ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-285 |
114-077 |
-0-208 |
-0.6% |
114-270 |
| High |
114-285 |
114-157 |
-0-128 |
-0.3% |
115-080 |
| Low |
114-072 |
114-077 |
0-005 |
0.0% |
114-072 |
| Close |
114-095 |
114-157 |
0-062 |
0.2% |
114-157 |
| Range |
0-213 |
0-080 |
-0-133 |
-62.4% |
1-008 |
| ATR |
0-180 |
0-173 |
-0-007 |
-4.0% |
0-000 |
| Volume |
3,611 |
7,460 |
3,849 |
106.6% |
44,684 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-050 |
115-024 |
114-201 |
|
| R3 |
114-290 |
114-264 |
114-179 |
|
| R2 |
114-210 |
114-210 |
114-172 |
|
| R1 |
114-184 |
114-184 |
114-164 |
114-197 |
| PP |
114-130 |
114-130 |
114-130 |
114-137 |
| S1 |
114-104 |
114-104 |
114-150 |
114-117 |
| S2 |
114-050 |
114-050 |
114-142 |
|
| S3 |
113-290 |
114-024 |
114-135 |
|
| S4 |
113-210 |
113-264 |
114-113 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-234 |
117-043 |
115-017 |
|
| R3 |
116-226 |
116-035 |
114-247 |
|
| R2 |
115-218 |
115-218 |
114-217 |
|
| R1 |
115-027 |
115-027 |
114-187 |
114-278 |
| PP |
114-210 |
114-210 |
114-210 |
114-175 |
| S1 |
114-019 |
114-019 |
114-127 |
113-270 |
| S2 |
113-202 |
113-202 |
114-097 |
|
| S3 |
112-194 |
113-011 |
114-067 |
|
| S4 |
111-186 |
112-003 |
113-297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-080 |
114-072 |
1-008 |
0.9% |
0-122 |
0.3% |
26% |
False |
False |
8,936 |
| 10 |
115-080 |
113-265 |
1-135 |
1.2% |
0-137 |
0.4% |
47% |
False |
False |
12,817 |
| 20 |
117-037 |
113-265 |
3-092 |
2.9% |
0-175 |
0.5% |
20% |
False |
False |
188,376 |
| 40 |
118-007 |
113-265 |
4-062 |
3.7% |
0-171 |
0.5% |
16% |
False |
False |
255,334 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-167 |
0.5% |
13% |
False |
False |
255,998 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-184 |
0.5% |
12% |
False |
False |
276,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-177 |
|
2.618 |
115-046 |
|
1.618 |
114-286 |
|
1.000 |
114-237 |
|
0.618 |
114-206 |
|
HIGH |
114-157 |
|
0.618 |
114-126 |
|
0.500 |
114-117 |
|
0.382 |
114-108 |
|
LOW |
114-077 |
|
0.618 |
114-028 |
|
1.000 |
113-317 |
|
1.618 |
113-268 |
|
2.618 |
113-188 |
|
4.250 |
113-057 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-144 |
114-236 |
| PP |
114-130 |
114-210 |
| S1 |
114-117 |
114-183 |
|