ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-187 |
117-015 |
-0-172 |
-0.5% |
116-225 |
| High |
117-220 |
117-037 |
-0-183 |
-0.5% |
117-267 |
| Low |
116-315 |
116-270 |
-0-045 |
-0.1% |
116-220 |
| Close |
117-042 |
117-020 |
-0-022 |
-0.1% |
117-192 |
| Range |
0-225 |
0-087 |
-0-138 |
-61.3% |
1-047 |
| ATR |
0-168 |
0-162 |
-0-005 |
-3.2% |
0-000 |
| Volume |
221,623 |
301,725 |
80,102 |
36.1% |
1,591,051 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-263 |
117-229 |
117-068 |
|
| R3 |
117-176 |
117-142 |
117-044 |
|
| R2 |
117-089 |
117-089 |
117-036 |
|
| R1 |
117-055 |
117-055 |
117-028 |
117-072 |
| PP |
117-002 |
117-002 |
117-002 |
117-011 |
| S1 |
116-288 |
116-288 |
117-012 |
116-305 |
| S2 |
116-235 |
116-235 |
117-004 |
|
| S3 |
116-148 |
116-201 |
116-316 |
|
| S4 |
116-061 |
116-114 |
116-292 |
|
|
| 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 |
116-270 |
0-317 |
0.8% |
0-136 |
0.4% |
22% |
False |
True |
309,282 |
| 10 |
117-267 |
116-085 |
1-182 |
1.3% |
0-154 |
0.4% |
51% |
False |
False |
317,801 |
| 20 |
118-007 |
116-085 |
1-242 |
1.5% |
0-158 |
0.4% |
45% |
False |
False |
313,367 |
| 40 |
118-295 |
116-085 |
2-210 |
2.3% |
0-160 |
0.4% |
30% |
False |
False |
281,018 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-187 |
0.5% |
29% |
False |
False |
297,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-087 |
|
2.618 |
117-265 |
|
1.618 |
117-178 |
|
1.000 |
117-124 |
|
0.618 |
117-091 |
|
HIGH |
117-037 |
|
0.618 |
117-004 |
|
0.500 |
116-314 |
|
0.382 |
116-303 |
|
LOW |
116-270 |
|
0.618 |
116-216 |
|
1.000 |
116-183 |
|
1.618 |
116-129 |
|
2.618 |
116-042 |
|
4.250 |
115-220 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-011 |
117-098 |
| PP |
117-002 |
117-072 |
| S1 |
116-314 |
117-046 |
|