ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-270 |
0-110 |
0.3% |
115-075 |
| High |
116-290 |
117-125 |
0-155 |
0.4% |
116-100 |
| Low |
116-020 |
116-210 |
0-190 |
0.5% |
114-160 |
| Close |
116-240 |
116-310 |
0-070 |
0.2% |
116-010 |
| Range |
0-270 |
0-235 |
-0-035 |
-13.0% |
1-260 |
| ATR |
0-313 |
0-307 |
-0-006 |
-1.8% |
0-000 |
| Volume |
6,119 |
10,669 |
4,550 |
74.4% |
54,988 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-067 |
118-263 |
117-119 |
|
| R3 |
118-152 |
118-028 |
117-055 |
|
| R2 |
117-237 |
117-237 |
117-033 |
|
| R1 |
117-113 |
117-113 |
117-012 |
117-175 |
| PP |
117-002 |
117-002 |
117-002 |
117-032 |
| S1 |
116-198 |
116-198 |
116-288 |
116-260 |
| S2 |
116-087 |
116-087 |
116-267 |
|
| S3 |
115-172 |
115-283 |
116-245 |
|
| S4 |
114-257 |
115-048 |
116-181 |
|
|
| 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 |
117-125 |
114-160 |
2-285 |
2.5% |
0-270 |
0.7% |
85% |
True |
False |
7,164 |
| 10 |
117-265 |
114-160 |
3-105 |
2.8% |
0-292 |
0.8% |
74% |
False |
False |
17,283 |
| 20 |
121-110 |
114-160 |
6-270 |
5.9% |
1-016 |
0.9% |
36% |
False |
False |
387,407 |
| 40 |
122-225 |
114-160 |
8-065 |
7.0% |
0-299 |
0.8% |
30% |
False |
False |
491,469 |
| 60 |
124-180 |
114-160 |
10-020 |
8.6% |
0-297 |
0.8% |
25% |
False |
False |
504,190 |
| 80 |
126-040 |
114-160 |
11-200 |
9.9% |
1-010 |
0.9% |
21% |
False |
False |
537,039 |
| 100 |
126-040 |
114-160 |
11-200 |
9.9% |
1-021 |
0.9% |
21% |
False |
False |
432,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-164 |
|
2.618 |
119-100 |
|
1.618 |
118-185 |
|
1.000 |
118-040 |
|
0.618 |
117-270 |
|
HIGH |
117-125 |
|
0.618 |
117-035 |
|
0.500 |
117-008 |
|
0.382 |
116-300 |
|
LOW |
116-210 |
|
0.618 |
116-065 |
|
1.000 |
115-295 |
|
1.618 |
115-150 |
|
2.618 |
114-235 |
|
4.250 |
113-171 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-008 |
116-282 |
| PP |
117-002 |
116-255 |
| S1 |
116-316 |
116-228 |
|