ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-100 |
115-025 |
-0-075 |
-0.2% |
118-115 |
| High |
115-130 |
116-010 |
0-200 |
0.5% |
118-145 |
| Low |
114-195 |
114-160 |
-0-035 |
-0.1% |
115-020 |
| Close |
115-025 |
115-230 |
0-205 |
0.6% |
115-040 |
| Range |
0-255 |
1-170 |
0-235 |
92.2% |
3-125 |
| ATR |
1-007 |
1-018 |
0-012 |
3.6% |
0-000 |
| Volume |
6,315 |
7,485 |
1,170 |
18.5% |
592,096 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-003 |
119-127 |
116-180 |
|
| R3 |
118-153 |
117-277 |
116-045 |
|
| R2 |
116-303 |
116-303 |
116-000 |
|
| R1 |
116-107 |
116-107 |
115-275 |
116-205 |
| PP |
115-133 |
115-133 |
115-133 |
115-182 |
| S1 |
114-257 |
114-257 |
115-185 |
115-035 |
| S2 |
113-283 |
113-283 |
115-140 |
|
| S3 |
112-113 |
113-087 |
115-095 |
|
| S4 |
110-263 |
111-237 |
114-280 |
|
|
| 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 |
116-230 |
114-160 |
2-070 |
1.9% |
1-007 |
0.9% |
55% |
False |
True |
16,109 |
| 10 |
118-240 |
114-160 |
4-080 |
3.7% |
1-027 |
0.9% |
29% |
False |
True |
211,097 |
| 20 |
122-020 |
114-160 |
7-180 |
6.5% |
1-020 |
0.9% |
16% |
False |
True |
499,252 |
| 40 |
123-250 |
114-160 |
9-090 |
8.0% |
0-311 |
0.8% |
13% |
False |
True |
543,604 |
| 60 |
126-040 |
114-160 |
11-200 |
10.0% |
1-004 |
0.9% |
10% |
False |
True |
555,345 |
| 80 |
126-040 |
114-160 |
11-200 |
10.0% |
1-022 |
0.9% |
10% |
False |
True |
539,372 |
| 100 |
126-040 |
114-160 |
11-200 |
10.0% |
1-031 |
0.9% |
10% |
False |
True |
432,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-172 |
|
2.618 |
120-013 |
|
1.618 |
118-163 |
|
1.000 |
117-180 |
|
0.618 |
116-313 |
|
HIGH |
116-010 |
|
0.618 |
115-143 |
|
0.500 |
115-085 |
|
0.382 |
115-027 |
|
LOW |
114-160 |
|
0.618 |
113-177 |
|
1.000 |
112-310 |
|
1.618 |
112-007 |
|
2.618 |
110-157 |
|
4.250 |
107-318 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-182 |
115-182 |
| PP |
115-133 |
115-133 |
| S1 |
115-085 |
115-085 |
|