ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-270 |
0-030 |
0.1% |
114-075 |
| High |
114-307 |
115-080 |
0-093 |
0.3% |
114-220 |
| Low |
114-170 |
114-270 |
0-100 |
0.3% |
113-265 |
| Close |
114-305 |
115-030 |
0-045 |
0.1% |
114-195 |
| Range |
0-137 |
0-130 |
-0-007 |
-5.1% |
0-275 |
| ATR |
0-176 |
0-173 |
-0-003 |
-1.9% |
0-000 |
| Volume |
8,375 |
1,571 |
-6,804 |
-81.2% |
83,494 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-090 |
116-030 |
115-102 |
|
| R3 |
115-280 |
115-220 |
115-066 |
|
| R2 |
115-150 |
115-150 |
115-054 |
|
| R1 |
115-090 |
115-090 |
115-042 |
115-120 |
| PP |
115-020 |
115-020 |
115-020 |
115-035 |
| S1 |
114-280 |
114-280 |
115-018 |
114-310 |
| S2 |
114-210 |
114-210 |
115-006 |
|
| S3 |
114-080 |
114-150 |
114-314 |
|
| S4 |
113-270 |
114-020 |
114-278 |
|
|
| 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 |
115-080 |
113-267 |
1-133 |
1.2% |
0-130 |
0.4% |
89% |
True |
False |
9,072 |
| 10 |
116-042 |
113-265 |
2-097 |
2.0% |
0-169 |
0.5% |
55% |
False |
False |
20,233 |
| 20 |
117-185 |
113-265 |
3-240 |
3.3% |
0-182 |
0.5% |
34% |
False |
False |
227,125 |
| 40 |
118-007 |
113-265 |
4-062 |
3.6% |
0-170 |
0.5% |
30% |
False |
False |
270,246 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-167 |
0.5% |
25% |
False |
False |
263,054 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-186 |
0.5% |
22% |
False |
False |
279,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-312 |
|
2.618 |
116-100 |
|
1.618 |
115-290 |
|
1.000 |
115-210 |
|
0.618 |
115-160 |
|
HIGH |
115-080 |
|
0.618 |
115-030 |
|
0.500 |
115-015 |
|
0.382 |
115-000 |
|
LOW |
114-270 |
|
0.618 |
114-190 |
|
1.000 |
114-140 |
|
1.618 |
114-060 |
|
2.618 |
113-250 |
|
4.250 |
113-038 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-025 |
115-008 |
| PP |
115-020 |
114-307 |
| S1 |
115-015 |
114-285 |
|