ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-080 |
117-130 |
0-050 |
0.1% |
119-050 |
| High |
117-195 |
118-020 |
0-145 |
0.4% |
119-185 |
| Low |
116-265 |
117-050 |
0-105 |
0.3% |
116-300 |
| Close |
117-075 |
117-265 |
0-190 |
0.5% |
118-200 |
| Range |
0-250 |
0-290 |
0-040 |
16.0% |
2-205 |
| ATR |
1-018 |
1-015 |
-0-003 |
-1.0% |
0-000 |
| Volume |
96,154 |
81,421 |
-14,733 |
-15.3% |
4,635,762 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-128 |
120-007 |
118-104 |
|
| R3 |
119-158 |
119-037 |
118-025 |
|
| R2 |
118-188 |
118-188 |
117-318 |
|
| R1 |
118-067 |
118-067 |
117-292 |
118-128 |
| PP |
117-218 |
117-218 |
117-218 |
117-249 |
| S1 |
117-097 |
117-097 |
117-238 |
117-158 |
| S2 |
116-248 |
116-248 |
117-212 |
|
| S3 |
115-278 |
116-127 |
117-185 |
|
| S4 |
114-308 |
115-157 |
117-106 |
|
|
| 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% |
1-031 |
0.9% |
52% |
False |
False |
693,709 |
| 10 |
121-110 |
116-265 |
4-165 |
3.8% |
1-060 |
1.0% |
22% |
False |
False |
757,530 |
| 20 |
122-020 |
116-265 |
5-075 |
4.4% |
1-005 |
0.9% |
19% |
False |
False |
676,867 |
| 40 |
123-275 |
116-265 |
7-010 |
6.0% |
0-296 |
0.8% |
14% |
False |
False |
608,179 |
| 60 |
126-040 |
116-265 |
9-095 |
7.9% |
1-006 |
0.9% |
11% |
False |
False |
619,060 |
| 80 |
126-040 |
116-265 |
9-095 |
7.9% |
1-025 |
0.9% |
11% |
False |
False |
538,186 |
| 100 |
126-040 |
116-265 |
9-095 |
7.9% |
1-031 |
0.9% |
11% |
False |
False |
431,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-292 |
|
2.618 |
120-139 |
|
1.618 |
119-169 |
|
1.000 |
118-310 |
|
0.618 |
118-199 |
|
HIGH |
118-020 |
|
0.618 |
117-229 |
|
0.500 |
117-195 |
|
0.382 |
117-161 |
|
LOW |
117-050 |
|
0.618 |
116-191 |
|
1.000 |
116-080 |
|
1.618 |
115-221 |
|
2.618 |
114-251 |
|
4.250 |
113-098 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-242 |
117-245 |
| PP |
117-218 |
117-225 |
| S1 |
117-195 |
117-205 |
|