ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-055 |
116-075 |
1-020 |
0.9% |
114-140 |
| High |
116-110 |
116-165 |
0-055 |
0.1% |
116-165 |
| Low |
114-265 |
115-265 |
1-000 |
0.9% |
114-080 |
| Close |
116-065 |
116-130 |
0-065 |
0.2% |
116-130 |
| Range |
1-165 |
0-220 |
-0-265 |
-54.6% |
2-085 |
| ATR |
1-015 |
1-007 |
-0-008 |
-2.4% |
0-000 |
| Volume |
831,128 |
905,455 |
74,327 |
8.9% |
3,589,722 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-100 |
118-015 |
116-251 |
|
| R3 |
117-200 |
117-115 |
116-190 |
|
| R2 |
116-300 |
116-300 |
116-170 |
|
| R1 |
116-215 |
116-215 |
116-150 |
116-258 |
| PP |
116-080 |
116-080 |
116-080 |
116-101 |
| S1 |
115-315 |
115-315 |
116-110 |
116-038 |
| S2 |
115-180 |
115-180 |
116-090 |
|
| S3 |
114-280 |
115-095 |
116-070 |
|
| S4 |
114-060 |
114-195 |
116-009 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-167 |
121-233 |
117-209 |
|
| R3 |
120-082 |
119-148 |
117-009 |
|
| R2 |
117-317 |
117-317 |
116-263 |
|
| R1 |
117-063 |
117-063 |
116-196 |
117-190 |
| PP |
115-232 |
115-232 |
115-232 |
115-295 |
| S1 |
114-298 |
114-298 |
116-064 |
115-105 |
| S2 |
113-147 |
113-147 |
115-317 |
|
| S3 |
111-062 |
112-213 |
115-251 |
|
| S4 |
108-297 |
110-128 |
115-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-165 |
114-080 |
2-085 |
1.9% |
1-004 |
0.9% |
95% |
True |
False |
717,944 |
| 10 |
116-165 |
113-190 |
2-295 |
2.5% |
1-001 |
0.9% |
96% |
True |
False |
715,751 |
| 20 |
116-280 |
112-255 |
4-025 |
3.5% |
1-016 |
0.9% |
89% |
False |
False |
773,875 |
| 40 |
120-150 |
112-255 |
7-215 |
6.6% |
0-310 |
0.8% |
47% |
False |
False |
443,811 |
| 60 |
122-090 |
112-255 |
9-155 |
8.1% |
0-245 |
0.7% |
38% |
False |
False |
296,078 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-188 |
0.5% |
31% |
False |
False |
222,059 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-150 |
0.4% |
31% |
False |
False |
177,648 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-125 |
0.3% |
31% |
False |
False |
148,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-140 |
|
2.618 |
118-101 |
|
1.618 |
117-201 |
|
1.000 |
117-065 |
|
0.618 |
116-301 |
|
HIGH |
116-165 |
|
0.618 |
116-081 |
|
0.500 |
116-055 |
|
0.382 |
116-029 |
|
LOW |
115-265 |
|
0.618 |
115-129 |
|
1.000 |
115-045 |
|
1.618 |
114-229 |
|
2.618 |
114-009 |
|
4.250 |
112-290 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-105 |
116-052 |
| PP |
116-080 |
115-293 |
| S1 |
116-055 |
115-215 |
|