ECBOT 10 Year T-Note Future June 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 |
119-250 |
119-050 |
-0-200 |
-0.5% |
121-145 |
| High |
120-035 |
119-185 |
-0-170 |
-0.4% |
121-240 |
| Low |
119-025 |
118-095 |
-0-250 |
-0.7% |
119-025 |
| Close |
119-055 |
118-235 |
-0-140 |
-0.4% |
119-055 |
| Range |
1-010 |
1-090 |
0-080 |
24.2% |
2-215 |
| ATR |
0-299 |
0-307 |
0-008 |
2.6% |
0-000 |
| Volume |
1,080,205 |
673,648 |
-406,557 |
-37.6% |
3,530,808 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-228 |
122-002 |
119-140 |
|
| R3 |
121-138 |
120-232 |
119-028 |
|
| R2 |
120-048 |
120-048 |
118-310 |
|
| R1 |
119-142 |
119-142 |
118-273 |
119-050 |
| PP |
118-278 |
118-278 |
118-278 |
118-232 |
| S1 |
118-052 |
118-052 |
118-197 |
117-280 |
| S2 |
117-188 |
117-188 |
118-160 |
|
| S3 |
116-098 |
116-282 |
118-122 |
|
| S4 |
115-008 |
115-192 |
118-010 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-005 |
126-085 |
120-205 |
|
| R3 |
125-110 |
123-190 |
119-290 |
|
| R2 |
122-215 |
122-215 |
119-212 |
|
| R1 |
120-295 |
120-295 |
119-133 |
120-148 |
| PP |
120-000 |
120-000 |
120-000 |
119-246 |
| S1 |
118-080 |
118-080 |
118-297 |
117-252 |
| S2 |
117-105 |
117-105 |
118-218 |
|
| S3 |
114-210 |
115-185 |
118-140 |
|
| S4 |
111-315 |
112-290 |
117-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-110 |
118-095 |
3-015 |
2.6% |
1-017 |
0.9% |
14% |
False |
True |
734,587 |
| 10 |
122-020 |
118-095 |
3-245 |
3.2% |
0-299 |
0.8% |
12% |
False |
True |
645,538 |
| 20 |
122-225 |
118-095 |
4-130 |
3.7% |
0-294 |
0.8% |
10% |
False |
True |
626,997 |
| 40 |
124-180 |
118-095 |
6-085 |
5.3% |
0-285 |
0.7% |
7% |
False |
True |
577,354 |
| 60 |
126-040 |
118-095 |
7-265 |
6.6% |
1-009 |
0.9% |
6% |
False |
True |
615,533 |
| 80 |
126-040 |
118-095 |
7-265 |
6.6% |
1-022 |
0.9% |
6% |
False |
True |
482,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-008 |
|
2.618 |
122-298 |
|
1.618 |
121-208 |
|
1.000 |
120-275 |
|
0.618 |
120-118 |
|
HIGH |
119-185 |
|
0.618 |
119-028 |
|
0.500 |
118-300 |
|
0.382 |
118-252 |
|
LOW |
118-095 |
|
0.618 |
117-162 |
|
1.000 |
117-005 |
|
1.618 |
116-072 |
|
2.618 |
114-302 |
|
4.250 |
112-272 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-300 |
119-262 |
| PP |
118-278 |
119-147 |
| S1 |
118-257 |
119-031 |
|