ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-190 |
116-250 |
-0-260 |
-0.7% |
120-010 |
| High |
118-020 |
117-050 |
-0-290 |
-0.8% |
120-070 |
| Low |
116-250 |
115-190 |
-1-060 |
-1.0% |
117-180 |
| Close |
117-070 |
115-310 |
-1-080 |
-1.1% |
117-210 |
| Range |
1-090 |
1-180 |
0-090 |
22.0% |
2-210 |
| ATR |
0-280 |
0-297 |
0-017 |
6.1% |
0-000 |
| Volume |
88,810 |
369,292 |
280,482 |
315.8% |
258,091 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-003 |
116-265 |
|
| R3 |
119-117 |
118-143 |
116-128 |
|
| R2 |
117-257 |
117-257 |
116-082 |
|
| R1 |
116-283 |
116-283 |
116-036 |
116-180 |
| PP |
116-077 |
116-077 |
116-077 |
116-025 |
| S1 |
115-103 |
115-103 |
115-264 |
115-000 |
| S2 |
114-217 |
114-217 |
115-218 |
|
| S3 |
113-037 |
113-243 |
115-172 |
|
| S4 |
111-177 |
112-063 |
115-035 |
|
|
| 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 |
115-190 |
4-070 |
3.6% |
1-086 |
1.1% |
9% |
False |
True |
139,301 |
| 10 |
120-150 |
115-190 |
4-280 |
4.2% |
1-001 |
0.9% |
8% |
False |
True |
74,640 |
| 20 |
120-150 |
115-190 |
4-280 |
4.2% |
0-272 |
0.7% |
8% |
False |
True |
38,827 |
| 40 |
122-170 |
115-190 |
6-300 |
6.0% |
0-189 |
0.5% |
5% |
False |
True |
19,582 |
| 60 |
124-110 |
115-190 |
8-240 |
7.5% |
0-126 |
0.3% |
4% |
False |
True |
13,055 |
| 80 |
124-110 |
115-190 |
8-240 |
7.5% |
0-095 |
0.3% |
4% |
False |
True |
9,792 |
| 100 |
125-140 |
115-190 |
9-270 |
8.5% |
0-076 |
0.2% |
4% |
False |
True |
7,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-255 |
|
2.618 |
121-079 |
|
1.618 |
119-219 |
|
1.000 |
118-230 |
|
0.618 |
118-039 |
|
HIGH |
117-050 |
|
0.618 |
116-179 |
|
0.500 |
116-120 |
|
0.382 |
116-061 |
|
LOW |
115-190 |
|
0.618 |
114-201 |
|
1.000 |
114-010 |
|
1.618 |
113-021 |
|
2.618 |
111-161 |
|
4.250 |
108-305 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-120 |
117-030 |
| PP |
116-077 |
116-230 |
| S1 |
116-033 |
116-110 |
|