ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-075 |
116-095 |
0-020 |
0.1% |
114-140 |
| High |
116-165 |
116-230 |
0-065 |
0.2% |
116-165 |
| Low |
115-265 |
116-035 |
0-090 |
0.2% |
114-080 |
| Close |
116-130 |
116-145 |
0-015 |
0.0% |
116-130 |
| Range |
0-220 |
0-195 |
-0-025 |
-11.4% |
2-085 |
| ATR |
1-007 |
0-317 |
-0-009 |
-2.9% |
0-000 |
| Volume |
905,455 |
644,965 |
-260,490 |
-28.8% |
3,589,722 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-082 |
117-308 |
116-252 |
|
| R3 |
117-207 |
117-113 |
116-199 |
|
| R2 |
117-012 |
117-012 |
116-181 |
|
| R1 |
116-238 |
116-238 |
116-163 |
116-285 |
| PP |
116-137 |
116-137 |
116-137 |
116-160 |
| S1 |
116-043 |
116-043 |
116-127 |
116-090 |
| S2 |
115-262 |
115-262 |
116-109 |
|
| S3 |
115-067 |
115-168 |
116-091 |
|
| S4 |
114-192 |
114-293 |
116-038 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-167 |
121-233 |
117-209 |
|
| R3 |
120-082 |
119-148 |
117-009 |
|
| R2 |
117-317 |
117-317 |
116-263 |
|
| R1 |
117-063 |
117-063 |
116-196 |
117-190 |
| PP |
115-232 |
115-232 |
115-232 |
115-295 |
| S1 |
114-298 |
114-298 |
116-064 |
115-105 |
| S2 |
113-147 |
113-147 |
115-317 |
|
| S3 |
111-062 |
112-213 |
115-251 |
|
| S4 |
108-297 |
110-128 |
115-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-230 |
114-265 |
1-285 |
1.6% |
0-299 |
0.8% |
86% |
True |
False |
724,353 |
| 10 |
116-230 |
113-190 |
3-040 |
2.7% |
1-000 |
0.9% |
92% |
True |
False |
722,778 |
| 20 |
116-230 |
112-255 |
3-295 |
3.4% |
1-000 |
0.9% |
93% |
True |
False |
761,124 |
| 40 |
120-150 |
112-255 |
7-215 |
6.6% |
0-310 |
0.8% |
48% |
False |
False |
459,925 |
| 60 |
122-090 |
112-255 |
9-155 |
8.1% |
0-247 |
0.7% |
39% |
False |
False |
306,828 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-190 |
0.5% |
32% |
False |
False |
230,121 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-152 |
0.4% |
32% |
False |
False |
184,097 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-127 |
0.3% |
32% |
False |
False |
153,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-099 |
|
2.618 |
118-101 |
|
1.618 |
117-226 |
|
1.000 |
117-105 |
|
0.618 |
117-031 |
|
HIGH |
116-230 |
|
0.618 |
116-156 |
|
0.500 |
116-132 |
|
0.382 |
116-109 |
|
LOW |
116-035 |
|
0.618 |
115-234 |
|
1.000 |
115-160 |
|
1.618 |
115-039 |
|
2.618 |
114-164 |
|
4.250 |
113-166 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-141 |
116-072 |
| PP |
116-137 |
116-000 |
| S1 |
116-132 |
115-248 |
|