ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
117-080 |
-1-035 |
-0.9% |
119-050 |
| High |
118-145 |
117-195 |
-0-270 |
-0.7% |
119-185 |
| Low |
116-280 |
116-265 |
-0-015 |
0.0% |
116-300 |
| Close |
117-015 |
117-075 |
0-060 |
0.2% |
118-200 |
| Range |
1-185 |
0-250 |
-0-255 |
-50.5% |
2-205 |
| ATR |
1-025 |
1-018 |
-0-007 |
-2.0% |
0-000 |
| Volume |
319,268 |
96,154 |
-223,114 |
-69.9% |
4,635,762 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-182 |
119-058 |
117-212 |
|
| R3 |
118-252 |
118-128 |
117-144 |
|
| R2 |
118-002 |
118-002 |
117-121 |
|
| R1 |
117-198 |
117-198 |
117-098 |
117-135 |
| PP |
117-072 |
117-072 |
117-072 |
117-040 |
| S1 |
116-268 |
116-268 |
117-052 |
116-205 |
| S2 |
116-142 |
116-142 |
117-029 |
|
| S3 |
115-212 |
116-018 |
117-006 |
|
| S4 |
114-282 |
115-088 |
116-258 |
|
|
| 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 |
118-240 |
116-265 |
1-295 |
1.6% |
1-072 |
1.0% |
21% |
False |
True |
875,507 |
| 10 |
121-110 |
116-265 |
4-165 |
3.9% |
1-044 |
1.0% |
9% |
False |
True |
805,047 |
| 20 |
122-020 |
116-265 |
5-075 |
4.5% |
1-000 |
0.9% |
8% |
False |
True |
691,382 |
| 40 |
123-275 |
116-265 |
7-010 |
6.0% |
0-294 |
0.8% |
6% |
False |
True |
624,975 |
| 60 |
126-040 |
116-265 |
9-095 |
7.9% |
1-006 |
0.9% |
4% |
False |
True |
631,541 |
| 80 |
126-040 |
116-265 |
9-095 |
7.9% |
1-025 |
0.9% |
4% |
False |
True |
537,278 |
| 100 |
126-040 |
116-265 |
9-095 |
7.9% |
1-032 |
0.9% |
4% |
False |
True |
430,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-298 |
|
2.618 |
119-210 |
|
1.618 |
118-280 |
|
1.000 |
118-125 |
|
0.618 |
118-030 |
|
HIGH |
117-195 |
|
0.618 |
117-100 |
|
0.500 |
117-070 |
|
0.382 |
117-040 |
|
LOW |
116-265 |
|
0.618 |
116-110 |
|
1.000 |
116-015 |
|
1.618 |
115-180 |
|
2.618 |
114-250 |
|
4.250 |
113-162 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-073 |
117-252 |
| PP |
117-072 |
117-193 |
| S1 |
117-070 |
117-134 |
|