ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-015 |
117-015 |
0-000 |
0.0% |
116-225 |
| High |
117-037 |
117-170 |
0-133 |
0.4% |
117-267 |
| Low |
116-270 |
116-302 |
0-032 |
0.1% |
116-220 |
| Close |
117-020 |
117-130 |
0-110 |
0.3% |
117-192 |
| Range |
0-087 |
0-188 |
0-101 |
116.1% |
1-047 |
| ATR |
0-162 |
0-164 |
0-002 |
1.1% |
0-000 |
| Volume |
301,725 |
375,790 |
74,065 |
24.5% |
1,591,051 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-018 |
118-262 |
117-233 |
|
| R3 |
118-150 |
118-074 |
117-182 |
|
| R2 |
117-282 |
117-282 |
117-164 |
|
| R1 |
117-206 |
117-206 |
117-147 |
117-244 |
| PP |
117-094 |
117-094 |
117-094 |
117-113 |
| S1 |
117-018 |
117-018 |
117-113 |
117-056 |
| S2 |
116-226 |
116-226 |
117-096 |
|
| S3 |
116-038 |
116-150 |
117-078 |
|
| S4 |
115-170 |
115-282 |
117-027 |
|
|
| 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 |
116-270 |
0-317 |
0.8% |
0-137 |
0.4% |
57% |
False |
False |
323,905 |
| 10 |
117-267 |
116-085 |
1-182 |
1.3% |
0-158 |
0.4% |
73% |
False |
False |
329,286 |
| 20 |
118-007 |
116-085 |
1-242 |
1.5% |
0-160 |
0.4% |
65% |
False |
False |
317,209 |
| 40 |
118-295 |
116-085 |
2-210 |
2.3% |
0-161 |
0.4% |
43% |
False |
False |
286,191 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-186 |
0.5% |
39% |
False |
False |
301,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-009 |
|
2.618 |
119-022 |
|
1.618 |
118-154 |
|
1.000 |
118-038 |
|
0.618 |
117-286 |
|
HIGH |
117-170 |
|
0.618 |
117-098 |
|
0.500 |
117-076 |
|
0.382 |
117-054 |
|
LOW |
116-302 |
|
0.618 |
116-186 |
|
1.000 |
116-114 |
|
1.618 |
115-318 |
|
2.618 |
115-130 |
|
4.250 |
114-143 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-112 |
117-115 |
| PP |
117-094 |
117-100 |
| S1 |
117-076 |
117-085 |
|