ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-270 |
116-290 |
0-020 |
0.1% |
115-075 |
| High |
117-125 |
116-290 |
-0-155 |
-0.4% |
116-100 |
| Low |
116-210 |
115-185 |
-1-025 |
-0.9% |
114-160 |
| Close |
116-310 |
115-210 |
-1-100 |
-1.1% |
116-010 |
| Range |
0-235 |
1-105 |
0-190 |
80.9% |
1-260 |
| ATR |
0-307 |
0-317 |
0-010 |
3.2% |
0-000 |
| Volume |
10,669 |
10,063 |
-606 |
-5.7% |
54,988 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-010 |
119-055 |
116-124 |
|
| R3 |
118-225 |
117-270 |
116-007 |
|
| R2 |
117-120 |
117-120 |
115-288 |
|
| R1 |
116-165 |
116-165 |
115-249 |
116-090 |
| PP |
116-015 |
116-015 |
116-015 |
115-298 |
| S1 |
115-060 |
115-060 |
115-171 |
114-305 |
| S2 |
114-230 |
114-230 |
115-132 |
|
| S3 |
113-125 |
113-275 |
115-093 |
|
| S4 |
112-020 |
112-170 |
114-296 |
|
|
| 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 |
115-185 |
1-260 |
1.6% |
0-257 |
0.7% |
4% |
False |
True |
7,679 |
| 10 |
117-125 |
114-160 |
2-285 |
2.5% |
0-292 |
0.8% |
40% |
False |
False |
11,894 |
| 20 |
121-110 |
114-160 |
6-270 |
5.9% |
1-024 |
0.9% |
17% |
False |
False |
355,612 |
| 40 |
122-225 |
114-160 |
8-065 |
7.1% |
0-304 |
0.8% |
14% |
False |
False |
474,479 |
| 60 |
124-180 |
114-160 |
10-020 |
8.7% |
0-299 |
0.8% |
11% |
False |
False |
497,389 |
| 80 |
126-040 |
114-160 |
11-200 |
10.1% |
1-011 |
0.9% |
10% |
False |
False |
535,081 |
| 100 |
126-040 |
114-160 |
11-200 |
10.1% |
1-023 |
0.9% |
10% |
False |
False |
432,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-176 |
|
2.618 |
120-123 |
|
1.618 |
119-018 |
|
1.000 |
118-075 |
|
0.618 |
117-233 |
|
HIGH |
116-290 |
|
0.618 |
116-128 |
|
0.500 |
116-078 |
|
0.382 |
116-027 |
|
LOW |
115-185 |
|
0.618 |
114-242 |
|
1.000 |
114-080 |
|
1.618 |
113-137 |
|
2.618 |
112-032 |
|
4.250 |
109-299 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-078 |
116-155 |
| PP |
116-015 |
116-067 |
| S1 |
115-272 |
115-298 |
|