ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-095 |
116-155 |
0-060 |
0.2% |
114-140 |
| High |
116-230 |
116-195 |
-0-035 |
-0.1% |
116-165 |
| Low |
116-035 |
115-245 |
-0-110 |
-0.3% |
114-080 |
| Close |
116-145 |
116-085 |
-0-060 |
-0.2% |
116-130 |
| Range |
0-195 |
0-270 |
0-075 |
38.5% |
2-085 |
| ATR |
0-317 |
0-314 |
-0-003 |
-1.1% |
0-000 |
| Volume |
644,965 |
521,031 |
-123,934 |
-19.2% |
3,589,722 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-238 |
118-112 |
116-234 |
|
| R3 |
117-288 |
117-162 |
116-159 |
|
| R2 |
117-018 |
117-018 |
116-134 |
|
| R1 |
116-212 |
116-212 |
116-110 |
116-140 |
| PP |
116-068 |
116-068 |
116-068 |
116-032 |
| S1 |
115-262 |
115-262 |
116-060 |
115-190 |
| S2 |
115-118 |
115-118 |
116-036 |
|
| S3 |
114-168 |
114-312 |
116-011 |
|
| S4 |
113-218 |
114-042 |
115-256 |
|
|
| 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 |
116-230 |
114-265 |
1-285 |
1.6% |
0-305 |
0.8% |
76% |
False |
False |
720,822 |
| 10 |
116-230 |
113-190 |
3-040 |
2.7% |
0-315 |
0.8% |
86% |
False |
False |
723,122 |
| 20 |
116-230 |
112-255 |
3-295 |
3.4% |
1-001 |
0.9% |
88% |
False |
False |
742,880 |
| 40 |
120-150 |
112-255 |
7-215 |
6.6% |
0-313 |
0.8% |
45% |
False |
False |
472,881 |
| 60 |
122-060 |
112-255 |
9-125 |
8.1% |
0-250 |
0.7% |
37% |
False |
False |
315,511 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-193 |
0.5% |
30% |
False |
False |
236,634 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-155 |
0.4% |
30% |
False |
False |
189,308 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-129 |
0.3% |
30% |
False |
False |
157,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-062 |
|
2.618 |
118-262 |
|
1.618 |
117-312 |
|
1.000 |
117-145 |
|
0.618 |
117-042 |
|
HIGH |
116-195 |
|
0.618 |
116-092 |
|
0.500 |
116-060 |
|
0.382 |
116-028 |
|
LOW |
115-245 |
|
0.618 |
115-078 |
|
1.000 |
114-295 |
|
1.618 |
114-128 |
|
2.618 |
113-178 |
|
4.250 |
112-058 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-077 |
116-082 |
| PP |
116-068 |
116-080 |
| S1 |
116-060 |
116-078 |
|