ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-055 |
114-010 |
-1-045 |
-1.0% |
114-085 |
| High |
115-085 |
114-170 |
-0-235 |
-0.6% |
115-250 |
| Low |
113-275 |
113-190 |
-0-085 |
-0.2% |
113-190 |
| Close |
114-005 |
114-120 |
0-115 |
0.3% |
114-120 |
| Range |
1-130 |
0-300 |
-0-150 |
-33.3% |
2-060 |
| ATR |
1-010 |
1-007 |
-0-002 |
-0.6% |
0-000 |
| Volume |
844,828 |
922,654 |
77,826 |
9.2% |
3,567,789 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-313 |
116-197 |
114-285 |
|
| R3 |
116-013 |
115-217 |
114-202 |
|
| R2 |
115-033 |
115-033 |
114-175 |
|
| R1 |
114-237 |
114-237 |
114-148 |
114-295 |
| PP |
114-053 |
114-053 |
114-053 |
114-082 |
| S1 |
113-257 |
113-257 |
114-092 |
113-315 |
| S2 |
113-073 |
113-073 |
114-065 |
|
| S3 |
112-093 |
112-277 |
114-038 |
|
| S4 |
111-113 |
111-297 |
113-275 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-047 |
119-303 |
115-185 |
|
| R3 |
118-307 |
117-243 |
114-312 |
|
| R2 |
116-247 |
116-247 |
114-248 |
|
| R1 |
115-183 |
115-183 |
114-184 |
116-055 |
| PP |
114-187 |
114-187 |
114-187 |
114-282 |
| S1 |
113-123 |
113-123 |
114-056 |
113-315 |
| S2 |
112-127 |
112-127 |
113-312 |
|
| S3 |
110-067 |
111-063 |
113-248 |
|
| S4 |
108-007 |
109-003 |
113-055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-250 |
113-190 |
2-060 |
1.9% |
0-318 |
0.9% |
36% |
False |
True |
713,557 |
| 10 |
115-250 |
112-255 |
2-315 |
2.6% |
0-302 |
0.8% |
53% |
False |
False |
755,730 |
| 20 |
118-190 |
112-255 |
5-255 |
5.1% |
1-032 |
1.0% |
27% |
False |
False |
698,952 |
| 40 |
121-030 |
112-255 |
8-095 |
7.3% |
0-296 |
0.8% |
19% |
False |
False |
354,373 |
| 60 |
123-020 |
112-255 |
10-085 |
9.0% |
0-223 |
0.6% |
15% |
False |
False |
236,250 |
| 80 |
124-110 |
112-255 |
11-175 |
10.1% |
0-167 |
0.5% |
14% |
False |
False |
177,188 |
| 100 |
124-110 |
112-255 |
11-175 |
10.1% |
0-134 |
0.4% |
14% |
False |
False |
141,750 |
| 120 |
125-140 |
112-255 |
12-205 |
11.1% |
0-112 |
0.3% |
12% |
False |
False |
118,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-165 |
|
2.618 |
116-315 |
|
1.618 |
116-015 |
|
1.000 |
115-150 |
|
0.618 |
115-035 |
|
HIGH |
114-170 |
|
0.618 |
114-055 |
|
0.500 |
114-020 |
|
0.382 |
113-305 |
|
LOW |
113-190 |
|
0.618 |
113-005 |
|
1.000 |
112-210 |
|
1.618 |
112-025 |
|
2.618 |
111-045 |
|
4.250 |
109-195 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-087 |
114-220 |
| PP |
114-053 |
114-187 |
| S1 |
114-020 |
114-153 |
|