ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-015 |
117-132 |
0-117 |
0.3% |
116-225 |
| High |
117-170 |
117-185 |
0-015 |
0.0% |
117-267 |
| Low |
116-302 |
116-247 |
-0-055 |
-0.1% |
116-220 |
| Close |
117-130 |
116-302 |
-0-148 |
-0.4% |
117-192 |
| Range |
0-188 |
0-258 |
0-070 |
37.2% |
1-047 |
| ATR |
0-164 |
0-171 |
0-007 |
4.1% |
0-000 |
| Volume |
375,790 |
410,250 |
34,460 |
9.2% |
1,591,051 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-165 |
119-012 |
117-124 |
|
| R3 |
118-227 |
118-074 |
117-053 |
|
| R2 |
117-289 |
117-289 |
117-029 |
|
| R1 |
117-136 |
117-136 |
117-006 |
117-084 |
| PP |
117-031 |
117-031 |
117-031 |
117-005 |
| S1 |
116-198 |
116-198 |
116-278 |
116-146 |
| S2 |
116-093 |
116-093 |
116-255 |
|
| S3 |
115-155 |
115-260 |
116-231 |
|
| S4 |
114-217 |
115-002 |
116-160 |
|
|
| 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 |
117-245 |
116-247 |
0-318 |
0.8% |
0-171 |
0.5% |
17% |
False |
True |
316,148 |
| 10 |
117-267 |
116-085 |
1-182 |
1.3% |
0-164 |
0.4% |
43% |
False |
False |
336,862 |
| 20 |
118-007 |
116-085 |
1-242 |
1.5% |
0-167 |
0.4% |
39% |
False |
False |
322,291 |
| 40 |
118-295 |
116-085 |
2-210 |
2.3% |
0-163 |
0.4% |
26% |
False |
False |
289,809 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-188 |
0.5% |
26% |
False |
False |
306,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-002 |
|
2.618 |
119-220 |
|
1.618 |
118-282 |
|
1.000 |
118-123 |
|
0.618 |
118-024 |
|
HIGH |
117-185 |
|
0.618 |
117-086 |
|
0.500 |
117-056 |
|
0.382 |
117-026 |
|
LOW |
116-247 |
|
0.618 |
116-088 |
|
1.000 |
115-309 |
|
1.618 |
115-150 |
|
2.618 |
114-212 |
|
4.250 |
113-110 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-056 |
117-056 |
| PP |
117-031 |
117-031 |
| S1 |
117-007 |
117-007 |
|