ECBOT 10 Year T-Note Future September 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 |
115-075 |
115-055 |
-0-020 |
-0.1% |
113-145 |
| High |
115-250 |
115-085 |
-0-165 |
-0.4% |
114-200 |
| Low |
114-255 |
113-275 |
-0-300 |
-0.8% |
112-255 |
| Close |
115-110 |
114-005 |
-1-105 |
-1.2% |
114-110 |
| Range |
0-315 |
1-130 |
0-135 |
42.9% |
1-265 |
| ATR |
0-318 |
1-010 |
0-011 |
3.5% |
0-000 |
| Volume |
708,024 |
844,828 |
136,804 |
19.3% |
3,989,511 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-192 |
117-228 |
114-252 |
|
| R3 |
117-062 |
116-098 |
114-129 |
|
| R2 |
115-252 |
115-252 |
114-088 |
|
| R1 |
114-288 |
114-288 |
114-046 |
114-205 |
| PP |
114-122 |
114-122 |
114-122 |
114-080 |
| S1 |
113-158 |
113-158 |
113-284 |
113-075 |
| S2 |
112-312 |
112-312 |
113-242 |
|
| S3 |
111-182 |
112-028 |
113-201 |
|
| S4 |
110-052 |
110-218 |
113-078 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-130 |
118-225 |
115-112 |
|
| R3 |
117-185 |
116-280 |
114-271 |
|
| R2 |
115-240 |
115-240 |
114-217 |
|
| R1 |
115-015 |
115-015 |
114-164 |
115-128 |
| PP |
113-295 |
113-295 |
113-295 |
114-031 |
| S1 |
113-070 |
113-070 |
114-056 |
113-182 |
| S2 |
112-030 |
112-030 |
114-003 |
|
| S3 |
110-085 |
111-125 |
113-269 |
|
| S4 |
108-140 |
109-180 |
113-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-250 |
113-275 |
1-295 |
1.7% |
0-298 |
0.8% |
8% |
False |
True |
703,477 |
| 10 |
115-250 |
112-255 |
2-315 |
2.6% |
1-008 |
0.9% |
41% |
False |
False |
736,770 |
| 20 |
119-260 |
112-255 |
7-005 |
6.2% |
1-044 |
1.0% |
17% |
False |
False |
656,554 |
| 40 |
121-030 |
112-255 |
8-095 |
7.3% |
0-293 |
0.8% |
15% |
False |
False |
331,307 |
| 60 |
123-190 |
112-255 |
10-255 |
9.5% |
0-218 |
0.6% |
11% |
False |
False |
220,872 |
| 80 |
124-110 |
112-255 |
11-175 |
10.1% |
0-164 |
0.4% |
11% |
False |
False |
165,655 |
| 100 |
124-110 |
112-255 |
11-175 |
10.1% |
0-131 |
0.4% |
11% |
False |
False |
132,524 |
| 120 |
125-140 |
112-255 |
12-205 |
11.1% |
0-109 |
0.3% |
10% |
False |
False |
110,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-078 |
|
2.618 |
118-303 |
|
1.618 |
117-173 |
|
1.000 |
116-215 |
|
0.618 |
116-043 |
|
HIGH |
115-085 |
|
0.618 |
114-233 |
|
0.500 |
114-180 |
|
0.382 |
114-127 |
|
LOW |
113-275 |
|
0.618 |
112-317 |
|
1.000 |
112-145 |
|
1.618 |
111-187 |
|
2.618 |
110-057 |
|
4.250 |
107-282 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-180 |
114-262 |
| PP |
114-122 |
114-177 |
| S1 |
114-063 |
114-091 |
|