ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-010 |
114-140 |
0-130 |
0.4% |
114-085 |
| High |
114-170 |
115-080 |
0-230 |
0.6% |
115-250 |
| Low |
113-190 |
114-080 |
0-210 |
0.6% |
113-190 |
| Close |
114-120 |
115-045 |
0-245 |
0.7% |
114-120 |
| Range |
0-300 |
1-000 |
0-020 |
6.7% |
2-060 |
| ATR |
1-007 |
1-007 |
-0-001 |
-0.2% |
0-000 |
| Volume |
922,654 |
612,918 |
-309,736 |
-33.6% |
3,567,789 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-282 |
117-163 |
115-221 |
|
| R3 |
116-282 |
116-163 |
115-133 |
|
| R2 |
115-282 |
115-282 |
115-104 |
|
| R1 |
115-163 |
115-163 |
115-074 |
115-222 |
| PP |
114-282 |
114-282 |
114-282 |
114-311 |
| S1 |
114-163 |
114-163 |
115-016 |
114-222 |
| S2 |
113-282 |
113-282 |
114-306 |
|
| S3 |
112-282 |
113-163 |
114-277 |
|
| S4 |
111-282 |
112-163 |
114-189 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-047 |
119-303 |
115-185 |
|
| R3 |
118-307 |
117-243 |
114-312 |
|
| R2 |
116-247 |
116-247 |
114-248 |
|
| R1 |
115-183 |
115-183 |
114-184 |
116-055 |
| PP |
114-187 |
114-187 |
114-187 |
114-282 |
| S1 |
113-123 |
113-123 |
114-056 |
113-315 |
| S2 |
112-127 |
112-127 |
113-312 |
|
| S3 |
110-067 |
111-063 |
113-248 |
|
| S4 |
108-007 |
109-003 |
113-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-250 |
113-190 |
2-060 |
1.9% |
1-021 |
0.9% |
71% |
False |
False |
721,202 |
| 10 |
115-250 |
112-255 |
2-315 |
2.6% |
0-308 |
0.8% |
79% |
False |
False |
704,098 |
| 20 |
118-020 |
112-255 |
5-085 |
4.6% |
1-032 |
1.0% |
45% |
False |
False |
723,137 |
| 40 |
121-030 |
112-255 |
8-095 |
7.2% |
0-303 |
0.8% |
28% |
False |
False |
369,696 |
| 60 |
122-280 |
112-255 |
10-025 |
8.8% |
0-228 |
0.6% |
23% |
False |
False |
246,465 |
| 80 |
124-110 |
112-255 |
11-175 |
10.0% |
0-171 |
0.5% |
20% |
False |
False |
184,849 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-137 |
0.4% |
20% |
False |
False |
147,880 |
| 120 |
125-140 |
112-255 |
12-205 |
11.0% |
0-114 |
0.3% |
19% |
False |
False |
123,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-160 |
|
2.618 |
117-278 |
|
1.618 |
116-278 |
|
1.000 |
116-080 |
|
0.618 |
115-278 |
|
HIGH |
115-080 |
|
0.618 |
114-278 |
|
0.500 |
114-240 |
|
0.382 |
114-202 |
|
LOW |
114-080 |
|
0.618 |
113-202 |
|
1.000 |
113-080 |
|
1.618 |
112-202 |
|
2.618 |
111-202 |
|
4.250 |
110-000 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-003 |
114-289 |
| PP |
114-282 |
114-213 |
| S1 |
114-240 |
114-138 |
|