ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-105 |
117-235 |
0-130 |
0.3% |
119-050 |
| High |
118-010 |
118-240 |
0-230 |
0.6% |
119-185 |
| Low |
116-300 |
117-200 |
0-220 |
0.6% |
116-300 |
| Close |
117-165 |
118-200 |
1-035 |
0.9% |
118-200 |
| Range |
1-030 |
1-040 |
0-010 |
2.9% |
2-205 |
| ATR |
1-004 |
1-009 |
0-005 |
1.6% |
0-000 |
| Volume |
1,502,078 |
1,469,628 |
-32,450 |
-2.2% |
4,635,762 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-227 |
121-093 |
119-078 |
|
| R3 |
120-187 |
120-053 |
118-299 |
|
| R2 |
119-147 |
119-147 |
118-266 |
|
| R1 |
119-013 |
119-013 |
118-233 |
119-080 |
| PP |
118-107 |
118-107 |
118-107 |
118-140 |
| S1 |
117-293 |
117-293 |
118-167 |
118-040 |
| S2 |
117-067 |
117-067 |
118-134 |
|
| S3 |
116-027 |
116-253 |
118-101 |
|
| S4 |
114-307 |
115-213 |
118-002 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-097 |
125-033 |
120-025 |
|
| R3 |
123-212 |
122-148 |
119-112 |
|
| R2 |
121-007 |
121-007 |
119-035 |
|
| R1 |
119-263 |
119-263 |
118-277 |
119-032 |
| PP |
118-122 |
118-122 |
118-122 |
118-006 |
| S1 |
117-058 |
117-058 |
118-123 |
116-148 |
| S2 |
115-237 |
115-237 |
118-045 |
|
| S3 |
113-032 |
114-173 |
117-288 |
|
| S4 |
110-147 |
111-288 |
117-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-035 |
116-300 |
3-055 |
2.7% |
1-069 |
1.0% |
53% |
False |
False |
1,143,193 |
| 10 |
121-295 |
116-300 |
4-315 |
4.2% |
1-030 |
0.9% |
34% |
False |
False |
869,464 |
| 20 |
122-020 |
116-300 |
5-040 |
4.3% |
0-300 |
0.8% |
33% |
False |
False |
721,800 |
| 40 |
124-180 |
116-300 |
7-200 |
6.4% |
0-298 |
0.8% |
22% |
False |
False |
641,881 |
| 60 |
126-040 |
116-300 |
9-060 |
7.7% |
1-009 |
0.9% |
18% |
False |
False |
649,387 |
| 80 |
126-040 |
116-300 |
9-060 |
7.7% |
1-023 |
0.9% |
18% |
False |
False |
532,242 |
| 100 |
126-040 |
116-300 |
9-060 |
7.7% |
1-030 |
0.9% |
18% |
False |
False |
426,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-170 |
|
2.618 |
121-222 |
|
1.618 |
120-182 |
|
1.000 |
119-280 |
|
0.618 |
119-142 |
|
HIGH |
118-240 |
|
0.618 |
118-102 |
|
0.500 |
118-060 |
|
0.382 |
118-018 |
|
LOW |
117-200 |
|
0.618 |
116-298 |
|
1.000 |
116-160 |
|
1.618 |
115-258 |
|
2.618 |
114-218 |
|
4.250 |
112-270 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-153 |
118-117 |
| PP |
118-107 |
118-033 |
| S1 |
118-060 |
117-270 |
|