ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-065 |
114-300 |
-1-085 |
-1.1% |
116-250 |
| High |
116-070 |
115-025 |
-1-045 |
-1.0% |
116-280 |
| Low |
114-245 |
113-100 |
-1-145 |
-1.3% |
113-100 |
| Close |
115-005 |
113-130 |
-1-195 |
-1.4% |
113-130 |
| Range |
1-145 |
1-245 |
0-100 |
21.5% |
3-180 |
| ATR |
1-008 |
1-025 |
0-017 |
5.2% |
0-000 |
| Volume |
880,703 |
733,062 |
-147,641 |
-16.8% |
4,330,482 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-073 |
118-027 |
114-121 |
|
| R3 |
117-148 |
116-102 |
113-285 |
|
| R2 |
115-223 |
115-223 |
113-234 |
|
| R1 |
114-177 |
114-177 |
113-182 |
114-078 |
| PP |
113-298 |
113-298 |
113-298 |
113-249 |
| S1 |
112-252 |
112-252 |
113-078 |
112-152 |
| S2 |
112-053 |
112-053 |
113-026 |
|
| S3 |
110-128 |
111-007 |
112-295 |
|
| S4 |
108-203 |
109-082 |
112-139 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-070 |
122-280 |
115-117 |
|
| R3 |
121-210 |
119-100 |
114-124 |
|
| R2 |
118-030 |
118-030 |
114-019 |
|
| R1 |
115-240 |
115-240 |
113-234 |
115-045 |
| PP |
114-170 |
114-170 |
114-170 |
114-072 |
| S1 |
112-060 |
112-060 |
113-026 |
111-185 |
| S2 |
110-310 |
110-310 |
112-241 |
|
| S3 |
107-130 |
108-200 |
112-136 |
|
| S4 |
103-270 |
105-020 |
111-143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-280 |
113-100 |
3-180 |
3.1% |
1-097 |
1.1% |
3% |
False |
True |
866,096 |
| 10 |
118-190 |
113-100 |
5-090 |
4.7% |
1-082 |
1.1% |
2% |
False |
True |
642,174 |
| 20 |
120-150 |
113-100 |
7-050 |
6.3% |
1-017 |
0.9% |
1% |
False |
True |
329,422 |
| 40 |
122-060 |
113-100 |
8-280 |
7.8% |
0-245 |
0.7% |
1% |
False |
True |
165,442 |
| 60 |
124-110 |
113-100 |
11-010 |
9.7% |
0-173 |
0.5% |
1% |
False |
True |
110,295 |
| 80 |
124-110 |
113-100 |
11-010 |
9.7% |
0-130 |
0.4% |
1% |
False |
True |
82,722 |
| 100 |
124-110 |
113-100 |
11-010 |
9.7% |
0-104 |
0.3% |
1% |
False |
True |
66,178 |
| 120 |
125-240 |
113-100 |
12-140 |
11.0% |
0-086 |
0.2% |
1% |
False |
True |
55,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-186 |
|
2.618 |
119-224 |
|
1.618 |
117-299 |
|
1.000 |
116-270 |
|
0.618 |
116-054 |
|
HIGH |
115-025 |
|
0.618 |
114-129 |
|
0.500 |
114-062 |
|
0.382 |
113-316 |
|
LOW |
113-100 |
|
0.618 |
112-071 |
|
1.000 |
111-175 |
|
1.618 |
110-146 |
|
2.618 |
108-221 |
|
4.250 |
105-259 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-062 |
114-270 |
| PP |
113-298 |
114-117 |
| S1 |
113-214 |
113-283 |
|