ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-025 |
115-190 |
-0-155 |
-0.4% |
116-120 |
| High |
116-042 |
115-192 |
-0-170 |
-0.5% |
116-135 |
| Low |
115-162 |
114-100 |
-1-062 |
-1.0% |
114-100 |
| Close |
115-187 |
114-100 |
-1-087 |
-1.1% |
114-100 |
| Range |
0-200 |
1-092 |
0-212 |
106.0% |
2-035 |
| ATR |
0-181 |
0-198 |
0-016 |
9.1% |
0-000 |
| Volume |
48,736 |
36,490 |
-12,246 |
-25.1% |
446,130 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-193 |
117-239 |
115-007 |
|
| R3 |
117-101 |
116-147 |
114-213 |
|
| R2 |
116-009 |
116-009 |
114-176 |
|
| R1 |
115-055 |
115-055 |
114-138 |
114-306 |
| PP |
114-237 |
114-237 |
114-237 |
114-203 |
| S1 |
113-283 |
113-283 |
114-062 |
113-214 |
| S2 |
113-145 |
113-145 |
114-024 |
|
| S3 |
112-053 |
112-191 |
113-307 |
|
| S4 |
110-281 |
111-099 |
113-193 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-110 |
119-300 |
115-151 |
|
| R3 |
119-075 |
117-265 |
114-286 |
|
| R2 |
117-040 |
117-040 |
114-224 |
|
| R1 |
115-230 |
115-230 |
114-162 |
115-118 |
| PP |
115-005 |
115-005 |
115-005 |
114-269 |
| S1 |
113-195 |
113-195 |
114-038 |
113-082 |
| S2 |
112-290 |
112-290 |
113-296 |
|
| S3 |
110-255 |
111-160 |
113-234 |
|
| S4 |
108-220 |
109-125 |
113-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-135 |
114-100 |
2-035 |
1.8% |
0-229 |
0.6% |
0% |
False |
True |
89,226 |
| 10 |
117-037 |
114-100 |
2-257 |
2.5% |
0-213 |
0.6% |
0% |
False |
True |
363,935 |
| 20 |
117-267 |
114-100 |
3-167 |
3.1% |
0-188 |
0.5% |
0% |
False |
True |
350,399 |
| 40 |
118-142 |
114-100 |
4-042 |
3.6% |
0-178 |
0.5% |
0% |
False |
True |
314,930 |
| 60 |
119-152 |
114-100 |
5-052 |
4.5% |
0-186 |
0.5% |
0% |
False |
True |
307,716 |
| 80 |
119-152 |
114-100 |
5-052 |
4.5% |
0-194 |
0.5% |
0% |
False |
True |
281,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-023 |
|
2.618 |
118-311 |
|
1.618 |
117-219 |
|
1.000 |
116-284 |
|
0.618 |
116-127 |
|
HIGH |
115-192 |
|
0.618 |
115-035 |
|
0.500 |
114-306 |
|
0.382 |
114-257 |
|
LOW |
114-100 |
|
0.618 |
113-165 |
|
1.000 |
113-008 |
|
1.618 |
112-073 |
|
2.618 |
110-301 |
|
4.250 |
108-269 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-306 |
115-091 |
| PP |
114-237 |
114-307 |
| S1 |
114-169 |
114-204 |
|