ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-130 |
117-265 |
0-135 |
0.4% |
119-050 |
| High |
118-020 |
117-265 |
-0-075 |
-0.2% |
119-185 |
| Low |
117-050 |
116-155 |
-0-215 |
-0.6% |
116-300 |
| Close |
117-265 |
116-225 |
-1-040 |
-1.0% |
118-200 |
| Range |
0-290 |
1-110 |
0-140 |
48.3% |
2-205 |
| ATR |
1-015 |
1-022 |
0-007 |
2.0% |
0-000 |
| Volume |
81,421 |
63,957 |
-17,464 |
-21.4% |
4,635,762 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-012 |
120-068 |
117-142 |
|
| R3 |
119-222 |
118-278 |
117-023 |
|
| R2 |
118-112 |
118-112 |
116-304 |
|
| R1 |
117-168 |
117-168 |
116-264 |
117-085 |
| PP |
117-002 |
117-002 |
117-002 |
116-280 |
| S1 |
116-058 |
116-058 |
116-186 |
115-295 |
| S2 |
115-212 |
115-212 |
116-146 |
|
| S3 |
114-102 |
114-268 |
116-107 |
|
| S4 |
112-312 |
113-158 |
115-308 |
|
|
| 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 |
116-155 |
2-085 |
1.9% |
1-047 |
1.0% |
10% |
False |
True |
406,085 |
| 10 |
121-110 |
116-155 |
4-275 |
4.2% |
1-076 |
1.1% |
5% |
False |
True |
699,331 |
| 20 |
122-020 |
116-155 |
5-185 |
4.8% |
1-013 |
0.9% |
4% |
False |
True |
656,423 |
| 40 |
123-275 |
116-155 |
7-120 |
6.3% |
0-303 |
0.8% |
3% |
False |
True |
597,918 |
| 60 |
126-040 |
116-155 |
9-205 |
8.3% |
1-007 |
0.9% |
2% |
False |
True |
610,486 |
| 80 |
126-040 |
116-155 |
9-205 |
8.3% |
1-027 |
0.9% |
2% |
False |
True |
538,938 |
| 100 |
126-040 |
116-155 |
9-205 |
8.3% |
1-032 |
0.9% |
2% |
False |
True |
431,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-172 |
|
2.618 |
121-111 |
|
1.618 |
120-001 |
|
1.000 |
119-055 |
|
0.618 |
118-211 |
|
HIGH |
117-265 |
|
0.618 |
117-101 |
|
0.500 |
117-050 |
|
0.382 |
116-319 |
|
LOW |
116-155 |
|
0.618 |
115-209 |
|
1.000 |
115-045 |
|
1.618 |
114-099 |
|
2.618 |
112-309 |
|
4.250 |
110-248 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-050 |
117-088 |
| PP |
117-002 |
117-027 |
| S1 |
116-273 |
116-286 |
|