ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-015 |
115-100 |
0-085 |
0.2% |
118-115 |
| High |
115-180 |
115-130 |
-0-050 |
-0.1% |
118-145 |
| Low |
115-010 |
114-195 |
-0-135 |
-0.4% |
115-020 |
| Close |
115-125 |
115-025 |
-0-100 |
-0.3% |
115-040 |
| Range |
0-170 |
0-255 |
0-085 |
50.0% |
3-125 |
| ATR |
1-012 |
1-007 |
-0-006 |
-1.7% |
0-000 |
| Volume |
11,979 |
6,315 |
-5,664 |
-47.3% |
592,096 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-135 |
117-015 |
115-165 |
|
| R3 |
116-200 |
116-080 |
115-095 |
|
| R2 |
115-265 |
115-265 |
115-072 |
|
| R1 |
115-145 |
115-145 |
115-048 |
115-078 |
| PP |
115-010 |
115-010 |
115-010 |
114-296 |
| S1 |
114-210 |
114-210 |
115-002 |
114-142 |
| S2 |
114-075 |
114-075 |
114-298 |
|
| S3 |
113-140 |
113-275 |
114-275 |
|
| S4 |
112-205 |
113-020 |
114-205 |
|
|
| 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 |
117-265 |
114-195 |
3-070 |
2.8% |
0-315 |
0.9% |
15% |
False |
True |
27,403 |
| 10 |
118-240 |
114-195 |
4-045 |
3.6% |
1-013 |
0.9% |
11% |
False |
True |
360,556 |
| 20 |
122-020 |
114-195 |
7-145 |
6.5% |
1-010 |
0.9% |
6% |
False |
True |
527,593 |
| 40 |
123-275 |
114-195 |
9-080 |
8.0% |
0-304 |
0.8% |
5% |
False |
True |
555,461 |
| 60 |
126-040 |
114-195 |
11-165 |
10.0% |
1-002 |
0.9% |
4% |
False |
True |
564,763 |
| 80 |
126-040 |
114-195 |
11-165 |
10.0% |
1-024 |
0.9% |
4% |
False |
True |
539,337 |
| 100 |
126-040 |
114-195 |
11-165 |
10.0% |
1-029 |
0.9% |
4% |
False |
True |
432,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-254 |
|
2.618 |
117-158 |
|
1.618 |
116-223 |
|
1.000 |
116-065 |
|
0.618 |
115-288 |
|
HIGH |
115-130 |
|
0.618 |
115-033 |
|
0.500 |
115-002 |
|
0.382 |
114-292 |
|
LOW |
114-195 |
|
0.618 |
114-037 |
|
1.000 |
113-260 |
|
1.618 |
113-102 |
|
2.618 |
112-167 |
|
4.250 |
111-071 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-018 |
115-028 |
| PP |
115-010 |
115-027 |
| S1 |
115-002 |
115-026 |
|