ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
113-145 |
-1-155 |
-1.3% |
116-250 |
| High |
115-025 |
113-260 |
-1-085 |
-1.1% |
116-280 |
| Low |
113-100 |
112-315 |
-0-105 |
-0.3% |
113-100 |
| Close |
113-130 |
113-080 |
-0-050 |
-0.1% |
113-130 |
| Range |
1-245 |
0-265 |
-0-300 |
-53.1% |
3-180 |
| ATR |
1-025 |
1-019 |
-0-006 |
-1.7% |
0-000 |
| Volume |
733,062 |
1,129,235 |
396,173 |
54.0% |
4,330,482 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-267 |
115-118 |
113-226 |
|
| R3 |
115-002 |
114-173 |
113-153 |
|
| R2 |
114-057 |
114-057 |
113-129 |
|
| R1 |
113-228 |
113-228 |
113-104 |
113-170 |
| PP |
113-112 |
113-112 |
113-112 |
113-082 |
| S1 |
112-283 |
112-283 |
113-056 |
112-225 |
| S2 |
112-167 |
112-167 |
113-031 |
|
| S3 |
111-222 |
112-018 |
113-007 |
|
| S4 |
110-277 |
111-073 |
112-254 |
|
|
| 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 |
116-120 |
112-315 |
3-125 |
3.0% |
1-046 |
1.0% |
8% |
False |
True |
911,947 |
| 10 |
118-020 |
112-315 |
5-025 |
4.5% |
1-076 |
1.1% |
5% |
False |
True |
742,176 |
| 20 |
120-150 |
112-315 |
7-155 |
6.6% |
1-017 |
0.9% |
4% |
False |
True |
385,789 |
| 40 |
122-060 |
112-315 |
9-065 |
8.1% |
0-250 |
0.7% |
3% |
False |
True |
193,673 |
| 60 |
124-110 |
112-315 |
11-115 |
10.0% |
0-177 |
0.5% |
2% |
False |
True |
129,116 |
| 80 |
124-110 |
112-315 |
11-115 |
10.0% |
0-133 |
0.4% |
2% |
False |
True |
96,837 |
| 100 |
124-110 |
112-315 |
11-115 |
10.0% |
0-106 |
0.3% |
2% |
False |
True |
77,470 |
| 120 |
125-240 |
112-315 |
12-245 |
11.3% |
0-089 |
0.2% |
2% |
False |
True |
64,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-106 |
|
2.618 |
115-314 |
|
1.618 |
115-049 |
|
1.000 |
114-205 |
|
0.618 |
114-104 |
|
HIGH |
113-260 |
|
0.618 |
113-159 |
|
0.500 |
113-128 |
|
0.382 |
113-096 |
|
LOW |
112-315 |
|
0.618 |
112-151 |
|
1.000 |
112-050 |
|
1.618 |
111-206 |
|
2.618 |
110-261 |
|
4.250 |
109-149 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-128 |
114-192 |
| PP |
113-112 |
114-048 |
| S1 |
113-096 |
113-224 |
|