ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-195 |
117-232 |
0-037 |
0.1% |
116-225 |
| High |
117-267 |
117-245 |
-0-022 |
-0.1% |
117-267 |
| Low |
117-177 |
117-150 |
-0-027 |
-0.1% |
116-220 |
| Close |
117-212 |
117-192 |
-0-020 |
-0.1% |
117-192 |
| Range |
0-090 |
0-095 |
0-005 |
5.6% |
1-047 |
| ATR |
0-169 |
0-163 |
-0-005 |
-3.1% |
0-000 |
| Volume |
449,035 |
271,356 |
-177,679 |
-39.6% |
1,591,051 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-161 |
118-111 |
117-244 |
|
| R3 |
118-066 |
118-016 |
117-218 |
|
| R2 |
117-291 |
117-291 |
117-209 |
|
| R1 |
117-241 |
117-241 |
117-201 |
117-218 |
| PP |
117-196 |
117-196 |
117-196 |
117-184 |
| S1 |
117-146 |
117-146 |
117-183 |
117-124 |
| S2 |
117-101 |
117-101 |
117-175 |
|
| S3 |
117-006 |
117-051 |
117-166 |
|
| S4 |
116-231 |
116-276 |
117-140 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-261 |
120-113 |
118-074 |
|
| R3 |
119-214 |
119-066 |
117-293 |
|
| R2 |
118-167 |
118-167 |
117-259 |
|
| R1 |
118-019 |
118-019 |
117-226 |
118-093 |
| PP |
117-120 |
117-120 |
117-120 |
117-156 |
| S1 |
116-292 |
116-292 |
117-158 |
117-046 |
| S2 |
116-073 |
116-073 |
117-125 |
|
| S3 |
115-026 |
115-245 |
117-091 |
|
| S4 |
113-299 |
114-198 |
116-310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-267 |
116-220 |
1-047 |
1.0% |
0-141 |
0.4% |
80% |
False |
False |
318,210 |
| 10 |
117-267 |
116-085 |
1-182 |
1.3% |
0-144 |
0.4% |
85% |
False |
False |
307,130 |
| 20 |
118-047 |
116-085 |
1-282 |
1.6% |
0-160 |
0.4% |
71% |
False |
False |
316,564 |
| 40 |
118-295 |
116-085 |
2-210 |
2.3% |
0-157 |
0.4% |
50% |
False |
False |
281,579 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-189 |
0.5% |
45% |
False |
False |
291,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-009 |
|
2.618 |
118-174 |
|
1.618 |
118-079 |
|
1.000 |
118-020 |
|
0.618 |
117-304 |
|
HIGH |
117-245 |
|
0.618 |
117-209 |
|
0.500 |
117-198 |
|
0.382 |
117-186 |
|
LOW |
117-150 |
|
0.618 |
117-091 |
|
1.000 |
117-055 |
|
1.618 |
116-316 |
|
2.618 |
116-221 |
|
4.250 |
116-066 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-198 |
117-181 |
| PP |
117-196 |
117-170 |
| S1 |
117-194 |
117-158 |
|