ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
116-160 |
0-120 |
0.3% |
115-075 |
| High |
116-165 |
116-290 |
0-125 |
0.3% |
116-100 |
| Low |
116-010 |
116-020 |
0-010 |
0.0% |
114-160 |
| Close |
116-145 |
116-240 |
0-095 |
0.3% |
116-010 |
| Range |
0-155 |
0-270 |
0-115 |
74.2% |
1-260 |
| ATR |
0-316 |
0-313 |
-0-003 |
-1.0% |
0-000 |
| Volume |
5,810 |
6,119 |
309 |
5.3% |
54,988 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-033 |
118-247 |
117-068 |
|
| R3 |
118-083 |
117-297 |
116-314 |
|
| R2 |
117-133 |
117-133 |
116-290 |
|
| R1 |
117-027 |
117-027 |
116-265 |
117-080 |
| PP |
116-183 |
116-183 |
116-183 |
116-210 |
| S1 |
116-077 |
116-077 |
116-215 |
116-130 |
| S2 |
115-233 |
115-233 |
116-190 |
|
| S3 |
114-283 |
115-127 |
116-166 |
|
| S4 |
114-013 |
114-177 |
116-092 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-017 |
120-113 |
117-009 |
|
| R3 |
119-077 |
118-173 |
116-170 |
|
| R2 |
117-137 |
117-137 |
116-116 |
|
| R1 |
116-233 |
116-233 |
116-063 |
117-025 |
| PP |
115-197 |
115-197 |
115-197 |
115-252 |
| S1 |
114-293 |
114-293 |
115-277 |
115-085 |
| S2 |
113-257 |
113-257 |
115-224 |
|
| S3 |
111-317 |
113-033 |
115-170 |
|
| S4 |
110-057 |
111-093 |
115-011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-290 |
114-160 |
2-130 |
2.1% |
0-274 |
0.7% |
94% |
True |
False |
6,293 |
| 10 |
118-020 |
114-160 |
3-180 |
3.1% |
0-298 |
0.8% |
63% |
False |
False |
24,359 |
| 20 |
121-110 |
114-160 |
6-270 |
5.9% |
1-011 |
0.9% |
33% |
False |
False |
414,703 |
| 40 |
123-150 |
114-160 |
8-310 |
7.7% |
0-303 |
0.8% |
25% |
False |
False |
503,731 |
| 60 |
124-270 |
114-160 |
10-110 |
8.9% |
0-297 |
0.8% |
22% |
False |
False |
512,681 |
| 80 |
126-040 |
114-160 |
11-200 |
10.0% |
1-011 |
0.9% |
19% |
False |
False |
538,014 |
| 100 |
126-040 |
114-160 |
11-200 |
10.0% |
1-022 |
0.9% |
19% |
False |
False |
432,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-158 |
|
2.618 |
119-037 |
|
1.618 |
118-087 |
|
1.000 |
117-240 |
|
0.618 |
117-137 |
|
HIGH |
116-290 |
|
0.618 |
116-187 |
|
0.500 |
116-155 |
|
0.382 |
116-123 |
|
LOW |
116-020 |
|
0.618 |
115-173 |
|
1.000 |
115-070 |
|
1.618 |
114-223 |
|
2.618 |
113-273 |
|
4.250 |
112-152 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-212 |
116-192 |
| PP |
116-183 |
116-143 |
| S1 |
116-155 |
116-095 |
|