ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
116-040 |
0-110 |
0.3% |
115-075 |
| High |
116-100 |
116-165 |
0-065 |
0.2% |
116-100 |
| Low |
115-220 |
116-010 |
0-110 |
0.3% |
114-160 |
| Close |
116-010 |
116-145 |
0-135 |
0.4% |
116-010 |
| Range |
0-200 |
0-155 |
-0-045 |
-22.5% |
1-260 |
| ATR |
1-008 |
0-316 |
-0-012 |
-3.8% |
0-000 |
| Volume |
5,737 |
5,810 |
73 |
1.3% |
54,988 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-252 |
117-193 |
116-230 |
|
| R3 |
117-097 |
117-038 |
116-188 |
|
| R2 |
116-262 |
116-262 |
116-173 |
|
| R1 |
116-203 |
116-203 |
116-159 |
116-232 |
| PP |
116-107 |
116-107 |
116-107 |
116-121 |
| S1 |
116-048 |
116-048 |
116-131 |
116-078 |
| S2 |
115-272 |
115-272 |
116-117 |
|
| S3 |
115-117 |
115-213 |
116-102 |
|
| S4 |
114-282 |
115-058 |
116-060 |
|
|
| 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 |
116-165 |
114-160 |
2-005 |
1.7% |
0-254 |
0.7% |
97% |
True |
False |
7,465 |
| 10 |
118-020 |
114-160 |
3-180 |
3.1% |
0-296 |
0.8% |
55% |
False |
False |
33,362 |
| 20 |
121-240 |
114-160 |
7-080 |
6.2% |
1-016 |
0.9% |
27% |
False |
False |
440,973 |
| 40 |
123-150 |
114-160 |
8-310 |
7.7% |
0-304 |
0.8% |
22% |
False |
False |
518,182 |
| 60 |
124-310 |
114-160 |
10-150 |
9.0% |
0-296 |
0.8% |
19% |
False |
False |
527,429 |
| 80 |
126-040 |
114-160 |
11-200 |
10.0% |
1-015 |
0.9% |
17% |
False |
False |
538,381 |
| 100 |
126-040 |
114-160 |
11-200 |
10.0% |
1-024 |
0.9% |
17% |
False |
False |
432,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-184 |
|
2.618 |
117-251 |
|
1.618 |
117-096 |
|
1.000 |
117-000 |
|
0.618 |
116-261 |
|
HIGH |
116-165 |
|
0.618 |
116-106 |
|
0.500 |
116-088 |
|
0.382 |
116-069 |
|
LOW |
116-010 |
|
0.618 |
115-234 |
|
1.000 |
115-175 |
|
1.618 |
115-079 |
|
2.618 |
114-244 |
|
4.250 |
113-311 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-126 |
116-044 |
| PP |
116-107 |
115-263 |
| S1 |
116-088 |
115-162 |
|