ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
118-100 |
-0-270 |
-0.7% |
121-145 |
| High |
119-185 |
118-220 |
-0-285 |
-0.7% |
121-240 |
| Low |
118-095 |
117-045 |
-1-050 |
-1.0% |
119-025 |
| Close |
118-235 |
117-165 |
-1-070 |
-1.0% |
119-055 |
| Range |
1-090 |
1-175 |
0-085 |
20.7% |
2-215 |
| ATR |
0-307 |
1-002 |
0-014 |
4.7% |
0-000 |
| Volume |
673,648 |
990,408 |
316,760 |
47.0% |
3,530,808 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-135 |
121-165 |
118-117 |
|
| R3 |
120-280 |
119-310 |
117-301 |
|
| R2 |
119-105 |
119-105 |
117-256 |
|
| R1 |
118-135 |
118-135 |
117-210 |
118-032 |
| PP |
117-250 |
117-250 |
117-250 |
117-199 |
| S1 |
116-280 |
116-280 |
117-120 |
116-178 |
| S2 |
116-075 |
116-075 |
117-074 |
|
| S3 |
114-220 |
115-105 |
117-029 |
|
| S4 |
113-045 |
113-250 |
116-213 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-005 |
126-085 |
120-205 |
|
| R3 |
125-110 |
123-190 |
119-290 |
|
| R2 |
122-215 |
122-215 |
119-212 |
|
| R1 |
120-295 |
120-295 |
119-133 |
120-148 |
| PP |
120-000 |
120-000 |
120-000 |
119-246 |
| S1 |
118-080 |
118-080 |
118-297 |
117-252 |
| S2 |
117-105 |
117-105 |
118-218 |
|
| S3 |
114-210 |
115-185 |
118-140 |
|
| S4 |
111-315 |
112-290 |
117-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-110 |
117-045 |
4-065 |
3.6% |
1-088 |
1.1% |
9% |
False |
True |
821,352 |
| 10 |
122-020 |
117-045 |
4-295 |
4.2% |
1-008 |
0.9% |
8% |
False |
True |
694,629 |
| 20 |
122-020 |
117-045 |
4-295 |
4.2% |
0-300 |
0.8% |
8% |
False |
True |
646,052 |
| 40 |
124-180 |
117-045 |
7-135 |
6.3% |
0-290 |
0.8% |
5% |
False |
True |
591,279 |
| 60 |
126-040 |
117-045 |
8-315 |
7.6% |
1-009 |
0.9% |
4% |
False |
True |
621,874 |
| 80 |
126-040 |
117-045 |
8-315 |
7.6% |
1-025 |
0.9% |
4% |
False |
True |
495,184 |
| 100 |
126-040 |
117-045 |
8-315 |
7.6% |
1-032 |
0.9% |
4% |
False |
True |
396,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-084 |
|
2.618 |
122-236 |
|
1.618 |
121-061 |
|
1.000 |
120-075 |
|
0.618 |
119-206 |
|
HIGH |
118-220 |
|
0.618 |
118-031 |
|
0.500 |
117-292 |
|
0.382 |
117-234 |
|
LOW |
117-045 |
|
0.618 |
116-059 |
|
1.000 |
115-190 |
|
1.618 |
114-204 |
|
2.618 |
113-029 |
|
4.250 |
110-181 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-292 |
118-200 |
| PP |
117-250 |
118-082 |
| S1 |
117-208 |
117-283 |
|