ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-190 |
114-075 |
-1-115 |
-1.2% |
116-120 |
| High |
115-192 |
114-135 |
-1-057 |
-1.0% |
116-135 |
| Low |
114-100 |
113-265 |
-0-155 |
-0.4% |
114-100 |
| Close |
114-100 |
113-310 |
-0-110 |
-0.3% |
114-100 |
| Range |
1-092 |
0-190 |
-0-222 |
-53.9% |
2-035 |
| ATR |
0-198 |
0-197 |
-0-001 |
-0.3% |
0-000 |
| Volume |
36,490 |
36,131 |
-359 |
-1.0% |
446,130 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-273 |
115-162 |
114-094 |
|
| R3 |
115-083 |
114-292 |
114-042 |
|
| R2 |
114-213 |
114-213 |
114-025 |
|
| R1 |
114-102 |
114-102 |
114-007 |
114-062 |
| PP |
114-023 |
114-023 |
114-023 |
114-004 |
| S1 |
113-232 |
113-232 |
113-293 |
113-192 |
| S2 |
113-153 |
113-153 |
113-275 |
|
| S3 |
112-283 |
113-042 |
113-258 |
|
| S4 |
112-093 |
112-172 |
113-206 |
|
|
| 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 |
116-082 |
113-265 |
2-137 |
2.1% |
0-212 |
0.6% |
6% |
False |
True |
54,379 |
| 10 |
116-307 |
113-265 |
3-042 |
2.7% |
0-216 |
0.6% |
4% |
False |
True |
305,703 |
| 20 |
117-267 |
113-265 |
4-002 |
3.5% |
0-189 |
0.5% |
4% |
False |
True |
328,796 |
| 40 |
118-142 |
113-265 |
4-197 |
4.0% |
0-179 |
0.5% |
3% |
False |
True |
310,385 |
| 60 |
119-152 |
113-265 |
5-207 |
5.0% |
0-185 |
0.5% |
2% |
False |
True |
302,716 |
| 80 |
119-152 |
113-265 |
5-207 |
5.0% |
0-193 |
0.5% |
2% |
False |
True |
281,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-302 |
|
2.618 |
115-312 |
|
1.618 |
115-122 |
|
1.000 |
115-005 |
|
0.618 |
114-252 |
|
HIGH |
114-135 |
|
0.618 |
114-062 |
|
0.500 |
114-040 |
|
0.382 |
114-018 |
|
LOW |
113-265 |
|
0.618 |
113-148 |
|
1.000 |
113-075 |
|
1.618 |
112-278 |
|
2.618 |
112-088 |
|
4.250 |
111-098 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-040 |
114-314 |
| PP |
114-023 |
114-206 |
| S1 |
114-007 |
114-098 |
|