ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
115-235 |
-0-205 |
-0.6% |
116-235 |
| High |
116-135 |
115-297 |
-0-158 |
-0.4% |
116-307 |
| Low |
115-182 |
115-182 |
0-000 |
0.0% |
115-192 |
| Close |
115-205 |
115-255 |
0-050 |
0.1% |
116-135 |
| Range |
0-273 |
0-115 |
-0-158 |
-57.9% |
1-115 |
| ATR |
0-188 |
0-182 |
-0-005 |
-2.8% |
0-000 |
| Volume |
210,362 |
81,109 |
-129,253 |
-61.4% |
2,574,769 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-270 |
116-217 |
115-318 |
|
| R3 |
116-155 |
116-102 |
115-287 |
|
| R2 |
116-040 |
116-040 |
115-276 |
|
| R1 |
115-307 |
115-307 |
115-266 |
116-014 |
| PP |
115-245 |
115-245 |
115-245 |
115-258 |
| S1 |
115-192 |
115-192 |
115-244 |
115-218 |
| S2 |
115-130 |
115-130 |
115-234 |
|
| S3 |
115-015 |
115-077 |
115-223 |
|
| S4 |
114-220 |
114-282 |
115-192 |
|
|
| 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 |
116-162 |
115-182 |
0-300 |
0.8% |
0-194 |
0.5% |
24% |
False |
True |
491,567 |
| 10 |
117-185 |
115-182 |
2-003 |
1.7% |
0-190 |
0.5% |
11% |
False |
True |
457,246 |
| 20 |
117-267 |
115-182 |
2-085 |
2.0% |
0-174 |
0.5% |
10% |
False |
True |
382,400 |
| 40 |
118-142 |
115-182 |
2-280 |
2.5% |
0-168 |
0.5% |
8% |
False |
True |
329,594 |
| 60 |
119-152 |
115-182 |
3-290 |
3.4% |
0-184 |
0.5% |
6% |
False |
True |
324,454 |
| 80 |
119-152 |
115-182 |
3-290 |
3.4% |
0-189 |
0.5% |
6% |
False |
True |
279,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-146 |
|
2.618 |
116-278 |
|
1.618 |
116-163 |
|
1.000 |
116-092 |
|
0.618 |
116-048 |
|
HIGH |
115-297 |
|
0.618 |
115-253 |
|
0.500 |
115-240 |
|
0.382 |
115-226 |
|
LOW |
115-182 |
|
0.618 |
115-111 |
|
1.000 |
115-067 |
|
1.618 |
114-316 |
|
2.618 |
114-201 |
|
4.250 |
114-013 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-250 |
116-012 |
| PP |
115-245 |
115-306 |
| S1 |
115-240 |
115-281 |
|