ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-020 |
114-085 |
0-065 |
0.2% |
113-145 |
| High |
114-200 |
114-290 |
0-090 |
0.2% |
114-200 |
| Low |
114-000 |
114-085 |
0-085 |
0.2% |
112-255 |
| Close |
114-110 |
114-260 |
0-150 |
0.4% |
114-110 |
| Range |
0-200 |
0-205 |
0-005 |
2.5% |
1-265 |
| ATR |
1-007 |
0-319 |
-0-009 |
-2.7% |
0-000 |
| Volume |
872,250 |
574,693 |
-297,557 |
-34.1% |
3,989,511 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-187 |
116-108 |
115-053 |
|
| R3 |
115-302 |
115-223 |
114-316 |
|
| R2 |
115-097 |
115-097 |
114-298 |
|
| R1 |
115-018 |
115-018 |
114-279 |
115-058 |
| PP |
114-212 |
114-212 |
114-212 |
114-231 |
| S1 |
114-133 |
114-133 |
114-241 |
114-172 |
| S2 |
114-007 |
114-007 |
114-222 |
|
| S3 |
113-122 |
113-248 |
114-204 |
|
| S4 |
112-237 |
113-043 |
114-147 |
|
|
| 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 |
114-290 |
112-255 |
2-035 |
1.8% |
0-274 |
0.7% |
96% |
True |
False |
686,993 |
| 10 |
116-120 |
112-255 |
3-185 |
3.1% |
1-000 |
0.9% |
56% |
False |
False |
799,470 |
| 20 |
120-070 |
112-255 |
7-135 |
6.5% |
1-027 |
0.9% |
27% |
False |
False |
555,741 |
| 40 |
121-270 |
112-255 |
9-015 |
7.9% |
0-275 |
0.7% |
22% |
False |
False |
279,546 |
| 60 |
124-110 |
112-255 |
11-175 |
10.1% |
0-200 |
0.5% |
17% |
False |
False |
186,365 |
| 80 |
124-110 |
112-255 |
11-175 |
10.1% |
0-150 |
0.4% |
17% |
False |
False |
139,774 |
| 100 |
124-110 |
112-255 |
11-175 |
10.1% |
0-120 |
0.3% |
17% |
False |
False |
111,820 |
| 120 |
125-240 |
112-255 |
12-305 |
11.3% |
0-100 |
0.3% |
16% |
False |
False |
93,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-201 |
|
2.618 |
116-187 |
|
1.618 |
115-302 |
|
1.000 |
115-175 |
|
0.618 |
115-097 |
|
HIGH |
114-290 |
|
0.618 |
114-212 |
|
0.500 |
114-188 |
|
0.382 |
114-163 |
|
LOW |
114-085 |
|
0.618 |
113-278 |
|
1.000 |
113-200 |
|
1.618 |
113-073 |
|
2.618 |
112-188 |
|
4.250 |
111-174 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-236 |
114-158 |
| PP |
114-212 |
114-055 |
| S1 |
114-188 |
113-272 |
|