ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-200 |
113-305 |
0-105 |
0.3% |
112-267 |
| High |
113-315 |
114-095 |
0-100 |
0.3% |
113-175 |
| Low |
113-097 |
113-205 |
0-108 |
0.3% |
112-125 |
| Close |
113-272 |
114-005 |
0-053 |
0.1% |
113-140 |
| Range |
0-218 |
0-210 |
-0-008 |
-3.7% |
1-050 |
| ATR |
0-197 |
0-198 |
0-001 |
0.5% |
0-000 |
| Volume |
308,688 |
313,619 |
4,931 |
1.6% |
2,091,736 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-305 |
115-205 |
114-120 |
|
| R3 |
115-095 |
114-315 |
114-063 |
|
| R2 |
114-205 |
114-205 |
114-044 |
|
| R1 |
114-105 |
114-105 |
114-024 |
114-155 |
| PP |
113-315 |
113-315 |
113-315 |
114-020 |
| S1 |
113-215 |
113-215 |
113-306 |
113-265 |
| S2 |
113-105 |
113-105 |
113-286 |
|
| S3 |
112-215 |
113-005 |
113-267 |
|
| S4 |
112-005 |
112-115 |
113-210 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-190 |
116-055 |
114-024 |
|
| R3 |
115-140 |
115-005 |
113-242 |
|
| R2 |
114-090 |
114-090 |
113-208 |
|
| R1 |
113-275 |
113-275 |
113-174 |
114-022 |
| PP |
113-040 |
113-040 |
113-040 |
113-074 |
| S1 |
112-225 |
112-225 |
113-106 |
112-292 |
| S2 |
111-310 |
111-310 |
113-072 |
|
| S3 |
110-260 |
111-175 |
113-038 |
|
| S4 |
109-210 |
110-125 |
112-256 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-028 |
|
2.618 |
116-005 |
|
1.618 |
115-115 |
|
1.000 |
114-305 |
|
0.618 |
114-225 |
|
HIGH |
114-095 |
|
0.618 |
114-015 |
|
0.500 |
113-310 |
|
0.382 |
113-285 |
|
LOW |
113-205 |
|
0.618 |
113-075 |
|
1.000 |
112-315 |
|
1.618 |
112-185 |
|
2.618 |
111-295 |
|
4.250 |
110-272 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-000 |
113-302 |
| PP |
113-315 |
113-279 |
| S1 |
113-310 |
113-256 |
|