ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-060 |
114-220 |
0-160 |
0.4% |
114-075 |
| High |
114-185 |
114-220 |
0-035 |
0.1% |
114-220 |
| Low |
113-267 |
114-127 |
0-180 |
0.5% |
113-265 |
| Close |
114-140 |
114-195 |
0-055 |
0.2% |
114-195 |
| Range |
0-238 |
0-093 |
-0-145 |
-60.9% |
0-275 |
| ATR |
0-193 |
0-186 |
-0-007 |
-3.7% |
0-000 |
| Volume |
5,893 |
5,856 |
-37 |
-0.6% |
83,494 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-140 |
115-100 |
114-246 |
|
| R3 |
115-047 |
115-007 |
114-221 |
|
| R2 |
114-274 |
114-274 |
114-212 |
|
| R1 |
114-234 |
114-234 |
114-204 |
114-208 |
| PP |
114-181 |
114-181 |
114-181 |
114-167 |
| S1 |
114-141 |
114-141 |
114-186 |
114-114 |
| S2 |
114-088 |
114-088 |
114-178 |
|
| S3 |
113-315 |
114-048 |
114-169 |
|
| S4 |
113-222 |
113-275 |
114-144 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-305 |
116-205 |
115-026 |
|
| R3 |
116-030 |
115-250 |
114-271 |
|
| R2 |
115-075 |
115-075 |
114-245 |
|
| R1 |
114-295 |
114-295 |
114-220 |
115-025 |
| PP |
114-120 |
114-120 |
114-120 |
114-145 |
| S1 |
114-020 |
114-020 |
114-170 |
114-070 |
| S2 |
113-165 |
113-165 |
114-145 |
|
| S3 |
112-210 |
113-065 |
114-119 |
|
| S4 |
111-255 |
112-110 |
114-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-220 |
113-265 |
0-275 |
0.7% |
0-151 |
0.4% |
91% |
True |
False |
16,698 |
| 10 |
116-135 |
113-265 |
2-190 |
2.3% |
0-190 |
0.5% |
30% |
False |
False |
52,962 |
| 20 |
117-245 |
113-265 |
3-300 |
3.4% |
0-187 |
0.5% |
20% |
False |
False |
265,179 |
| 40 |
118-047 |
113-265 |
4-102 |
3.8% |
0-178 |
0.5% |
18% |
False |
False |
289,689 |
| 60 |
119-025 |
113-265 |
5-080 |
4.6% |
0-169 |
0.5% |
15% |
False |
False |
278,820 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-191 |
0.5% |
14% |
False |
False |
281,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-295 |
|
2.618 |
115-143 |
|
1.618 |
115-050 |
|
1.000 |
114-313 |
|
0.618 |
114-277 |
|
HIGH |
114-220 |
|
0.618 |
114-184 |
|
0.500 |
114-174 |
|
0.382 |
114-163 |
|
LOW |
114-127 |
|
0.618 |
114-070 |
|
1.000 |
114-034 |
|
1.618 |
113-297 |
|
2.618 |
113-204 |
|
4.250 |
113-052 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-188 |
114-158 |
| PP |
114-181 |
114-121 |
| S1 |
114-174 |
114-084 |
|