ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-077 |
114-150 |
0-073 |
0.2% |
114-270 |
| High |
114-157 |
114-297 |
0-140 |
0.4% |
115-080 |
| Low |
114-077 |
114-150 |
0-073 |
0.2% |
114-072 |
| Close |
114-157 |
114-292 |
0-135 |
0.4% |
114-157 |
| Range |
0-080 |
0-147 |
0-067 |
83.8% |
1-008 |
| ATR |
0-173 |
0-171 |
-0-002 |
-1.1% |
0-000 |
| Volume |
7,460 |
7,068 |
-392 |
-5.3% |
44,684 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-047 |
115-317 |
115-053 |
|
| R3 |
115-220 |
115-170 |
115-012 |
|
| R2 |
115-073 |
115-073 |
114-319 |
|
| R1 |
115-023 |
115-023 |
114-305 |
115-048 |
| PP |
114-246 |
114-246 |
114-246 |
114-259 |
| S1 |
114-196 |
114-196 |
114-279 |
114-221 |
| S2 |
114-099 |
114-099 |
114-265 |
|
| S3 |
113-272 |
114-049 |
114-252 |
|
| S4 |
113-125 |
113-222 |
114-211 |
|
|
| 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% |
0-141 |
0.4% |
67% |
False |
False |
5,617 |
| 10 |
115-080 |
113-267 |
1-133 |
1.2% |
0-132 |
0.4% |
76% |
False |
False |
9,911 |
| 20 |
116-307 |
113-265 |
3-042 |
2.7% |
0-174 |
0.5% |
35% |
False |
False |
157,807 |
| 40 |
118-007 |
113-265 |
4-062 |
3.6% |
0-171 |
0.5% |
26% |
False |
False |
246,648 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-166 |
0.5% |
21% |
False |
False |
249,814 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-183 |
0.5% |
19% |
False |
False |
273,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-282 |
|
2.618 |
116-042 |
|
1.618 |
115-215 |
|
1.000 |
115-124 |
|
0.618 |
115-068 |
|
HIGH |
114-297 |
|
0.618 |
114-241 |
|
0.500 |
114-224 |
|
0.382 |
114-206 |
|
LOW |
114-150 |
|
0.618 |
114-059 |
|
1.000 |
114-003 |
|
1.618 |
113-232 |
|
2.618 |
113-085 |
|
4.250 |
112-165 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-269 |
114-256 |
| PP |
114-246 |
114-220 |
| S1 |
114-224 |
114-184 |
|