ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-230 |
115-075 |
-1-155 |
-1.3% |
118-115 |
| High |
116-230 |
115-150 |
-1-080 |
-1.1% |
118-145 |
| Low |
115-020 |
114-280 |
-0-060 |
-0.2% |
115-020 |
| Close |
115-040 |
114-315 |
-0-045 |
-0.1% |
115-040 |
| Range |
1-210 |
0-190 |
-1-020 |
-64.2% |
3-125 |
| ATR |
1-035 |
1-023 |
-0-012 |
-3.3% |
0-000 |
| Volume |
31,296 |
23,472 |
-7,824 |
-25.0% |
592,096 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-285 |
116-170 |
115-100 |
|
| R3 |
116-095 |
115-300 |
115-047 |
|
| R2 |
115-225 |
115-225 |
115-030 |
|
| R1 |
115-110 |
115-110 |
115-012 |
115-072 |
| PP |
115-035 |
115-035 |
115-035 |
115-016 |
| S1 |
114-240 |
114-240 |
114-298 |
114-202 |
| S2 |
114-165 |
114-165 |
114-280 |
|
| S3 |
113-295 |
114-050 |
114-263 |
|
| S4 |
113-105 |
113-180 |
114-210 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-123 |
124-047 |
116-317 |
|
| R3 |
122-318 |
120-242 |
116-018 |
|
| R2 |
119-193 |
119-193 |
115-239 |
|
| R1 |
117-117 |
117-117 |
115-139 |
116-252 |
| PP |
116-068 |
116-068 |
116-068 |
115-296 |
| S1 |
113-312 |
113-312 |
114-261 |
113-128 |
| S2 |
112-263 |
112-263 |
114-161 |
|
| S3 |
109-138 |
110-187 |
114-062 |
|
| S4 |
106-013 |
107-062 |
113-083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-020 |
114-280 |
3-060 |
2.8% |
1-018 |
0.9% |
3% |
False |
True |
59,260 |
| 10 |
119-185 |
114-280 |
4-225 |
4.1% |
1-061 |
1.0% |
2% |
False |
True |
525,133 |
| 20 |
122-020 |
114-280 |
7-060 |
6.3% |
1-015 |
0.9% |
2% |
False |
True |
585,604 |
| 40 |
123-275 |
114-280 |
8-315 |
7.8% |
0-309 |
0.8% |
1% |
False |
True |
575,991 |
| 60 |
126-040 |
114-280 |
11-080 |
9.8% |
1-007 |
0.9% |
1% |
False |
True |
589,056 |
| 80 |
126-040 |
114-280 |
11-080 |
9.8% |
1-026 |
0.9% |
1% |
False |
True |
539,454 |
| 100 |
126-040 |
114-280 |
11-080 |
9.8% |
1-031 |
1.0% |
1% |
False |
True |
432,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-318 |
|
2.618 |
117-007 |
|
1.618 |
116-137 |
|
1.000 |
116-020 |
|
0.618 |
115-267 |
|
HIGH |
115-150 |
|
0.618 |
115-077 |
|
0.500 |
115-055 |
|
0.382 |
115-033 |
|
LOW |
114-280 |
|
0.618 |
114-163 |
|
1.000 |
114-090 |
|
1.618 |
113-293 |
|
2.618 |
113-103 |
|
4.250 |
112-112 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-055 |
116-112 |
| PP |
115-035 |
115-287 |
| S1 |
115-015 |
115-141 |
|