ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-075 |
114-055 |
-0-020 |
-0.1% |
116-120 |
| High |
114-135 |
114-140 |
0-005 |
0.0% |
116-135 |
| Low |
113-265 |
114-037 |
0-092 |
0.3% |
114-100 |
| Close |
113-310 |
114-115 |
0-125 |
0.3% |
114-100 |
| Range |
0-190 |
0-103 |
-0-087 |
-45.8% |
2-035 |
| ATR |
0-197 |
0-194 |
-0-003 |
-1.7% |
0-000 |
| Volume |
36,131 |
21,312 |
-14,819 |
-41.0% |
446,130 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-086 |
115-044 |
114-172 |
|
| R3 |
114-303 |
114-261 |
114-143 |
|
| R2 |
114-200 |
114-200 |
114-134 |
|
| R1 |
114-158 |
114-158 |
114-124 |
114-179 |
| PP |
114-097 |
114-097 |
114-097 |
114-108 |
| S1 |
114-055 |
114-055 |
114-106 |
114-076 |
| S2 |
113-314 |
113-314 |
114-096 |
|
| S3 |
113-211 |
113-272 |
114-087 |
|
| S4 |
113-108 |
113-169 |
114-058 |
|
|
| 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% |
0-210 |
0.6% |
22% |
False |
False |
42,420 |
| 10 |
116-162 |
113-265 |
2-217 |
2.3% |
0-202 |
0.6% |
20% |
False |
False |
266,994 |
| 20 |
117-267 |
113-265 |
4-002 |
3.5% |
0-184 |
0.5% |
13% |
False |
False |
314,107 |
| 40 |
118-142 |
113-265 |
4-197 |
4.0% |
0-176 |
0.5% |
12% |
False |
False |
306,135 |
| 60 |
119-152 |
113-265 |
5-207 |
4.9% |
0-182 |
0.5% |
9% |
False |
False |
294,769 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-193 |
0.5% |
9% |
False |
False |
281,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-258 |
|
2.618 |
115-090 |
|
1.618 |
114-307 |
|
1.000 |
114-243 |
|
0.618 |
114-204 |
|
HIGH |
114-140 |
|
0.618 |
114-101 |
|
0.500 |
114-088 |
|
0.382 |
114-076 |
|
LOW |
114-037 |
|
0.618 |
113-293 |
|
1.000 |
113-254 |
|
1.618 |
113-190 |
|
2.618 |
113-087 |
|
4.250 |
112-239 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-106 |
114-228 |
| PP |
114-097 |
114-191 |
| S1 |
114-088 |
114-153 |
|