ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
115-165 |
0-095 |
0.3% |
114-085 |
| High |
115-190 |
116-030 |
0-160 |
0.4% |
115-250 |
| Low |
114-270 |
114-315 |
0-045 |
0.1% |
113-190 |
| Close |
115-155 |
115-060 |
-0-095 |
-0.3% |
114-120 |
| Range |
0-240 |
1-035 |
0-115 |
47.9% |
2-060 |
| ATR |
1-001 |
1-003 |
0-002 |
0.8% |
0-000 |
| Volume |
538,689 |
701,532 |
162,843 |
30.2% |
3,567,789 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-240 |
118-025 |
115-255 |
|
| R3 |
117-205 |
116-310 |
115-158 |
|
| R2 |
116-170 |
116-170 |
115-125 |
|
| R1 |
115-275 |
115-275 |
115-093 |
115-205 |
| PP |
115-135 |
115-135 |
115-135 |
115-100 |
| S1 |
114-240 |
114-240 |
115-027 |
114-170 |
| S2 |
114-100 |
114-100 |
114-315 |
|
| S3 |
113-065 |
113-205 |
114-282 |
|
| S4 |
112-030 |
112-170 |
114-185 |
|
|
| 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 |
116-030 |
113-190 |
2-160 |
2.2% |
1-013 |
0.9% |
64% |
True |
False |
724,124 |
| 10 |
116-030 |
112-255 |
3-095 |
2.9% |
1-000 |
0.9% |
73% |
True |
False |
708,498 |
| 20 |
117-040 |
112-255 |
4-105 |
3.8% |
1-016 |
0.9% |
55% |
False |
False |
762,243 |
| 40 |
120-150 |
112-255 |
7-215 |
6.7% |
0-304 |
0.8% |
31% |
False |
False |
400,535 |
| 60 |
122-170 |
112-255 |
9-235 |
8.5% |
0-238 |
0.6% |
25% |
False |
False |
267,135 |
| 80 |
124-110 |
112-255 |
11-175 |
10.0% |
0-179 |
0.5% |
21% |
False |
False |
200,352 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-143 |
0.4% |
21% |
False |
False |
160,282 |
| 120 |
125-140 |
112-255 |
12-205 |
11.0% |
0-119 |
0.3% |
19% |
False |
False |
133,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-259 |
|
2.618 |
118-319 |
|
1.618 |
117-284 |
|
1.000 |
117-065 |
|
0.618 |
116-249 |
|
HIGH |
116-030 |
|
0.618 |
115-214 |
|
0.500 |
115-172 |
|
0.382 |
115-131 |
|
LOW |
114-315 |
|
0.618 |
114-096 |
|
1.000 |
113-280 |
|
1.618 |
113-061 |
|
2.618 |
112-026 |
|
4.250 |
110-086 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-172 |
115-058 |
| PP |
115-135 |
115-057 |
| S1 |
115-098 |
115-055 |
|