ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-315 |
117-102 |
0-107 |
0.3% |
117-035 |
| High |
117-137 |
117-232 |
0-095 |
0.3% |
117-102 |
| Low |
116-315 |
117-050 |
0-055 |
0.1% |
116-085 |
| Close |
117-110 |
117-212 |
0-102 |
0.3% |
116-202 |
| Range |
0-142 |
0-182 |
0-040 |
28.2% |
1-017 |
| ATR |
0-174 |
0-175 |
0-001 |
0.3% |
0-000 |
| Volume |
252,888 |
302,675 |
49,787 |
19.7% |
1,480,257 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-071 |
119-003 |
117-312 |
|
| R3 |
118-209 |
118-141 |
117-262 |
|
| R2 |
118-027 |
118-027 |
117-245 |
|
| R1 |
117-279 |
117-279 |
117-229 |
117-313 |
| PP |
117-165 |
117-165 |
117-165 |
117-182 |
| S1 |
117-097 |
117-097 |
117-195 |
117-131 |
| S2 |
116-303 |
116-303 |
117-179 |
|
| S3 |
116-121 |
116-235 |
117-162 |
|
| S4 |
115-259 |
116-053 |
117-112 |
|
|
| 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 |
117-232 |
116-085 |
1-147 |
1.2% |
0-179 |
0.5% |
96% |
True |
False |
334,667 |
| 10 |
117-232 |
116-085 |
1-147 |
1.2% |
0-148 |
0.4% |
96% |
True |
False |
307,834 |
| 20 |
118-120 |
116-085 |
2-035 |
1.8% |
0-171 |
0.5% |
66% |
False |
False |
305,471 |
| 40 |
119-152 |
116-085 |
3-067 |
2.7% |
0-180 |
0.5% |
44% |
False |
False |
283,175 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-194 |
0.5% |
47% |
False |
False |
279,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-046 |
|
2.618 |
119-068 |
|
1.618 |
118-206 |
|
1.000 |
118-094 |
|
0.618 |
118-024 |
|
HIGH |
117-232 |
|
0.618 |
117-162 |
|
0.500 |
117-141 |
|
0.382 |
117-120 |
|
LOW |
117-050 |
|
0.618 |
116-258 |
|
1.000 |
116-188 |
|
1.618 |
116-076 |
|
2.618 |
115-214 |
|
4.250 |
114-236 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-188 |
117-163 |
| PP |
117-165 |
117-115 |
| S1 |
117-141 |
117-066 |
|