ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-080 |
113-215 |
0-135 |
0.4% |
116-250 |
| High |
113-280 |
113-225 |
-0-055 |
-0.2% |
116-280 |
| Low |
113-080 |
112-275 |
-0-125 |
-0.3% |
113-100 |
| Close |
113-220 |
113-120 |
-0-100 |
-0.3% |
113-130 |
| Range |
0-200 |
0-270 |
0-070 |
35.0% |
3-180 |
| ATR |
1-009 |
1-005 |
-0-004 |
-1.3% |
0-000 |
| Volume |
614,682 |
581,536 |
-33,146 |
-5.4% |
4,330,482 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-270 |
115-145 |
113-268 |
|
| R3 |
115-000 |
114-195 |
113-194 |
|
| R2 |
114-050 |
114-050 |
113-170 |
|
| R1 |
113-245 |
113-245 |
113-145 |
113-172 |
| PP |
113-100 |
113-100 |
113-100 |
113-064 |
| S1 |
112-295 |
112-295 |
113-095 |
112-222 |
| S2 |
112-150 |
112-150 |
113-070 |
|
| S3 |
111-200 |
112-025 |
113-046 |
|
| S4 |
110-250 |
111-075 |
112-292 |
|
|
| 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 |
116-070 |
112-275 |
3-115 |
3.0% |
1-033 |
1.0% |
15% |
False |
True |
787,843 |
| 10 |
117-040 |
112-275 |
4-085 |
3.8% |
1-032 |
1.0% |
12% |
False |
True |
815,988 |
| 20 |
120-150 |
112-275 |
7-195 |
6.7% |
1-016 |
0.9% |
7% |
False |
True |
445,314 |
| 40 |
122-060 |
112-275 |
9-105 |
8.2% |
0-256 |
0.7% |
6% |
False |
True |
223,578 |
| 60 |
124-110 |
112-275 |
11-155 |
10.1% |
0-185 |
0.5% |
4% |
False |
True |
149,053 |
| 80 |
124-110 |
112-275 |
11-155 |
10.1% |
0-139 |
0.4% |
4% |
False |
True |
111,790 |
| 100 |
124-110 |
112-275 |
11-155 |
10.1% |
0-111 |
0.3% |
4% |
False |
True |
89,432 |
| 120 |
125-240 |
112-275 |
12-285 |
11.4% |
0-092 |
0.3% |
4% |
False |
True |
74,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-092 |
|
2.618 |
115-292 |
|
1.618 |
115-022 |
|
1.000 |
114-175 |
|
0.618 |
114-072 |
|
HIGH |
113-225 |
|
0.618 |
113-122 |
|
0.500 |
113-090 |
|
0.382 |
113-058 |
|
LOW |
112-275 |
|
0.618 |
112-108 |
|
1.000 |
112-005 |
|
1.618 |
111-158 |
|
2.618 |
110-208 |
|
4.250 |
109-088 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-110 |
113-119 |
| PP |
113-100 |
113-118 |
| S1 |
113-090 |
113-118 |
|