ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-220 |
114-270 |
0-050 |
0.1% |
114-075 |
| High |
114-220 |
114-282 |
0-062 |
0.2% |
114-220 |
| Low |
114-127 |
114-232 |
0-105 |
0.3% |
113-265 |
| Close |
114-195 |
114-255 |
0-060 |
0.2% |
114-195 |
| Range |
0-093 |
0-050 |
-0-043 |
-46.2% |
0-275 |
| ATR |
0-186 |
0-179 |
-0-007 |
-3.8% |
0-000 |
| Volume |
5,856 |
23,667 |
17,811 |
304.1% |
83,494 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-086 |
115-061 |
114-282 |
|
| R3 |
115-036 |
115-011 |
114-269 |
|
| R2 |
114-306 |
114-306 |
114-264 |
|
| R1 |
114-281 |
114-281 |
114-260 |
114-268 |
| PP |
114-256 |
114-256 |
114-256 |
114-250 |
| S1 |
114-231 |
114-231 |
114-250 |
114-218 |
| S2 |
114-206 |
114-206 |
114-246 |
|
| S3 |
114-156 |
114-181 |
114-241 |
|
| S4 |
114-106 |
114-131 |
114-228 |
|
|
| 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 |
114-282 |
113-267 |
1-015 |
0.9% |
0-123 |
0.3% |
92% |
True |
False |
14,206 |
| 10 |
116-082 |
113-265 |
2-137 |
2.1% |
0-168 |
0.5% |
40% |
False |
False |
34,292 |
| 20 |
117-220 |
113-265 |
3-275 |
3.4% |
0-185 |
0.5% |
25% |
False |
False |
252,795 |
| 40 |
118-047 |
113-265 |
4-102 |
3.8% |
0-172 |
0.5% |
22% |
False |
False |
284,679 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-166 |
0.5% |
19% |
False |
False |
271,984 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-188 |
0.5% |
17% |
False |
False |
281,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-174 |
|
2.618 |
115-093 |
|
1.618 |
115-043 |
|
1.000 |
115-012 |
|
0.618 |
114-313 |
|
HIGH |
114-282 |
|
0.618 |
114-263 |
|
0.500 |
114-257 |
|
0.382 |
114-251 |
|
LOW |
114-232 |
|
0.618 |
114-201 |
|
1.000 |
114-182 |
|
1.618 |
114-151 |
|
2.618 |
114-101 |
|
4.250 |
114-020 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-257 |
114-208 |
| PP |
114-256 |
114-161 |
| S1 |
114-256 |
114-114 |
|