ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-210 |
115-220 |
0-010 |
0.0% |
117-190 |
| High |
115-315 |
116-120 |
0-125 |
0.3% |
118-020 |
| Low |
115-065 |
115-155 |
0-090 |
0.2% |
115-120 |
| Close |
115-190 |
116-055 |
0-185 |
0.5% |
117-000 |
| Range |
0-250 |
0-285 |
0-035 |
14.0% |
2-220 |
| ATR |
1-000 |
0-317 |
-0-002 |
-0.8% |
0-000 |
| Volume |
885,901 |
930,836 |
44,935 |
5.1% |
1,962,047 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-218 |
118-102 |
116-212 |
|
| R3 |
117-253 |
117-137 |
116-133 |
|
| R2 |
116-288 |
116-288 |
116-107 |
|
| R1 |
116-172 |
116-172 |
116-081 |
116-230 |
| PP |
116-003 |
116-003 |
116-003 |
116-032 |
| S1 |
115-207 |
115-207 |
116-029 |
115-265 |
| S2 |
115-038 |
115-038 |
116-003 |
|
| S3 |
114-073 |
114-242 |
115-297 |
|
| S4 |
113-108 |
113-277 |
115-218 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-280 |
123-200 |
118-153 |
|
| R3 |
122-060 |
120-300 |
117-236 |
|
| R2 |
119-160 |
119-160 |
117-158 |
|
| R1 |
118-080 |
118-080 |
117-079 |
117-170 |
| PP |
116-260 |
116-260 |
116-260 |
116-145 |
| S1 |
115-180 |
115-180 |
116-241 |
114-270 |
| S2 |
114-040 |
114-040 |
116-162 |
|
| S3 |
111-140 |
112-280 |
116-084 |
|
| S4 |
108-240 |
110-060 |
115-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-040 |
115-065 |
1-295 |
1.7% |
1-031 |
0.9% |
50% |
False |
False |
844,132 |
| 10 |
119-260 |
115-065 |
4-195 |
4.0% |
1-058 |
1.0% |
21% |
False |
False |
491,716 |
| 20 |
120-150 |
115-065 |
5-085 |
4.5% |
0-312 |
0.8% |
18% |
False |
False |
249,346 |
| 40 |
122-060 |
115-065 |
6-315 |
6.0% |
0-222 |
0.6% |
14% |
False |
False |
125,098 |
| 60 |
124-110 |
115-065 |
9-045 |
7.9% |
0-156 |
0.4% |
11% |
False |
False |
83,399 |
| 80 |
124-110 |
115-065 |
9-045 |
7.9% |
0-117 |
0.3% |
11% |
False |
False |
62,550 |
| 100 |
124-110 |
115-065 |
9-045 |
7.9% |
0-093 |
0.3% |
11% |
False |
False |
50,040 |
| 120 |
125-240 |
115-065 |
10-175 |
9.1% |
0-078 |
0.2% |
9% |
False |
False |
41,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-051 |
|
2.618 |
118-226 |
|
1.618 |
117-261 |
|
1.000 |
117-085 |
|
0.618 |
116-296 |
|
HIGH |
116-120 |
|
0.618 |
116-011 |
|
0.500 |
115-298 |
|
0.382 |
115-264 |
|
LOW |
115-155 |
|
0.618 |
114-299 |
|
1.000 |
114-190 |
|
1.618 |
114-014 |
|
2.618 |
113-049 |
|
4.250 |
111-224 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-029 |
116-041 |
| PP |
116-003 |
116-027 |
| S1 |
115-298 |
116-012 |
|