ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-285 |
116-025 |
0-060 |
0.2% |
116-235 |
| High |
116-082 |
116-042 |
-0-040 |
-0.1% |
116-307 |
| Low |
115-257 |
115-162 |
-0-095 |
-0.3% |
115-192 |
| Close |
116-035 |
115-187 |
-0-168 |
-0.5% |
116-135 |
| Range |
0-145 |
0-200 |
0-055 |
37.9% |
1-115 |
| ATR |
0-180 |
0-181 |
0-001 |
0.8% |
0-000 |
| Volume |
69,433 |
48,736 |
-20,697 |
-29.8% |
2,574,769 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-197 |
117-072 |
115-297 |
|
| R3 |
116-317 |
116-192 |
115-242 |
|
| R2 |
116-117 |
116-117 |
115-224 |
|
| R1 |
115-312 |
115-312 |
115-205 |
115-274 |
| PP |
115-237 |
115-237 |
115-237 |
115-218 |
| S1 |
115-112 |
115-112 |
115-169 |
115-074 |
| S2 |
115-037 |
115-037 |
115-150 |
|
| S3 |
114-157 |
114-232 |
115-132 |
|
| S4 |
113-277 |
114-032 |
115-077 |
|
|
| 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 |
115-162 |
1-000 |
0.9% |
0-181 |
0.5% |
8% |
False |
True |
225,609 |
| 10 |
117-185 |
115-162 |
2-023 |
1.8% |
0-197 |
0.5% |
4% |
False |
True |
401,311 |
| 20 |
117-267 |
115-162 |
2-105 |
2.0% |
0-178 |
0.5% |
3% |
False |
True |
365,299 |
| 40 |
118-142 |
115-162 |
2-300 |
2.5% |
0-171 |
0.5% |
3% |
False |
True |
319,329 |
| 60 |
119-152 |
115-162 |
3-310 |
3.4% |
0-183 |
0.5% |
2% |
False |
True |
312,340 |
| 80 |
119-152 |
115-162 |
3-310 |
3.4% |
0-190 |
0.5% |
2% |
False |
True |
280,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-252 |
|
2.618 |
117-246 |
|
1.618 |
117-046 |
|
1.000 |
116-242 |
|
0.618 |
116-166 |
|
HIGH |
116-042 |
|
0.618 |
115-286 |
|
0.500 |
115-262 |
|
0.382 |
115-238 |
|
LOW |
115-162 |
|
0.618 |
115-038 |
|
1.000 |
114-282 |
|
1.618 |
114-158 |
|
2.618 |
113-278 |
|
4.250 |
112-272 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-262 |
115-282 |
| PP |
115-237 |
115-250 |
| S1 |
115-212 |
115-219 |
|