ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-015 |
116-120 |
0-105 |
0.3% |
116-235 |
| High |
116-162 |
116-135 |
-0-027 |
-0.1% |
116-307 |
| Low |
115-310 |
115-182 |
-0-128 |
-0.3% |
115-192 |
| Close |
116-135 |
115-205 |
-0-250 |
-0.7% |
116-135 |
| Range |
0-172 |
0-273 |
0-101 |
58.7% |
1-115 |
| ATR |
0-181 |
0-188 |
0-007 |
3.6% |
0-000 |
| Volume |
718,408 |
210,362 |
-508,046 |
-70.7% |
2,574,769 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-140 |
117-285 |
116-035 |
|
| R3 |
117-187 |
117-012 |
115-280 |
|
| R2 |
116-234 |
116-234 |
115-255 |
|
| R1 |
116-059 |
116-059 |
115-230 |
116-010 |
| PP |
115-281 |
115-281 |
115-281 |
115-256 |
| S1 |
115-106 |
115-106 |
115-180 |
115-057 |
| S2 |
115-008 |
115-008 |
115-155 |
|
| S3 |
114-055 |
114-153 |
115-130 |
|
| S4 |
113-102 |
113-200 |
115-055 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-130 |
119-247 |
117-054 |
|
| R3 |
119-015 |
118-132 |
116-255 |
|
| R2 |
117-220 |
117-220 |
116-215 |
|
| R1 |
117-017 |
117-017 |
116-175 |
116-221 |
| PP |
116-105 |
116-105 |
116-105 |
116-046 |
| S1 |
115-222 |
115-222 |
116-095 |
115-106 |
| S2 |
114-310 |
114-310 |
116-055 |
|
| S3 |
113-195 |
114-107 |
116-015 |
|
| S4 |
112-080 |
112-312 |
115-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-307 |
115-182 |
1-125 |
1.2% |
0-220 |
0.6% |
5% |
False |
True |
557,026 |
| 10 |
117-220 |
115-182 |
2-038 |
1.8% |
0-201 |
0.5% |
3% |
False |
True |
471,297 |
| 20 |
117-267 |
115-182 |
2-085 |
2.0% |
0-173 |
0.5% |
3% |
False |
True |
389,214 |
| 40 |
118-142 |
115-182 |
2-280 |
2.5% |
0-172 |
0.5% |
3% |
False |
True |
334,663 |
| 60 |
119-152 |
115-182 |
3-290 |
3.4% |
0-187 |
0.5% |
2% |
False |
True |
328,973 |
| 80 |
119-152 |
115-182 |
3-290 |
3.4% |
0-189 |
0.5% |
2% |
False |
True |
278,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-015 |
|
2.618 |
118-210 |
|
1.618 |
117-257 |
|
1.000 |
117-088 |
|
0.618 |
116-304 |
|
HIGH |
116-135 |
|
0.618 |
116-031 |
|
0.500 |
115-318 |
|
0.382 |
115-286 |
|
LOW |
115-182 |
|
0.618 |
115-013 |
|
1.000 |
114-229 |
|
1.618 |
114-060 |
|
2.618 |
113-107 |
|
4.250 |
111-302 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-318 |
116-012 |
| PP |
115-281 |
115-290 |
| S1 |
115-243 |
115-247 |
|