ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
115-075 |
0-155 |
0.4% |
113-145 |
| High |
115-095 |
115-250 |
0-155 |
0.4% |
114-200 |
| Low |
114-095 |
114-255 |
0-160 |
0.4% |
112-255 |
| Close |
115-025 |
115-110 |
0-085 |
0.2% |
114-110 |
| Range |
1-000 |
0-315 |
-0-005 |
-1.6% |
1-265 |
| ATR |
0-319 |
0-318 |
0-000 |
-0.1% |
0-000 |
| Volume |
517,590 |
708,024 |
190,434 |
36.8% |
3,989,511 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-083 |
117-252 |
115-283 |
|
| R3 |
117-088 |
116-257 |
115-197 |
|
| R2 |
116-093 |
116-093 |
115-168 |
|
| R1 |
115-262 |
115-262 |
115-139 |
116-018 |
| PP |
115-098 |
115-098 |
115-098 |
115-136 |
| S1 |
114-267 |
114-267 |
115-081 |
115-022 |
| S2 |
114-103 |
114-103 |
115-052 |
|
| S3 |
113-108 |
113-272 |
115-023 |
|
| S4 |
112-113 |
112-277 |
114-257 |
|
|
| 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 |
115-250 |
112-255 |
2-315 |
2.6% |
0-307 |
0.8% |
85% |
True |
False |
692,873 |
| 10 |
116-070 |
112-255 |
3-135 |
3.0% |
1-010 |
0.9% |
74% |
False |
False |
740,358 |
| 20 |
119-260 |
112-255 |
7-005 |
6.1% |
1-034 |
1.0% |
36% |
False |
False |
616,037 |
| 40 |
121-030 |
112-255 |
8-095 |
7.2% |
0-282 |
0.8% |
31% |
False |
False |
310,187 |
| 60 |
123-190 |
112-255 |
10-255 |
9.4% |
0-211 |
0.6% |
24% |
False |
False |
206,792 |
| 80 |
124-110 |
112-255 |
11-175 |
10.0% |
0-158 |
0.4% |
22% |
False |
False |
155,094 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-126 |
0.3% |
22% |
False |
False |
124,076 |
| 120 |
125-140 |
112-255 |
12-205 |
11.0% |
0-105 |
0.3% |
20% |
False |
False |
103,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-309 |
|
2.618 |
118-115 |
|
1.618 |
117-120 |
|
1.000 |
116-245 |
|
0.618 |
116-125 |
|
HIGH |
115-250 |
|
0.618 |
115-130 |
|
0.500 |
115-092 |
|
0.382 |
115-055 |
|
LOW |
114-255 |
|
0.618 |
114-060 |
|
1.000 |
113-260 |
|
1.618 |
113-065 |
|
2.618 |
112-070 |
|
4.250 |
110-196 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-104 |
115-076 |
| PP |
115-098 |
115-042 |
| S1 |
115-092 |
115-008 |
|