ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-235 |
118-115 |
0-200 |
0.5% |
119-050 |
| High |
118-240 |
118-145 |
-0-095 |
-0.3% |
119-185 |
| Low |
117-200 |
116-280 |
-0-240 |
-0.6% |
116-300 |
| Close |
118-200 |
117-015 |
-1-185 |
-1.3% |
118-200 |
| Range |
1-040 |
1-185 |
0-145 |
40.3% |
2-205 |
| ATR |
1-009 |
1-025 |
0-017 |
5.0% |
0-000 |
| Volume |
1,469,628 |
319,268 |
-1,150,360 |
-78.3% |
4,635,762 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-062 |
121-063 |
117-293 |
|
| R3 |
120-197 |
119-198 |
117-154 |
|
| R2 |
119-012 |
119-012 |
117-108 |
|
| R1 |
118-013 |
118-013 |
117-061 |
117-240 |
| PP |
117-147 |
117-147 |
117-147 |
117-100 |
| S1 |
116-148 |
116-148 |
116-289 |
116-055 |
| S2 |
115-282 |
115-282 |
116-242 |
|
| S3 |
114-097 |
114-283 |
116-196 |
|
| S4 |
112-232 |
113-098 |
116-057 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-097 |
125-033 |
120-025 |
|
| R3 |
123-212 |
122-148 |
119-112 |
|
| R2 |
121-007 |
121-007 |
119-035 |
|
| R1 |
119-263 |
119-263 |
118-277 |
119-032 |
| PP |
118-122 |
118-122 |
118-122 |
118-006 |
| S1 |
117-058 |
117-058 |
118-123 |
116-148 |
| S2 |
115-237 |
115-237 |
118-045 |
|
| S3 |
113-032 |
114-173 |
117-288 |
|
| S4 |
110-147 |
111-288 |
117-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-185 |
116-280 |
2-225 |
2.3% |
1-104 |
1.1% |
6% |
False |
True |
991,006 |
| 10 |
121-240 |
116-280 |
4-280 |
4.2% |
1-057 |
1.0% |
4% |
False |
True |
848,583 |
| 20 |
122-020 |
116-280 |
5-060 |
4.4% |
0-315 |
0.8% |
3% |
False |
True |
705,674 |
| 40 |
123-275 |
116-280 |
6-315 |
6.0% |
0-300 |
0.8% |
2% |
False |
True |
637,717 |
| 60 |
126-040 |
116-280 |
9-080 |
7.9% |
1-007 |
0.9% |
2% |
False |
True |
643,127 |
| 80 |
126-040 |
116-280 |
9-080 |
7.9% |
1-026 |
0.9% |
2% |
False |
True |
536,168 |
| 100 |
126-040 |
116-280 |
9-080 |
7.9% |
1-033 |
0.9% |
2% |
False |
True |
429,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-051 |
|
2.618 |
122-187 |
|
1.618 |
121-002 |
|
1.000 |
120-010 |
|
0.618 |
119-137 |
|
HIGH |
118-145 |
|
0.618 |
117-272 |
|
0.500 |
117-212 |
|
0.382 |
117-153 |
|
LOW |
116-280 |
|
0.618 |
115-288 |
|
1.000 |
115-095 |
|
1.618 |
114-103 |
|
2.618 |
112-238 |
|
4.250 |
110-054 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-212 |
117-260 |
| PP |
117-147 |
117-178 |
| S1 |
117-081 |
117-097 |
|