ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-145 |
113-080 |
-0-065 |
-0.2% |
116-250 |
| High |
113-260 |
113-280 |
0-020 |
0.1% |
116-280 |
| Low |
112-315 |
113-080 |
0-085 |
0.2% |
113-100 |
| Close |
113-080 |
113-220 |
0-140 |
0.4% |
113-130 |
| Range |
0-265 |
0-200 |
-0-065 |
-24.5% |
3-180 |
| ATR |
1-019 |
1-009 |
-0-010 |
-2.9% |
0-000 |
| Volume |
1,129,235 |
614,682 |
-514,553 |
-45.6% |
4,330,482 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-153 |
115-067 |
114-010 |
|
| R3 |
114-273 |
114-187 |
113-275 |
|
| R2 |
114-073 |
114-073 |
113-257 |
|
| R1 |
113-307 |
113-307 |
113-238 |
114-030 |
| PP |
113-193 |
113-193 |
113-193 |
113-215 |
| S1 |
113-107 |
113-107 |
113-202 |
113-150 |
| S2 |
112-313 |
112-313 |
113-183 |
|
| S3 |
112-113 |
112-227 |
113-165 |
|
| S4 |
111-233 |
112-027 |
113-110 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-070 |
122-280 |
115-117 |
|
| R3 |
121-210 |
119-100 |
114-124 |
|
| R2 |
118-030 |
118-030 |
114-019 |
|
| R1 |
115-240 |
115-240 |
113-234 |
115-045 |
| PP |
114-170 |
114-170 |
114-170 |
114-072 |
| S1 |
112-060 |
112-060 |
113-026 |
111-185 |
| S2 |
110-310 |
110-310 |
112-241 |
|
| S3 |
107-130 |
108-200 |
112-136 |
|
| S4 |
103-270 |
105-020 |
111-143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-120 |
112-315 |
3-125 |
3.0% |
1-036 |
1.0% |
21% |
False |
False |
857,703 |
| 10 |
117-050 |
112-315 |
4-055 |
3.7% |
1-055 |
1.0% |
17% |
False |
False |
794,763 |
| 20 |
120-150 |
112-315 |
7-155 |
6.6% |
1-013 |
0.9% |
9% |
False |
False |
416,380 |
| 40 |
122-060 |
112-315 |
9-065 |
8.1% |
0-254 |
0.7% |
8% |
False |
False |
209,040 |
| 60 |
124-110 |
112-315 |
11-115 |
10.0% |
0-180 |
0.5% |
6% |
False |
False |
139,360 |
| 80 |
124-110 |
112-315 |
11-115 |
10.0% |
0-135 |
0.4% |
6% |
False |
False |
104,521 |
| 100 |
124-110 |
112-315 |
11-115 |
10.0% |
0-108 |
0.3% |
6% |
False |
False |
83,617 |
| 120 |
125-240 |
112-315 |
12-245 |
11.2% |
0-090 |
0.2% |
6% |
False |
False |
69,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-170 |
|
2.618 |
115-164 |
|
1.618 |
114-284 |
|
1.000 |
114-160 |
|
0.618 |
114-084 |
|
HIGH |
113-280 |
|
0.618 |
113-204 |
|
0.500 |
113-180 |
|
0.382 |
113-156 |
|
LOW |
113-080 |
|
0.618 |
112-276 |
|
1.000 |
112-200 |
|
1.618 |
112-076 |
|
2.618 |
111-196 |
|
4.250 |
110-190 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-207 |
114-010 |
| PP |
113-193 |
113-293 |
| S1 |
113-180 |
113-257 |
|