ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-220 |
116-065 |
0-165 |
0.4% |
117-190 |
| High |
116-120 |
116-070 |
-0-050 |
-0.1% |
118-020 |
| Low |
115-155 |
114-245 |
-0-230 |
-0.6% |
115-120 |
| Close |
116-055 |
115-005 |
-1-050 |
-1.0% |
117-000 |
| Range |
0-285 |
1-145 |
0-180 |
63.2% |
2-220 |
| ATR |
0-317 |
1-008 |
0-011 |
3.3% |
0-000 |
| Volume |
930,836 |
880,703 |
-50,133 |
-5.4% |
1,962,047 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-222 |
118-258 |
115-261 |
|
| R3 |
118-077 |
117-113 |
115-133 |
|
| R2 |
116-252 |
116-252 |
115-090 |
|
| R1 |
115-288 |
115-288 |
115-048 |
115-198 |
| PP |
115-107 |
115-107 |
115-107 |
115-061 |
| S1 |
114-143 |
114-143 |
114-282 |
114-052 |
| S2 |
113-282 |
113-282 |
114-240 |
|
| S3 |
112-137 |
112-318 |
114-197 |
|
| S4 |
110-312 |
111-173 |
114-069 |
|
|
| 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 |
114-245 |
2-115 |
2.1% |
1-052 |
1.0% |
11% |
False |
True |
890,485 |
| 10 |
119-260 |
114-245 |
5-015 |
4.4% |
1-079 |
1.1% |
5% |
False |
True |
576,338 |
| 20 |
120-150 |
114-245 |
5-225 |
5.0% |
1-002 |
0.9% |
4% |
False |
True |
293,007 |
| 40 |
122-060 |
114-245 |
7-135 |
6.5% |
0-231 |
0.6% |
3% |
False |
True |
147,115 |
| 60 |
124-110 |
114-245 |
9-185 |
8.3% |
0-163 |
0.4% |
3% |
False |
True |
98,077 |
| 80 |
124-110 |
114-245 |
9-185 |
8.3% |
0-122 |
0.3% |
3% |
False |
True |
73,558 |
| 100 |
124-110 |
114-245 |
9-185 |
8.3% |
0-098 |
0.3% |
3% |
False |
True |
58,847 |
| 120 |
125-240 |
114-245 |
10-315 |
9.6% |
0-082 |
0.2% |
2% |
False |
True |
49,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-126 |
|
2.618 |
120-007 |
|
1.618 |
118-182 |
|
1.000 |
117-215 |
|
0.618 |
117-037 |
|
HIGH |
116-070 |
|
0.618 |
115-212 |
|
0.500 |
115-158 |
|
0.382 |
115-103 |
|
LOW |
114-245 |
|
0.618 |
113-278 |
|
1.000 |
113-100 |
|
1.618 |
112-133 |
|
2.618 |
110-308 |
|
4.250 |
108-189 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-158 |
115-182 |
| PP |
115-107 |
115-123 |
| S1 |
115-056 |
115-064 |
|