ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-085 |
114-240 |
0-155 |
0.4% |
113-145 |
| High |
114-290 |
115-095 |
0-125 |
0.3% |
114-200 |
| Low |
114-085 |
114-095 |
0-010 |
0.0% |
112-255 |
| Close |
114-260 |
115-025 |
0-085 |
0.2% |
114-110 |
| Range |
0-205 |
1-000 |
0-115 |
56.1% |
1-265 |
| ATR |
0-319 |
0-319 |
0-000 |
0.0% |
0-000 |
| Volume |
574,693 |
517,590 |
-57,103 |
-9.9% |
3,989,511 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-285 |
117-155 |
115-201 |
|
| R3 |
116-285 |
116-155 |
115-113 |
|
| R2 |
115-285 |
115-285 |
115-084 |
|
| R1 |
115-155 |
115-155 |
115-054 |
115-220 |
| PP |
114-285 |
114-285 |
114-285 |
114-318 |
| S1 |
114-155 |
114-155 |
114-316 |
114-220 |
| S2 |
113-285 |
113-285 |
114-286 |
|
| S3 |
112-285 |
113-155 |
114-257 |
|
| S4 |
111-285 |
112-155 |
114-169 |
|
|
| 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 |
115-095 |
112-255 |
2-160 |
2.2% |
0-298 |
0.8% |
91% |
True |
False |
667,575 |
| 10 |
116-120 |
112-255 |
3-185 |
3.1% |
1-007 |
0.9% |
64% |
False |
False |
762,639 |
| 20 |
119-260 |
112-255 |
7-005 |
6.1% |
1-024 |
0.9% |
33% |
False |
False |
581,214 |
| 40 |
121-270 |
112-255 |
9-015 |
7.9% |
0-282 |
0.8% |
25% |
False |
False |
292,486 |
| 60 |
124-110 |
112-255 |
11-175 |
10.0% |
0-205 |
0.6% |
20% |
False |
False |
194,991 |
| 80 |
124-110 |
112-255 |
11-175 |
10.0% |
0-154 |
0.4% |
20% |
False |
False |
146,244 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-123 |
0.3% |
20% |
False |
False |
116,995 |
| 120 |
125-240 |
112-255 |
12-305 |
11.3% |
0-103 |
0.3% |
18% |
False |
False |
97,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-175 |
|
2.618 |
117-293 |
|
1.618 |
116-293 |
|
1.000 |
116-095 |
|
0.618 |
115-293 |
|
HIGH |
115-095 |
|
0.618 |
114-293 |
|
0.500 |
114-255 |
|
0.382 |
114-217 |
|
LOW |
114-095 |
|
0.618 |
113-217 |
|
1.000 |
113-095 |
|
1.618 |
112-217 |
|
2.618 |
111-217 |
|
4.250 |
110-015 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-315 |
114-299 |
| PP |
114-285 |
114-253 |
| S1 |
114-255 |
114-208 |
|