ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-235 |
116-067 |
-0-168 |
-0.4% |
117-187 |
| High |
116-307 |
116-152 |
-0-155 |
-0.4% |
117-220 |
| Low |
116-065 |
115-245 |
-0-140 |
-0.4% |
116-202 |
| Close |
116-142 |
115-307 |
-0-155 |
-0.4% |
116-220 |
| Range |
0-242 |
0-227 |
-0-015 |
-6.2% |
1-018 |
| ATR |
0-175 |
0-179 |
0-004 |
2.1% |
0-000 |
| Volume |
408,401 |
623,812 |
215,411 |
52.7% |
1,927,845 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-062 |
117-252 |
116-112 |
|
| R3 |
117-155 |
117-025 |
116-049 |
|
| R2 |
116-248 |
116-248 |
116-029 |
|
| R1 |
116-118 |
116-118 |
116-008 |
116-070 |
| PP |
116-021 |
116-021 |
116-021 |
115-317 |
| S1 |
115-211 |
115-211 |
115-286 |
115-162 |
| S2 |
115-114 |
115-114 |
115-265 |
|
| S3 |
114-207 |
114-304 |
115-245 |
|
| S4 |
113-300 |
114-077 |
115-182 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
119-155 |
117-086 |
|
| R3 |
119-037 |
118-137 |
116-313 |
|
| R2 |
118-019 |
118-019 |
116-282 |
|
| R1 |
117-119 |
117-119 |
116-251 |
117-060 |
| PP |
117-001 |
117-001 |
117-001 |
116-291 |
| S1 |
116-101 |
116-101 |
116-189 |
116-042 |
| S2 |
115-303 |
115-303 |
116-158 |
|
| S3 |
114-285 |
115-083 |
116-127 |
|
| S4 |
113-267 |
114-065 |
116-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-185 |
115-245 |
1-260 |
1.6% |
0-214 |
0.6% |
11% |
False |
True |
487,342 |
| 10 |
117-267 |
115-245 |
2-022 |
1.8% |
0-175 |
0.5% |
9% |
False |
True |
398,312 |
| 20 |
117-267 |
115-245 |
2-022 |
1.8% |
0-172 |
0.5% |
9% |
False |
True |
358,017 |
| 40 |
118-295 |
115-245 |
3-050 |
2.7% |
0-167 |
0.5% |
6% |
False |
True |
308,633 |
| 60 |
119-152 |
115-245 |
3-227 |
3.2% |
0-188 |
0.5% |
5% |
False |
True |
317,431 |
| 80 |
119-152 |
115-245 |
3-227 |
3.2% |
0-187 |
0.5% |
5% |
False |
True |
256,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-157 |
|
2.618 |
118-106 |
|
1.618 |
117-199 |
|
1.000 |
117-059 |
|
0.618 |
116-292 |
|
HIGH |
116-152 |
|
0.618 |
116-065 |
|
0.500 |
116-038 |
|
0.382 |
116-012 |
|
LOW |
115-245 |
|
0.618 |
115-105 |
|
1.000 |
115-018 |
|
1.618 |
114-198 |
|
2.618 |
113-291 |
|
4.250 |
112-240 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-038 |
116-141 |
| PP |
116-021 |
116-090 |
| S1 |
116-004 |
116-038 |
|