ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
117-105 |
-0-315 |
-0.8% |
121-145 |
| High |
118-220 |
118-010 |
-0-210 |
-0.6% |
121-240 |
| Low |
117-045 |
116-300 |
-0-065 |
-0.2% |
119-025 |
| Close |
117-165 |
117-165 |
0-000 |
0.0% |
119-055 |
| Range |
1-175 |
1-030 |
-0-145 |
-29.3% |
2-215 |
| ATR |
1-002 |
1-004 |
0-002 |
0.6% |
0-000 |
| Volume |
990,408 |
1,502,078 |
511,670 |
51.7% |
3,530,808 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-248 |
120-077 |
118-038 |
|
| R3 |
119-218 |
119-047 |
117-261 |
|
| R2 |
118-188 |
118-188 |
117-229 |
|
| R1 |
118-017 |
118-017 |
117-197 |
118-102 |
| PP |
117-158 |
117-158 |
117-158 |
117-201 |
| S1 |
116-307 |
116-307 |
117-133 |
117-072 |
| S2 |
116-128 |
116-128 |
117-101 |
|
| S3 |
115-098 |
115-277 |
117-069 |
|
| S4 |
114-068 |
114-247 |
116-292 |
|
|
| 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 |
116-300 |
4-130 |
3.7% |
1-105 |
1.1% |
13% |
False |
True |
992,576 |
| 10 |
122-020 |
116-300 |
5-040 |
4.4% |
1-012 |
0.9% |
11% |
False |
True |
787,407 |
| 20 |
122-020 |
116-300 |
5-040 |
4.4% |
0-294 |
0.8% |
11% |
False |
True |
686,829 |
| 40 |
124-180 |
116-300 |
7-200 |
6.5% |
0-293 |
0.8% |
8% |
False |
True |
616,072 |
| 60 |
126-040 |
116-300 |
9-060 |
7.8% |
1-010 |
0.9% |
6% |
False |
True |
635,992 |
| 80 |
126-040 |
116-300 |
9-060 |
7.8% |
1-024 |
0.9% |
6% |
False |
True |
513,927 |
| 100 |
126-040 |
116-300 |
9-060 |
7.8% |
1-033 |
0.9% |
6% |
False |
True |
411,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-218 |
|
2.618 |
120-286 |
|
1.618 |
119-256 |
|
1.000 |
119-040 |
|
0.618 |
118-226 |
|
HIGH |
118-010 |
|
0.618 |
117-196 |
|
0.500 |
117-155 |
|
0.382 |
117-114 |
|
LOW |
116-300 |
|
0.618 |
116-084 |
|
1.000 |
115-270 |
|
1.618 |
115-054 |
|
2.618 |
114-024 |
|
4.250 |
112-092 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-162 |
118-082 |
| PP |
117-158 |
118-003 |
| S1 |
117-155 |
117-244 |
|