ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-250 |
115-210 |
-1-040 |
-1.0% |
117-190 |
| High |
116-280 |
115-315 |
-0-285 |
-0.8% |
118-020 |
| Low |
115-080 |
115-065 |
-0-015 |
0.0% |
115-120 |
| Close |
115-135 |
115-190 |
0-055 |
0.1% |
117-000 |
| Range |
1-200 |
0-250 |
-0-270 |
-51.9% |
2-220 |
| ATR |
1-005 |
1-000 |
-0-005 |
-1.7% |
0-000 |
| Volume |
899,980 |
885,901 |
-14,079 |
-1.6% |
1,962,047 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-300 |
117-175 |
116-008 |
|
| R3 |
117-050 |
116-245 |
115-259 |
|
| R2 |
116-120 |
116-120 |
115-236 |
|
| R1 |
115-315 |
115-315 |
115-213 |
115-252 |
| PP |
115-190 |
115-190 |
115-190 |
115-159 |
| S1 |
115-065 |
115-065 |
115-167 |
115-002 |
| S2 |
114-260 |
114-260 |
115-144 |
|
| S3 |
114-010 |
114-135 |
115-121 |
|
| S4 |
113-080 |
113-205 |
115-052 |
|
|
| 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 |
117-050 |
115-065 |
1-305 |
1.7% |
1-074 |
1.1% |
20% |
False |
True |
731,823 |
| 10 |
119-260 |
115-065 |
4-195 |
4.0% |
1-042 |
1.0% |
8% |
False |
True |
399,790 |
| 20 |
120-150 |
115-065 |
5-085 |
4.6% |
0-306 |
0.8% |
7% |
False |
True |
202,881 |
| 40 |
122-060 |
115-065 |
6-315 |
6.0% |
0-215 |
0.6% |
6% |
False |
True |
101,827 |
| 60 |
124-110 |
115-065 |
9-045 |
7.9% |
0-151 |
0.4% |
4% |
False |
True |
67,885 |
| 80 |
124-110 |
115-065 |
9-045 |
7.9% |
0-113 |
0.3% |
4% |
False |
True |
50,914 |
| 100 |
124-110 |
115-065 |
9-045 |
7.9% |
0-090 |
0.2% |
4% |
False |
True |
40,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-098 |
|
2.618 |
118-010 |
|
1.618 |
117-080 |
|
1.000 |
116-245 |
|
0.618 |
116-150 |
|
HIGH |
115-315 |
|
0.618 |
115-220 |
|
0.500 |
115-190 |
|
0.382 |
115-160 |
|
LOW |
115-065 |
|
0.618 |
114-230 |
|
1.000 |
114-135 |
|
1.618 |
113-300 |
|
2.618 |
113-050 |
|
4.250 |
111-282 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-190 |
116-052 |
| PP |
115-190 |
115-312 |
| S1 |
115-190 |
115-251 |
|