ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-242 |
116-000 |
0-078 |
0.2% |
114-150 |
| High |
115-265 |
116-057 |
0-112 |
0.3% |
115-265 |
| Low |
115-222 |
115-267 |
0-045 |
0.1% |
114-150 |
| Close |
115-255 |
115-267 |
0-012 |
0.0% |
115-255 |
| Range |
0-043 |
0-110 |
0-067 |
155.8% |
1-115 |
| ATR |
0-159 |
0-156 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,078 |
3,954 |
2,876 |
266.8% |
15,889 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-314 |
116-240 |
116-008 |
|
| R3 |
116-204 |
116-130 |
115-297 |
|
| R2 |
116-094 |
116-094 |
115-287 |
|
| R1 |
116-020 |
116-020 |
115-277 |
116-002 |
| PP |
115-304 |
115-304 |
115-304 |
115-294 |
| S1 |
115-230 |
115-230 |
115-257 |
115-212 |
| S2 |
115-194 |
115-194 |
115-247 |
|
| S3 |
115-084 |
115-120 |
115-237 |
|
| S4 |
114-294 |
115-010 |
115-206 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-142 |
118-313 |
116-174 |
|
| R3 |
118-027 |
117-198 |
116-055 |
|
| R2 |
116-232 |
116-232 |
116-015 |
|
| R1 |
116-083 |
116-083 |
115-295 |
116-158 |
| PP |
115-117 |
115-117 |
115-117 |
115-154 |
| S1 |
114-288 |
114-288 |
115-215 |
115-042 |
| S2 |
114-002 |
114-002 |
115-175 |
|
| S3 |
112-207 |
113-173 |
115-135 |
|
| S4 |
111-092 |
112-058 |
115-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-057 |
114-272 |
1-105 |
1.1% |
0-112 |
0.3% |
74% |
True |
False |
2,555 |
| 10 |
116-057 |
114-072 |
1-305 |
1.7% |
0-126 |
0.3% |
82% |
True |
False |
4,086 |
| 20 |
116-082 |
113-265 |
2-137 |
2.1% |
0-147 |
0.4% |
83% |
False |
False |
19,189 |
| 40 |
117-267 |
113-265 |
4-002 |
3.5% |
0-160 |
0.4% |
50% |
False |
False |
204,201 |
| 60 |
118-142 |
113-265 |
4-197 |
4.0% |
0-163 |
0.4% |
43% |
False |
False |
229,505 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-177 |
0.5% |
36% |
False |
False |
251,527 |
| 100 |
119-152 |
113-265 |
5-207 |
4.9% |
0-181 |
0.5% |
36% |
False |
False |
226,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-204 |
|
2.618 |
117-025 |
|
1.618 |
116-235 |
|
1.000 |
116-167 |
|
0.618 |
116-125 |
|
HIGH |
116-057 |
|
0.618 |
116-015 |
|
0.500 |
116-002 |
|
0.382 |
115-309 |
|
LOW |
115-267 |
|
0.618 |
115-199 |
|
1.000 |
115-157 |
|
1.618 |
115-089 |
|
2.618 |
114-299 |
|
4.250 |
114-120 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-002 |
115-240 |
| PP |
115-304 |
115-213 |
| S1 |
115-285 |
115-186 |
|