ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-215 |
113-095 |
-0-120 |
-0.3% |
116-250 |
| High |
113-225 |
114-110 |
0-205 |
0.6% |
116-280 |
| Low |
112-275 |
112-255 |
-0-020 |
-0.1% |
113-100 |
| Close |
113-120 |
114-010 |
0-210 |
0.6% |
113-130 |
| Range |
0-270 |
1-175 |
0-225 |
83.3% |
3-180 |
| ATR |
1-005 |
1-017 |
0-012 |
3.7% |
0-000 |
| Volume |
581,536 |
791,808 |
210,272 |
36.2% |
4,330,482 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-117 |
117-238 |
114-282 |
|
| R3 |
116-262 |
116-063 |
114-146 |
|
| R2 |
115-087 |
115-087 |
114-101 |
|
| R1 |
114-208 |
114-208 |
114-055 |
114-308 |
| PP |
113-232 |
113-232 |
113-232 |
113-281 |
| S1 |
113-033 |
113-033 |
113-285 |
113-132 |
| S2 |
112-057 |
112-057 |
113-239 |
|
| S3 |
110-202 |
111-178 |
113-194 |
|
| S4 |
109-027 |
110-003 |
113-058 |
|
|
| 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 |
115-025 |
112-255 |
2-090 |
2.0% |
1-039 |
1.0% |
54% |
False |
True |
770,064 |
| 10 |
117-040 |
112-255 |
4-105 |
3.8% |
1-046 |
1.0% |
29% |
False |
True |
830,275 |
| 20 |
120-150 |
112-255 |
7-215 |
6.7% |
1-026 |
0.9% |
16% |
False |
True |
484,567 |
| 40 |
121-270 |
112-255 |
9-015 |
7.9% |
0-265 |
0.7% |
14% |
False |
True |
243,373 |
| 60 |
124-110 |
112-255 |
11-175 |
10.1% |
0-193 |
0.5% |
11% |
False |
True |
162,249 |
| 80 |
124-110 |
112-255 |
11-175 |
10.1% |
0-145 |
0.4% |
11% |
False |
True |
121,687 |
| 100 |
124-110 |
112-255 |
11-175 |
10.1% |
0-116 |
0.3% |
11% |
False |
True |
97,350 |
| 120 |
125-240 |
112-255 |
12-305 |
11.4% |
0-097 |
0.3% |
10% |
False |
True |
81,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-294 |
|
2.618 |
118-126 |
|
1.618 |
116-271 |
|
1.000 |
115-285 |
|
0.618 |
115-096 |
|
HIGH |
114-110 |
|
0.618 |
113-241 |
|
0.500 |
113-182 |
|
0.382 |
113-124 |
|
LOW |
112-255 |
|
0.618 |
111-269 |
|
1.000 |
111-080 |
|
1.618 |
110-094 |
|
2.618 |
108-239 |
|
4.250 |
106-071 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-281 |
113-281 |
| PP |
113-232 |
113-232 |
| S1 |
113-182 |
113-182 |
|