ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-165 |
115-055 |
-0-110 |
-0.3% |
114-085 |
| High |
116-030 |
116-110 |
0-080 |
0.2% |
115-250 |
| Low |
114-315 |
114-265 |
-0-050 |
-0.1% |
113-190 |
| Close |
115-060 |
116-065 |
1-005 |
0.9% |
114-120 |
| Range |
1-035 |
1-165 |
0-130 |
36.6% |
2-060 |
| ATR |
1-003 |
1-015 |
0-012 |
3.6% |
0-000 |
| Volume |
701,532 |
831,128 |
129,596 |
18.5% |
3,567,789 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-108 |
119-252 |
117-012 |
|
| R3 |
118-263 |
118-087 |
116-198 |
|
| R2 |
117-098 |
117-098 |
116-154 |
|
| R1 |
116-242 |
116-242 |
116-109 |
117-010 |
| PP |
115-253 |
115-253 |
115-253 |
115-298 |
| S1 |
115-077 |
115-077 |
116-021 |
115-165 |
| S2 |
114-088 |
114-088 |
115-296 |
|
| S3 |
112-243 |
113-232 |
115-252 |
|
| S4 |
111-078 |
112-067 |
115-118 |
|
|
| 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 |
116-110 |
113-190 |
2-240 |
2.4% |
1-020 |
0.9% |
95% |
True |
False |
721,384 |
| 10 |
116-110 |
113-190 |
2-240 |
2.4% |
0-319 |
0.9% |
95% |
True |
False |
712,430 |
| 20 |
117-040 |
112-255 |
4-105 |
3.7% |
1-022 |
0.9% |
79% |
False |
False |
771,352 |
| 40 |
120-150 |
112-255 |
7-215 |
6.6% |
0-308 |
0.8% |
44% |
False |
False |
421,274 |
| 60 |
122-170 |
112-255 |
9-235 |
8.4% |
0-243 |
0.7% |
35% |
False |
False |
280,987 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-185 |
0.5% |
29% |
False |
False |
210,741 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-148 |
0.4% |
29% |
False |
False |
168,593 |
| 120 |
124-290 |
112-255 |
12-035 |
10.4% |
0-123 |
0.3% |
28% |
False |
False |
140,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-251 |
|
2.618 |
120-100 |
|
1.618 |
118-255 |
|
1.000 |
117-275 |
|
0.618 |
117-090 |
|
HIGH |
116-110 |
|
0.618 |
115-245 |
|
0.500 |
115-188 |
|
0.382 |
115-130 |
|
LOW |
114-265 |
|
0.618 |
113-285 |
|
1.000 |
113-100 |
|
1.618 |
112-120 |
|
2.618 |
110-275 |
|
4.250 |
108-124 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-319 |
115-319 |
| PP |
115-253 |
115-253 |
| S1 |
115-188 |
115-188 |
|