ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-030 |
116-250 |
0-220 |
0.6% |
117-190 |
| High |
117-040 |
116-280 |
-0-080 |
-0.2% |
118-020 |
| Low |
116-020 |
115-080 |
-0-260 |
-0.7% |
115-120 |
| Close |
117-000 |
115-135 |
-1-185 |
-1.3% |
117-000 |
| Range |
1-020 |
1-200 |
0-180 |
52.9% |
2-220 |
| ATR |
0-307 |
1-005 |
0-018 |
5.9% |
0-000 |
| Volume |
855,009 |
899,980 |
44,971 |
5.3% |
1,962,047 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-232 |
119-223 |
116-101 |
|
| R3 |
119-032 |
118-023 |
115-278 |
|
| R2 |
117-152 |
117-152 |
115-230 |
|
| R1 |
116-143 |
116-143 |
115-183 |
116-048 |
| PP |
115-272 |
115-272 |
115-272 |
115-224 |
| S1 |
114-263 |
114-263 |
115-087 |
114-168 |
| S2 |
114-072 |
114-072 |
115-040 |
|
| S3 |
112-192 |
113-063 |
114-312 |
|
| S4 |
110-312 |
111-183 |
114-169 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-280 |
123-200 |
118-153 |
|
| R3 |
122-060 |
120-300 |
117-236 |
|
| R2 |
119-160 |
119-160 |
117-158 |
|
| R1 |
118-080 |
118-080 |
117-079 |
117-170 |
| PP |
116-260 |
116-260 |
116-260 |
116-145 |
| S1 |
115-180 |
115-180 |
116-241 |
114-270 |
| S2 |
114-040 |
114-040 |
116-162 |
|
| S3 |
111-140 |
112-280 |
116-084 |
|
| S4 |
108-240 |
110-060 |
115-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-020 |
115-080 |
2-260 |
2.4% |
1-106 |
1.2% |
6% |
False |
True |
572,405 |
| 10 |
120-070 |
115-080 |
4-310 |
4.3% |
1-054 |
1.0% |
3% |
False |
True |
312,011 |
| 20 |
120-150 |
115-080 |
5-070 |
4.5% |
0-300 |
0.8% |
3% |
False |
True |
158,727 |
| 40 |
122-090 |
115-080 |
7-010 |
6.1% |
0-211 |
0.6% |
2% |
False |
True |
79,679 |
| 60 |
124-110 |
115-080 |
9-030 |
7.9% |
0-147 |
0.4% |
2% |
False |
True |
53,120 |
| 80 |
124-110 |
115-080 |
9-030 |
7.9% |
0-110 |
0.3% |
2% |
False |
True |
39,841 |
| 100 |
124-110 |
115-080 |
9-030 |
7.9% |
0-088 |
0.2% |
2% |
False |
True |
31,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-250 |
|
2.618 |
121-041 |
|
1.618 |
119-161 |
|
1.000 |
118-160 |
|
0.618 |
117-281 |
|
HIGH |
116-280 |
|
0.618 |
116-081 |
|
0.500 |
116-020 |
|
0.382 |
115-279 |
|
LOW |
115-080 |
|
0.618 |
114-079 |
|
1.000 |
113-200 |
|
1.618 |
112-199 |
|
2.618 |
110-319 |
|
4.250 |
108-110 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-020 |
116-060 |
| PP |
115-272 |
115-298 |
| S1 |
115-203 |
115-217 |
|