ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-102 |
117-195 |
0-093 |
0.2% |
117-035 |
| High |
117-232 |
117-267 |
0-035 |
0.1% |
117-102 |
| Low |
117-050 |
117-177 |
0-127 |
0.3% |
116-085 |
| Close |
117-212 |
117-212 |
0-000 |
0.0% |
116-202 |
| Range |
0-182 |
0-090 |
-0-092 |
-50.5% |
1-017 |
| ATR |
0-175 |
0-169 |
-0-006 |
-3.5% |
0-000 |
| Volume |
302,675 |
449,035 |
146,360 |
48.4% |
1,480,257 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-169 |
118-120 |
117-262 |
|
| R3 |
118-079 |
118-030 |
117-237 |
|
| R2 |
117-309 |
117-309 |
117-228 |
|
| R1 |
117-260 |
117-260 |
117-220 |
117-284 |
| PP |
117-219 |
117-219 |
117-219 |
117-231 |
| S1 |
117-170 |
117-170 |
117-204 |
117-194 |
| S2 |
117-129 |
117-129 |
117-196 |
|
| S3 |
117-039 |
117-080 |
117-187 |
|
| S4 |
116-269 |
116-310 |
117-162 |
|
|
| 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 |
117-267 |
116-085 |
1-182 |
1.3% |
0-157 |
0.4% |
89% |
True |
False |
357,576 |
| 10 |
117-267 |
116-085 |
1-182 |
1.3% |
0-144 |
0.4% |
89% |
True |
False |
319,205 |
| 20 |
118-047 |
116-085 |
1-282 |
1.6% |
0-168 |
0.4% |
74% |
False |
False |
314,198 |
| 40 |
119-025 |
116-085 |
2-260 |
2.4% |
0-160 |
0.4% |
50% |
False |
False |
285,640 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-193 |
0.5% |
47% |
False |
False |
287,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-010 |
|
2.618 |
118-183 |
|
1.618 |
118-093 |
|
1.000 |
118-037 |
|
0.618 |
118-003 |
|
HIGH |
117-267 |
|
0.618 |
117-233 |
|
0.500 |
117-222 |
|
0.382 |
117-211 |
|
LOW |
117-177 |
|
0.618 |
117-121 |
|
1.000 |
117-087 |
|
1.618 |
117-031 |
|
2.618 |
116-261 |
|
4.250 |
116-114 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-222 |
117-185 |
| PP |
117-219 |
117-158 |
| S1 |
117-215 |
117-131 |
|