ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-265 |
116-230 |
-1-035 |
-0.9% |
118-115 |
| High |
117-265 |
116-230 |
-1-035 |
-0.9% |
118-145 |
| Low |
116-155 |
115-020 |
-1-135 |
-1.2% |
115-020 |
| Close |
116-225 |
115-040 |
-1-185 |
-1.4% |
115-040 |
| Range |
1-110 |
1-210 |
0-100 |
23.3% |
3-125 |
| ATR |
1-022 |
1-035 |
0-013 |
3.9% |
0-000 |
| Volume |
63,957 |
31,296 |
-32,661 |
-51.1% |
592,096 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-193 |
119-167 |
116-012 |
|
| R3 |
118-303 |
117-277 |
115-186 |
|
| R2 |
117-093 |
117-093 |
115-137 |
|
| R1 |
116-067 |
116-067 |
115-089 |
115-295 |
| PP |
115-203 |
115-203 |
115-203 |
115-158 |
| S1 |
114-177 |
114-177 |
114-311 |
114-085 |
| S2 |
113-313 |
113-313 |
114-263 |
|
| S3 |
112-103 |
112-287 |
114-214 |
|
| S4 |
110-213 |
111-077 |
114-068 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-123 |
124-047 |
116-317 |
|
| R3 |
122-318 |
120-242 |
116-018 |
|
| R2 |
119-193 |
119-193 |
115-239 |
|
| R1 |
117-117 |
117-117 |
115-139 |
116-252 |
| PP |
116-068 |
116-068 |
116-068 |
115-296 |
| S1 |
113-312 |
113-312 |
114-261 |
113-128 |
| S2 |
112-263 |
112-263 |
114-161 |
|
| S3 |
109-138 |
110-187 |
114-062 |
|
| S4 |
106-013 |
107-062 |
113-083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-145 |
115-020 |
3-125 |
2.9% |
1-081 |
1.1% |
2% |
False |
True |
118,419 |
| 10 |
120-035 |
115-020 |
5-015 |
4.4% |
1-075 |
1.1% |
1% |
False |
True |
630,806 |
| 20 |
122-020 |
115-020 |
7-000 |
6.1% |
1-021 |
0.9% |
1% |
False |
True |
627,337 |
| 40 |
123-275 |
115-020 |
8-255 |
7.6% |
0-311 |
0.8% |
1% |
False |
True |
588,320 |
| 60 |
126-040 |
115-020 |
11-020 |
9.6% |
1-009 |
0.9% |
1% |
False |
True |
601,253 |
| 80 |
126-040 |
115-020 |
11-020 |
9.6% |
1-028 |
0.9% |
1% |
False |
True |
539,247 |
| 100 |
126-040 |
115-020 |
11-020 |
9.6% |
1-033 |
1.0% |
1% |
False |
True |
432,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-242 |
|
2.618 |
121-018 |
|
1.618 |
119-128 |
|
1.000 |
118-120 |
|
0.618 |
117-238 |
|
HIGH |
116-230 |
|
0.618 |
116-028 |
|
0.500 |
115-285 |
|
0.382 |
115-222 |
|
LOW |
115-020 |
|
0.618 |
114-012 |
|
1.000 |
113-130 |
|
1.618 |
112-122 |
|
2.618 |
110-232 |
|
4.250 |
108-008 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-285 |
116-180 |
| PP |
115-203 |
116-027 |
| S1 |
115-122 |
115-193 |
|