ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-075 |
115-015 |
-0-060 |
-0.2% |
118-115 |
| High |
115-150 |
115-180 |
0-030 |
0.1% |
118-145 |
| Low |
114-280 |
115-010 |
0-050 |
0.1% |
115-020 |
| Close |
114-315 |
115-125 |
0-130 |
0.4% |
115-040 |
| Range |
0-190 |
0-170 |
-0-020 |
-10.5% |
3-125 |
| ATR |
1-023 |
1-012 |
-0-011 |
-3.3% |
0-000 |
| Volume |
23,472 |
11,979 |
-11,493 |
-49.0% |
592,096 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-295 |
116-220 |
115-218 |
|
| R3 |
116-125 |
116-050 |
115-172 |
|
| R2 |
115-275 |
115-275 |
115-156 |
|
| R1 |
115-200 |
115-200 |
115-141 |
115-238 |
| PP |
115-105 |
115-105 |
115-105 |
115-124 |
| S1 |
115-030 |
115-030 |
115-109 |
115-068 |
| S2 |
114-255 |
114-255 |
115-094 |
|
| S3 |
114-085 |
114-180 |
115-078 |
|
| S4 |
113-235 |
114-010 |
115-032 |
|
|
| 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 |
118-020 |
114-280 |
3-060 |
2.8% |
1-002 |
0.9% |
16% |
False |
False |
42,425 |
| 10 |
118-240 |
114-280 |
3-280 |
3.4% |
1-037 |
1.0% |
13% |
False |
False |
458,966 |
| 20 |
122-020 |
114-280 |
7-060 |
6.2% |
1-008 |
0.9% |
7% |
False |
False |
552,252 |
| 40 |
123-275 |
114-280 |
8-315 |
7.8% |
0-304 |
0.8% |
6% |
False |
False |
563,642 |
| 60 |
126-040 |
114-280 |
11-080 |
9.7% |
1-003 |
0.9% |
5% |
False |
False |
576,300 |
| 80 |
126-040 |
114-280 |
11-080 |
9.7% |
1-025 |
0.9% |
5% |
False |
False |
539,373 |
| 100 |
126-040 |
114-280 |
11-080 |
9.7% |
1-031 |
0.9% |
5% |
False |
False |
432,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-262 |
|
2.618 |
116-305 |
|
1.618 |
116-135 |
|
1.000 |
116-030 |
|
0.618 |
115-285 |
|
HIGH |
115-180 |
|
0.618 |
115-115 |
|
0.500 |
115-095 |
|
0.382 |
115-075 |
|
LOW |
115-010 |
|
0.618 |
114-225 |
|
1.000 |
114-160 |
|
1.618 |
114-055 |
|
2.618 |
113-205 |
|
4.250 |
112-248 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-115 |
115-255 |
| PP |
115-105 |
115-212 |
| S1 |
115-095 |
115-168 |
|