 |
121-030 |
116-250 |
4-100 |
3.7% |
0-265 |
0.7% |
10% |
False |
True |
20,632 |
| 40 |
122-170 |
116-250 |
5-240 |
4.9% |
0-176 |
0.5% |
8% |
False |
True |
10,349 |
| 60 |
124-110 |
116-250 |
7-180 |
6.5% |
0-118 |
0.3% |
6% |
False |
True |
6,900 |
| 80 |
124-110 |
116-250 |
7-180 |
6.5% |
0-088 |
0.2% |
6% |
False |
True |
5,175 |
| 100 |
125-140 |
116-250 |
8-210 |
7.4% |
0-071 |
0.2% |
5% |
False |
True |
4,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-162 |
|
2.618 |
121-133 |
|
1.618 |
120-043 |
|
1.000 |
119-110 |
|
0.618 |
118-273 |
|
HIGH |
118-020 |
|
0.618 |
117-183 |
|
0.500 |
117-135 |
|
0.382 |
117-087 |
|
LOW |
116-250 |
|
0.618 |
115-317 |
|
1.000 |
115-160 |
|
1.618 |
114-227 |
|
2.618 |
113-137 |
|
4.250 |
111-108 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-135 |
118-095 |
| PP |
117-113 |
117-300 |
| S1 |
117-092 |
117-185 |
|