ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-095 |
114-020 |
0-245 |
0.7% |
113-145 |
| High |
114-110 |
114-200 |
0-090 |
0.2% |
114-200 |
| Low |
112-255 |
114-000 |
1-065 |
1.1% |
112-255 |
| Close |
114-010 |
114-110 |
0-100 |
0.3% |
114-110 |
| Range |
1-175 |
0-200 |
-0-295 |
-59.6% |
1-265 |
| ATR |
1-017 |
1-007 |
-0-010 |
-2.9% |
0-000 |
| Volume |
791,808 |
872,250 |
80,442 |
10.2% |
3,989,511 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-063 |
115-287 |
114-220 |
|
| R3 |
115-183 |
115-087 |
114-165 |
|
| R2 |
114-303 |
114-303 |
114-147 |
|
| R1 |
114-207 |
114-207 |
114-128 |
114-255 |
| PP |
114-103 |
114-103 |
114-103 |
114-128 |
| S1 |
114-007 |
114-007 |
114-092 |
114-055 |
| S2 |
113-223 |
113-223 |
114-073 |
|
| S3 |
113-023 |
113-127 |
114-055 |
|
| S4 |
112-143 |
112-247 |
114-000 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-130 |
118-225 |
115-112 |
|
| R3 |
117-185 |
116-280 |
114-271 |
|
| R2 |
115-240 |
115-240 |
114-217 |
|
| R1 |
115-015 |
115-015 |
114-164 |
115-128 |
| PP |
113-295 |
113-295 |
113-295 |
114-031 |
| S1 |
113-070 |
113-070 |
114-056 |
113-182 |
| S2 |
112-030 |
112-030 |
114-003 |
|
| S3 |
110-085 |
111-125 |
113-269 |
|
| S4 |
108-140 |
109-180 |
113-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-200 |
112-255 |
1-265 |
1.6% |
0-286 |
0.8% |
85% |
True |
False |
797,902 |
| 10 |
116-280 |
112-255 |
4-025 |
3.6% |
1-032 |
1.0% |
38% |
False |
False |
831,999 |
| 20 |
120-110 |
112-255 |
7-175 |
6.6% |
1-028 |
1.0% |
20% |
False |
False |
527,633 |
| 40 |
121-270 |
112-255 |
9-015 |
7.9% |
0-270 |
0.7% |
17% |
False |
False |
265,179 |
| 60 |
124-110 |
112-255 |
11-175 |
10.1% |
0-197 |
0.5% |
13% |
False |
False |
176,787 |
| 80 |
124-110 |
112-255 |
11-175 |
10.1% |
0-147 |
0.4% |
13% |
False |
False |
132,590 |
| 100 |
124-110 |
112-255 |
11-175 |
10.1% |
0-118 |
0.3% |
13% |
False |
False |
106,073 |
| 120 |
125-240 |
112-255 |
12-305 |
11.3% |
0-098 |
0.3% |
12% |
False |
False |
88,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-090 |
|
2.618 |
116-084 |
|
1.618 |
115-204 |
|
1.000 |
115-080 |
|
0.618 |
115-004 |
|
HIGH |
114-200 |
|
0.618 |
114-124 |
|
0.500 |
114-100 |
|
0.382 |
114-076 |
|
LOW |
114-000 |
|
0.618 |
113-196 |
|
1.000 |
113-120 |
|
1.618 |
112-316 |
|
2.618 |
112-116 |
|
4.250 |
111-110 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-107 |
114-042 |
| PP |
114-103 |
113-295 |
| S1 |
114-100 |
113-228 |
|