ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-020 |
117-005 |
-0-015 |
0.0% |
117-120 |
| High |
117-067 |
117-102 |
0-035 |
0.1% |
118-007 |
| Low |
116-270 |
116-277 |
0-007 |
0.0% |
116-130 |
| Close |
117-012 |
117-040 |
0-028 |
0.1% |
117-030 |
| Range |
0-117 |
0-145 |
0-028 |
23.9% |
1-197 |
| ATR |
0-172 |
0-170 |
-0-002 |
-1.1% |
0-000 |
| Volume |
199,269 |
260,934 |
61,665 |
30.9% |
1,710,622 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-148 |
118-079 |
117-120 |
|
| R3 |
118-003 |
117-254 |
117-080 |
|
| R2 |
117-178 |
117-178 |
117-067 |
|
| R1 |
117-109 |
117-109 |
117-053 |
117-144 |
| PP |
117-033 |
117-033 |
117-033 |
117-050 |
| S1 |
116-284 |
116-284 |
117-027 |
116-318 |
| S2 |
116-208 |
116-208 |
117-013 |
|
| S3 |
116-063 |
116-139 |
117-000 |
|
| S4 |
115-238 |
115-314 |
116-280 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-055 |
117-314 |
|
| R3 |
120-130 |
119-178 |
117-172 |
|
| R2 |
118-253 |
118-253 |
117-125 |
|
| R1 |
117-301 |
117-301 |
117-077 |
117-178 |
| PP |
117-056 |
117-056 |
117-056 |
116-314 |
| S1 |
116-104 |
116-104 |
116-303 |
115-302 |
| S2 |
115-179 |
115-179 |
116-255 |
|
| S3 |
113-302 |
114-227 |
116-208 |
|
| S4 |
112-105 |
113-030 |
116-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-102 |
116-267 |
0-155 |
0.4% |
0-117 |
0.3% |
60% |
True |
False |
281,000 |
| 10 |
118-007 |
116-130 |
1-197 |
1.4% |
0-161 |
0.4% |
44% |
False |
False |
305,131 |
| 20 |
118-142 |
116-130 |
2-012 |
1.7% |
0-164 |
0.4% |
35% |
False |
False |
273,360 |
| 40 |
119-152 |
116-110 |
3-042 |
2.7% |
0-185 |
0.5% |
25% |
False |
False |
285,860 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-194 |
0.5% |
31% |
False |
False |
252,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-078 |
|
2.618 |
118-162 |
|
1.618 |
118-017 |
|
1.000 |
117-247 |
|
0.618 |
117-192 |
|
HIGH |
117-102 |
|
0.618 |
117-047 |
|
0.500 |
117-030 |
|
0.382 |
117-012 |
|
LOW |
116-277 |
|
0.618 |
116-187 |
|
1.000 |
116-132 |
|
1.618 |
116-042 |
|
2.618 |
115-217 |
|
4.250 |
114-301 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-036 |
117-035 |
| PP |
117-033 |
117-031 |
| S1 |
117-030 |
117-026 |
|