ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-225 |
116-315 |
0-090 |
0.2% |
117-035 |
| High |
117-095 |
117-137 |
0-042 |
0.1% |
117-102 |
| Low |
116-220 |
116-315 |
0-095 |
0.3% |
116-085 |
| Close |
117-077 |
117-110 |
0-033 |
0.1% |
116-202 |
| Range |
0-195 |
0-142 |
-0-053 |
-27.2% |
1-017 |
| ATR |
0-177 |
0-174 |
-0-002 |
-1.4% |
0-000 |
| Volume |
315,097 |
252,888 |
-62,209 |
-19.7% |
1,480,257 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-187 |
118-130 |
117-188 |
|
| R3 |
118-045 |
117-308 |
117-149 |
|
| R2 |
117-223 |
117-223 |
117-136 |
|
| R1 |
117-166 |
117-166 |
117-123 |
117-194 |
| PP |
117-081 |
117-081 |
117-081 |
117-095 |
| S1 |
117-024 |
117-024 |
117-097 |
117-052 |
| S2 |
116-259 |
116-259 |
117-084 |
|
| S3 |
116-117 |
116-202 |
117-071 |
|
| S4 |
115-295 |
116-060 |
117-032 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-287 |
119-102 |
117-067 |
|
| R3 |
118-270 |
118-085 |
116-295 |
|
| R2 |
117-253 |
117-253 |
116-264 |
|
| R1 |
117-068 |
117-068 |
116-233 |
116-312 |
| PP |
116-236 |
116-236 |
116-236 |
116-198 |
| S1 |
116-051 |
116-051 |
116-171 |
115-295 |
| S2 |
115-219 |
115-219 |
116-140 |
|
| S3 |
114-202 |
115-034 |
116-109 |
|
| S4 |
113-185 |
114-017 |
116-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-137 |
116-085 |
1-052 |
1.0% |
0-172 |
0.5% |
93% |
True |
False |
326,319 |
| 10 |
117-207 |
116-085 |
1-122 |
1.2% |
0-170 |
0.5% |
78% |
False |
False |
317,721 |
| 20 |
118-142 |
116-085 |
2-057 |
1.9% |
0-167 |
0.4% |
49% |
False |
False |
302,151 |
| 40 |
119-152 |
116-085 |
3-067 |
2.7% |
0-180 |
0.5% |
34% |
False |
False |
280,913 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-195 |
0.5% |
38% |
False |
False |
274,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-100 |
|
2.618 |
118-189 |
|
1.618 |
118-047 |
|
1.000 |
117-279 |
|
0.618 |
117-225 |
|
HIGH |
117-137 |
|
0.618 |
117-083 |
|
0.500 |
117-066 |
|
0.382 |
117-049 |
|
LOW |
116-315 |
|
0.618 |
116-227 |
|
1.000 |
116-173 |
|
1.618 |
116-085 |
|
2.618 |
115-263 |
|
4.250 |
115-032 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-095 |
117-057 |
| PP |
117-081 |
117-004 |
| S1 |
117-066 |
116-271 |
|