ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-132 |
116-275 |
-0-177 |
-0.5% |
117-187 |
| High |
117-185 |
117-037 |
-0-148 |
-0.4% |
117-220 |
| Low |
116-247 |
116-202 |
-0-045 |
-0.1% |
116-202 |
| Close |
116-302 |
116-220 |
-0-082 |
-0.2% |
116-220 |
| Range |
0-258 |
0-155 |
-0-103 |
-39.9% |
1-018 |
| ATR |
0-171 |
0-170 |
-0-001 |
-0.7% |
0-000 |
| Volume |
410,250 |
618,457 |
208,207 |
50.8% |
1,927,845 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-085 |
117-307 |
116-305 |
|
| R3 |
117-250 |
117-152 |
116-263 |
|
| R2 |
117-095 |
117-095 |
116-248 |
|
| R1 |
116-317 |
116-317 |
116-234 |
116-288 |
| PP |
116-260 |
116-260 |
116-260 |
116-245 |
| S1 |
116-162 |
116-162 |
116-206 |
116-134 |
| S2 |
116-105 |
116-105 |
116-192 |
|
| S3 |
115-270 |
116-007 |
116-177 |
|
| S4 |
115-115 |
115-172 |
116-135 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
119-155 |
117-086 |
|
| R3 |
119-037 |
118-137 |
116-313 |
|
| R2 |
118-019 |
118-019 |
116-282 |
|
| R1 |
117-119 |
117-119 |
116-251 |
117-060 |
| PP |
117-001 |
117-001 |
117-001 |
116-291 |
| S1 |
116-101 |
116-101 |
116-189 |
116-042 |
| S2 |
115-303 |
115-303 |
116-158 |
|
| S3 |
114-285 |
115-083 |
116-127 |
|
| S4 |
113-267 |
114-065 |
116-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-220 |
116-202 |
1-018 |
0.9% |
0-183 |
0.5% |
5% |
False |
True |
385,569 |
| 10 |
117-267 |
116-202 |
1-065 |
1.0% |
0-162 |
0.4% |
5% |
False |
True |
351,889 |
| 20 |
118-007 |
116-085 |
1-242 |
1.5% |
0-168 |
0.5% |
24% |
False |
False |
335,488 |
| 40 |
118-295 |
116-085 |
2-210 |
2.3% |
0-162 |
0.4% |
16% |
False |
False |
295,818 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-186 |
0.5% |
18% |
False |
False |
312,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-056 |
|
2.618 |
118-123 |
|
1.618 |
117-288 |
|
1.000 |
117-192 |
|
0.618 |
117-133 |
|
HIGH |
117-037 |
|
0.618 |
116-298 |
|
0.500 |
116-280 |
|
0.382 |
116-261 |
|
LOW |
116-202 |
|
0.618 |
116-106 |
|
1.000 |
116-047 |
|
1.618 |
115-271 |
|
2.618 |
115-116 |
|
4.250 |
114-183 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-280 |
117-034 |
| PP |
116-260 |
116-309 |
| S1 |
116-240 |
116-264 |
|