ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-140 |
115-070 |
0-250 |
0.7% |
114-085 |
| High |
115-080 |
115-190 |
0-110 |
0.3% |
115-250 |
| Low |
114-080 |
114-270 |
0-190 |
0.5% |
113-190 |
| Close |
115-045 |
115-155 |
0-110 |
0.3% |
114-120 |
| Range |
1-000 |
0-240 |
-0-080 |
-25.0% |
2-060 |
| ATR |
1-007 |
1-001 |
-0-006 |
-1.9% |
0-000 |
| Volume |
612,918 |
538,689 |
-74,229 |
-12.1% |
3,567,789 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-178 |
117-087 |
115-287 |
|
| R3 |
116-258 |
116-167 |
115-221 |
|
| R2 |
116-018 |
116-018 |
115-199 |
|
| R1 |
115-247 |
115-247 |
115-177 |
115-292 |
| PP |
115-098 |
115-098 |
115-098 |
115-121 |
| S1 |
115-007 |
115-007 |
115-133 |
115-052 |
| S2 |
114-178 |
114-178 |
115-111 |
|
| S3 |
113-258 |
114-087 |
115-089 |
|
| S4 |
113-018 |
113-167 |
115-023 |
|
|
| 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% |
1-005 |
0.9% |
86% |
False |
False |
725,422 |
| 10 |
115-250 |
112-255 |
2-315 |
2.6% |
0-312 |
0.8% |
90% |
False |
False |
696,499 |
| 20 |
117-050 |
112-255 |
4-115 |
3.8% |
1-023 |
0.9% |
62% |
False |
False |
745,631 |
| 40 |
121-030 |
112-255 |
8-095 |
7.2% |
0-304 |
0.8% |
32% |
False |
False |
383,132 |
| 60 |
122-170 |
112-255 |
9-235 |
8.4% |
0-232 |
0.6% |
28% |
False |
False |
255,443 |
| 80 |
124-110 |
112-255 |
11-175 |
10.0% |
0-174 |
0.5% |
23% |
False |
False |
191,583 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-139 |
0.4% |
23% |
False |
False |
153,266 |
| 120 |
125-140 |
112-255 |
12-205 |
10.9% |
0-116 |
0.3% |
21% |
False |
False |
127,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-250 |
|
2.618 |
117-178 |
|
1.618 |
116-258 |
|
1.000 |
116-110 |
|
0.618 |
116-018 |
|
HIGH |
115-190 |
|
0.618 |
115-098 |
|
0.500 |
115-070 |
|
0.382 |
115-042 |
|
LOW |
114-270 |
|
0.618 |
114-122 |
|
1.000 |
114-030 |
|
1.618 |
113-202 |
|
2.618 |
112-282 |
|
4.250 |
111-210 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-127 |
115-060 |
| PP |
115-098 |
114-285 |
| S1 |
115-070 |
114-190 |
|