ECBOT 10 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-290 |
115-140 |
-1-150 |
-1.3% |
116-040 |
| High |
116-290 |
116-035 |
-0-255 |
-0.7% |
117-125 |
| Low |
115-185 |
115-110 |
-0-075 |
-0.2% |
115-110 |
| Close |
115-210 |
116-010 |
0-120 |
0.3% |
116-010 |
| Range |
1-105 |
0-245 |
-0-180 |
-42.4% |
2-015 |
| ATR |
0-317 |
0-312 |
-0-005 |
-1.6% |
0-000 |
| Volume |
10,063 |
8,356 |
-1,707 |
-17.0% |
41,017 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-040 |
117-270 |
116-145 |
|
| R3 |
117-115 |
117-025 |
116-077 |
|
| R2 |
116-190 |
116-190 |
116-055 |
|
| R1 |
116-100 |
116-100 |
116-032 |
116-145 |
| PP |
115-265 |
115-265 |
115-265 |
115-288 |
| S1 |
115-175 |
115-175 |
115-308 |
115-220 |
| S2 |
115-020 |
115-020 |
115-285 |
|
| S3 |
114-095 |
114-250 |
115-263 |
|
| S4 |
113-170 |
114-005 |
115-195 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-127 |
121-083 |
117-050 |
|
| R3 |
120-112 |
119-068 |
116-190 |
|
| R2 |
118-097 |
118-097 |
116-130 |
|
| R1 |
117-053 |
117-053 |
116-070 |
116-228 |
| PP |
116-082 |
116-082 |
116-082 |
116-009 |
| S1 |
115-038 |
115-038 |
115-270 |
114-212 |
| S2 |
114-067 |
114-067 |
115-210 |
|
| S3 |
112-052 |
113-023 |
115-150 |
|
| S4 |
110-037 |
111-008 |
114-290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-125 |
115-110 |
2-015 |
1.8% |
0-266 |
0.7% |
34% |
False |
True |
8,203 |
| 10 |
117-125 |
114-160 |
2-285 |
2.5% |
0-264 |
0.7% |
53% |
False |
False |
9,600 |
| 20 |
120-035 |
114-160 |
5-195 |
4.8% |
1-009 |
0.9% |
27% |
False |
False |
320,203 |
| 40 |
122-225 |
114-160 |
8-065 |
7.1% |
0-304 |
0.8% |
19% |
False |
False |
458,680 |
| 60 |
124-180 |
114-160 |
10-020 |
8.7% |
0-297 |
0.8% |
15% |
False |
False |
485,574 |
| 80 |
126-040 |
114-160 |
11-200 |
10.0% |
1-008 |
0.9% |
13% |
False |
False |
532,103 |
| 100 |
126-040 |
114-160 |
11-200 |
10.0% |
1-021 |
0.9% |
13% |
False |
False |
432,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-116 |
|
2.618 |
118-036 |
|
1.618 |
117-111 |
|
1.000 |
116-280 |
|
0.618 |
116-186 |
|
HIGH |
116-035 |
|
0.618 |
115-261 |
|
0.500 |
115-232 |
|
0.382 |
115-204 |
|
LOW |
115-110 |
|
0.618 |
114-279 |
|
1.000 |
114-185 |
|
1.618 |
114-034 |
|
2.618 |
113-109 |
|
4.250 |
112-029 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-298 |
116-118 |
| PP |
115-265 |
116-082 |
| S1 |
115-232 |
116-046 |
|