ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-232 |
117-187 |
-0-045 |
-0.1% |
116-225 |
| High |
117-245 |
117-220 |
-0-025 |
-0.1% |
117-267 |
| Low |
117-150 |
116-315 |
-0-155 |
-0.4% |
116-220 |
| Close |
117-192 |
117-042 |
-0-150 |
-0.4% |
117-192 |
| Range |
0-095 |
0-225 |
0-130 |
136.8% |
1-047 |
| ATR |
0-163 |
0-168 |
0-004 |
2.7% |
0-000 |
| Volume |
271,356 |
221,623 |
-49,733 |
-18.3% |
1,591,051 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-121 |
118-306 |
117-166 |
|
| R3 |
118-216 |
118-081 |
117-104 |
|
| R2 |
117-311 |
117-311 |
117-083 |
|
| R1 |
117-176 |
117-176 |
117-063 |
117-131 |
| PP |
117-086 |
117-086 |
117-086 |
117-063 |
| S1 |
116-271 |
116-271 |
117-021 |
116-226 |
| S2 |
116-181 |
116-181 |
117-001 |
|
| S3 |
115-276 |
116-046 |
116-300 |
|
| S4 |
115-051 |
115-141 |
116-238 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-261 |
120-113 |
118-074 |
|
| R3 |
119-214 |
119-066 |
117-293 |
|
| R2 |
118-167 |
118-167 |
117-259 |
|
| R1 |
118-019 |
118-019 |
117-226 |
118-093 |
| PP |
117-120 |
117-120 |
117-120 |
117-156 |
| S1 |
116-292 |
116-292 |
117-158 |
117-046 |
| S2 |
116-073 |
116-073 |
117-125 |
|
| S3 |
115-026 |
115-245 |
117-091 |
|
| S4 |
113-299 |
114-198 |
116-310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-267 |
116-315 |
0-272 |
0.7% |
0-147 |
0.4% |
17% |
False |
True |
299,515 |
| 10 |
117-267 |
116-085 |
1-182 |
1.3% |
0-157 |
0.4% |
55% |
False |
False |
307,555 |
| 20 |
118-047 |
116-085 |
1-282 |
1.6% |
0-162 |
0.4% |
46% |
False |
False |
311,903 |
| 40 |
118-295 |
116-085 |
2-210 |
2.3% |
0-160 |
0.4% |
33% |
False |
False |
278,464 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-190 |
0.5% |
31% |
False |
False |
293,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-216 |
|
2.618 |
119-169 |
|
1.618 |
118-264 |
|
1.000 |
118-125 |
|
0.618 |
118-039 |
|
HIGH |
117-220 |
|
0.618 |
117-134 |
|
0.500 |
117-108 |
|
0.382 |
117-081 |
|
LOW |
116-315 |
|
0.618 |
116-176 |
|
1.000 |
116-090 |
|
1.618 |
115-271 |
|
2.618 |
115-046 |
|
4.250 |
113-319 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-108 |
117-131 |
| PP |
117-086 |
117-101 |
| S1 |
117-064 |
117-072 |
|