ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
115-107 |
0-127 |
0.3% |
114-270 |
| High |
115-022 |
115-125 |
0-103 |
0.3% |
115-080 |
| Low |
114-300 |
114-272 |
-0-028 |
-0.1% |
114-072 |
| Close |
115-017 |
114-315 |
-0-022 |
-0.1% |
114-157 |
| Range |
0-042 |
0-173 |
0-131 |
311.9% |
1-008 |
| ATR |
0-163 |
0-163 |
0-001 |
0.5% |
0-000 |
| Volume |
352 |
3,732 |
3,380 |
960.2% |
44,684 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-223 |
116-122 |
115-090 |
|
| R3 |
116-050 |
115-269 |
115-043 |
|
| R2 |
115-197 |
115-197 |
115-027 |
|
| R1 |
115-096 |
115-096 |
115-011 |
115-060 |
| PP |
115-024 |
115-024 |
115-024 |
115-006 |
| S1 |
114-243 |
114-243 |
114-299 |
114-207 |
| S2 |
114-171 |
114-171 |
114-283 |
|
| S3 |
113-318 |
114-070 |
114-267 |
|
| S4 |
113-145 |
113-217 |
114-220 |
|
|
| 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 |
115-125 |
114-072 |
1-053 |
1.0% |
0-131 |
0.4% |
65% |
True |
False |
4,444 |
| 10 |
115-125 |
113-267 |
1-178 |
1.4% |
0-130 |
0.4% |
74% |
True |
False |
6,758 |
| 20 |
116-162 |
113-265 |
2-217 |
2.3% |
0-162 |
0.4% |
43% |
False |
False |
106,400 |
| 40 |
117-267 |
113-265 |
4-002 |
3.5% |
0-167 |
0.5% |
29% |
False |
False |
232,208 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-165 |
0.4% |
23% |
False |
False |
241,222 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-182 |
0.5% |
20% |
False |
False |
264,673 |
| 100 |
119-152 |
113-265 |
5-207 |
4.9% |
0-182 |
0.5% |
20% |
False |
False |
226,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-220 |
|
2.618 |
116-258 |
|
1.618 |
116-085 |
|
1.000 |
115-298 |
|
0.618 |
115-232 |
|
HIGH |
115-125 |
|
0.618 |
115-059 |
|
0.500 |
115-038 |
|
0.382 |
115-018 |
|
LOW |
114-272 |
|
0.618 |
114-165 |
|
1.000 |
114-099 |
|
1.618 |
113-312 |
|
2.618 |
113-139 |
|
4.250 |
112-177 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-038 |
114-309 |
| PP |
115-024 |
114-303 |
| S1 |
115-010 |
114-298 |
|