ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
116-165 |
-0-160 |
-0.4% |
117-035 |
| High |
117-022 |
116-260 |
-0-082 |
-0.2% |
117-102 |
| Low |
116-140 |
116-085 |
-0-055 |
-0.1% |
116-085 |
| Close |
116-205 |
116-202 |
-0-003 |
0.0% |
116-202 |
| Range |
0-202 |
0-175 |
-0-027 |
-13.4% |
1-017 |
| ATR |
0-174 |
0-174 |
0-000 |
0.0% |
0-000 |
| Volume |
334,489 |
468,189 |
133,700 |
40.0% |
1,480,257 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-067 |
117-310 |
116-298 |
|
| R3 |
117-212 |
117-135 |
116-250 |
|
| R2 |
117-037 |
117-037 |
116-234 |
|
| R1 |
116-280 |
116-280 |
116-218 |
116-318 |
| PP |
116-182 |
116-182 |
116-182 |
116-202 |
| S1 |
116-105 |
116-105 |
116-186 |
116-144 |
| S2 |
116-007 |
116-007 |
116-170 |
|
| S3 |
115-152 |
115-250 |
116-154 |
|
| S4 |
114-297 |
115-075 |
116-106 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-287 |
119-102 |
117-067 |
|
| R3 |
118-270 |
118-085 |
116-295 |
|
| R2 |
117-253 |
117-253 |
116-264 |
|
| R1 |
117-068 |
117-068 |
116-233 |
116-312 |
| PP |
116-236 |
116-236 |
116-236 |
116-198 |
| S1 |
116-051 |
116-051 |
116-171 |
115-295 |
| S2 |
115-219 |
115-219 |
116-140 |
|
| S3 |
114-202 |
115-034 |
116-109 |
|
| S4 |
113-185 |
114-017 |
116-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-102 |
116-085 |
1-017 |
0.9% |
0-147 |
0.4% |
35% |
False |
True |
296,051 |
| 10 |
118-007 |
116-085 |
1-242 |
1.5% |
0-175 |
0.5% |
21% |
False |
True |
319,087 |
| 20 |
118-142 |
116-085 |
2-057 |
1.9% |
0-170 |
0.5% |
17% |
False |
True |
291,974 |
| 40 |
119-152 |
116-085 |
3-067 |
2.8% |
0-182 |
0.5% |
11% |
False |
True |
289,676 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-194 |
0.5% |
17% |
False |
False |
265,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-044 |
|
2.618 |
118-078 |
|
1.618 |
117-223 |
|
1.000 |
117-115 |
|
0.618 |
117-048 |
|
HIGH |
116-260 |
|
0.618 |
116-193 |
|
0.500 |
116-172 |
|
0.382 |
116-152 |
|
LOW |
116-085 |
|
0.618 |
115-297 |
|
1.000 |
115-230 |
|
1.618 |
115-122 |
|
2.618 |
114-267 |
|
4.250 |
113-301 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-192 |
116-254 |
| PP |
116-182 |
116-236 |
| S1 |
116-172 |
116-219 |
|