ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-270 |
114-240 |
-0-030 |
-0.1% |
114-075 |
| High |
114-282 |
114-307 |
0-025 |
0.1% |
114-220 |
| Low |
114-232 |
114-170 |
-0-062 |
-0.2% |
113-265 |
| Close |
114-255 |
114-305 |
0-050 |
0.1% |
114-195 |
| Range |
0-050 |
0-137 |
0-087 |
174.0% |
0-275 |
| ATR |
0-179 |
0-176 |
-0-003 |
-1.7% |
0-000 |
| Volume |
23,667 |
8,375 |
-15,292 |
-64.6% |
83,494 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-032 |
115-305 |
115-060 |
|
| R3 |
115-215 |
115-168 |
115-023 |
|
| R2 |
115-078 |
115-078 |
115-010 |
|
| R1 |
115-031 |
115-031 |
114-318 |
115-054 |
| PP |
114-261 |
114-261 |
114-261 |
114-272 |
| S1 |
114-214 |
114-214 |
114-292 |
114-238 |
| S2 |
114-124 |
114-124 |
114-280 |
|
| S3 |
113-307 |
114-077 |
114-267 |
|
| S4 |
113-170 |
113-260 |
114-230 |
|
|
| 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 |
114-307 |
113-267 |
1-040 |
1.0% |
0-130 |
0.4% |
99% |
True |
False |
11,618 |
| 10 |
116-082 |
113-265 |
2-137 |
2.1% |
0-170 |
0.5% |
46% |
False |
False |
27,019 |
| 20 |
117-185 |
113-265 |
3-240 |
3.3% |
0-180 |
0.5% |
30% |
False |
False |
242,132 |
| 40 |
118-047 |
113-265 |
4-102 |
3.8% |
0-171 |
0.5% |
26% |
False |
False |
277,018 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-167 |
0.5% |
22% |
False |
False |
266,354 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-187 |
0.5% |
20% |
False |
False |
280,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-249 |
|
2.618 |
116-026 |
|
1.618 |
115-209 |
|
1.000 |
115-124 |
|
0.618 |
115-072 |
|
HIGH |
114-307 |
|
0.618 |
114-255 |
|
0.500 |
114-238 |
|
0.382 |
114-222 |
|
LOW |
114-170 |
|
0.618 |
114-085 |
|
1.000 |
114-033 |
|
1.618 |
113-268 |
|
2.618 |
113-131 |
|
4.250 |
112-228 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-283 |
114-276 |
| PP |
114-261 |
114-246 |
| S1 |
114-238 |
114-217 |
|