ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
112-182 |
113-005 |
0-143 |
0.4% |
115-102 |
| High |
113-037 |
113-007 |
-0-030 |
-0.1% |
115-140 |
| Low |
112-172 |
112-162 |
-0-010 |
0.0% |
112-307 |
| Close |
113-007 |
112-240 |
-0-087 |
-0.2% |
112-315 |
| Range |
0-185 |
0-165 |
-0-020 |
-10.8% |
2-153 |
| ATR |
0-203 |
0-200 |
-0-003 |
-1.3% |
0-000 |
| Volume |
395,126 |
372,207 |
-22,919 |
-5.8% |
2,055,472 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-098 |
114-014 |
113-011 |
|
| R3 |
113-253 |
113-169 |
112-285 |
|
| R2 |
113-088 |
113-088 |
112-270 |
|
| R1 |
113-004 |
113-004 |
112-255 |
112-284 |
| PP |
112-243 |
112-243 |
112-243 |
112-223 |
| S1 |
112-159 |
112-159 |
112-225 |
112-118 |
| S2 |
112-078 |
112-078 |
112-210 |
|
| S3 |
111-233 |
111-314 |
112-195 |
|
| S4 |
111-068 |
111-149 |
112-149 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-073 |
119-187 |
114-111 |
|
| R3 |
118-240 |
117-034 |
113-213 |
|
| R2 |
116-087 |
116-087 |
113-140 |
|
| R1 |
114-201 |
114-201 |
113-068 |
114-068 |
| PP |
113-254 |
113-254 |
113-254 |
113-187 |
| S1 |
112-048 |
112-048 |
112-242 |
111-234 |
| S2 |
111-101 |
111-101 |
112-170 |
|
| S3 |
108-268 |
109-215 |
112-097 |
|
| S4 |
106-115 |
107-062 |
111-199 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-068 |
|
2.618 |
114-119 |
|
1.618 |
113-274 |
|
1.000 |
113-172 |
|
0.618 |
113-109 |
|
HIGH |
113-007 |
|
0.618 |
112-264 |
|
0.500 |
112-244 |
|
0.382 |
112-225 |
|
LOW |
112-162 |
|
0.618 |
112-060 |
|
1.000 |
111-317 |
|
1.618 |
111-215 |
|
2.618 |
111-050 |
|
4.250 |
110-101 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
112-244 |
112-241 |
| PP |
112-243 |
112-241 |
| S1 |
112-242 |
112-240 |
|