ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-025 |
115-250 |
0-225 |
0.6% |
115-075 |
| High |
116-010 |
116-100 |
0-090 |
0.2% |
116-100 |
| Low |
114-160 |
115-220 |
1-060 |
1.0% |
114-160 |
| Close |
115-230 |
116-010 |
0-100 |
0.3% |
116-010 |
| Range |
1-170 |
0-200 |
-0-290 |
-59.2% |
1-260 |
| ATR |
1-018 |
1-008 |
-0-010 |
-2.9% |
0-000 |
| Volume |
7,485 |
5,737 |
-1,748 |
-23.4% |
54,988 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-283 |
117-187 |
116-120 |
|
| R3 |
117-083 |
116-307 |
116-065 |
|
| R2 |
116-203 |
116-203 |
116-047 |
|
| R1 |
116-107 |
116-107 |
116-028 |
116-155 |
| PP |
116-003 |
116-003 |
116-003 |
116-028 |
| S1 |
115-227 |
115-227 |
115-312 |
115-275 |
| S2 |
115-123 |
115-123 |
115-293 |
|
| S3 |
114-243 |
115-027 |
115-275 |
|
| S4 |
114-043 |
114-147 |
115-220 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-017 |
120-113 |
117-009 |
|
| R3 |
119-077 |
118-173 |
116-170 |
|
| R2 |
117-137 |
117-137 |
116-116 |
|
| R1 |
116-233 |
116-233 |
116-063 |
117-025 |
| PP |
115-197 |
115-197 |
115-197 |
115-252 |
| S1 |
114-293 |
114-293 |
115-277 |
115-085 |
| S2 |
113-257 |
113-257 |
115-224 |
|
| S3 |
111-317 |
113-033 |
115-170 |
|
| S4 |
110-057 |
111-093 |
115-011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-100 |
114-160 |
1-260 |
1.6% |
0-261 |
0.7% |
84% |
True |
False |
10,997 |
| 10 |
118-145 |
114-160 |
3-305 |
3.4% |
1-011 |
0.9% |
39% |
False |
False |
64,708 |
| 20 |
121-295 |
114-160 |
7-135 |
6.4% |
1-020 |
0.9% |
21% |
False |
False |
467,086 |
| 40 |
123-150 |
114-160 |
8-310 |
7.7% |
0-310 |
0.8% |
17% |
False |
False |
530,660 |
| 60 |
125-160 |
114-160 |
11-000 |
9.5% |
0-299 |
0.8% |
14% |
False |
False |
544,507 |
| 80 |
126-040 |
114-160 |
11-200 |
10.0% |
1-018 |
0.9% |
13% |
False |
False |
539,177 |
| 100 |
126-040 |
114-160 |
11-200 |
10.0% |
1-027 |
0.9% |
13% |
False |
False |
432,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-310 |
|
2.618 |
117-304 |
|
1.618 |
117-104 |
|
1.000 |
116-300 |
|
0.618 |
116-224 |
|
HIGH |
116-100 |
|
0.618 |
116-024 |
|
0.500 |
116-000 |
|
0.382 |
115-296 |
|
LOW |
115-220 |
|
0.618 |
115-096 |
|
1.000 |
115-020 |
|
1.618 |
114-216 |
|
2.618 |
114-016 |
|
4.250 |
113-010 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-007 |
115-263 |
| PP |
116-003 |
115-197 |
| S1 |
116-000 |
115-130 |
|