ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
115-290 |
116-015 |
0-045 |
0.1% |
116-235 |
| High |
116-057 |
116-162 |
0-105 |
0.3% |
116-307 |
| Low |
115-192 |
115-310 |
0-118 |
0.3% |
115-192 |
| Close |
115-277 |
116-135 |
0-178 |
0.5% |
116-135 |
| Range |
0-185 |
0-172 |
-0-013 |
-7.0% |
1-115 |
| ATR |
0-179 |
0-181 |
0-002 |
1.0% |
0-000 |
| Volume |
824,148 |
718,408 |
-105,740 |
-12.8% |
2,574,769 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-292 |
117-225 |
116-230 |
|
| R3 |
117-120 |
117-053 |
116-182 |
|
| R2 |
116-268 |
116-268 |
116-167 |
|
| R1 |
116-201 |
116-201 |
116-151 |
116-234 |
| PP |
116-096 |
116-096 |
116-096 |
116-112 |
| S1 |
116-029 |
116-029 |
116-119 |
116-062 |
| S2 |
115-244 |
115-244 |
116-103 |
|
| S3 |
115-072 |
115-177 |
116-088 |
|
| S4 |
114-220 |
115-005 |
116-040 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-130 |
119-247 |
117-054 |
|
| R3 |
119-015 |
118-132 |
116-255 |
|
| R2 |
117-220 |
117-220 |
116-215 |
|
| R1 |
117-017 |
117-017 |
116-175 |
116-221 |
| PP |
116-105 |
116-105 |
116-105 |
116-046 |
| S1 |
115-222 |
115-222 |
116-095 |
115-106 |
| S2 |
114-310 |
114-310 |
116-055 |
|
| S3 |
113-195 |
114-107 |
116-015 |
|
| S4 |
112-080 |
112-312 |
115-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-037 |
115-192 |
1-165 |
1.3% |
0-196 |
0.5% |
54% |
False |
False |
638,645 |
| 10 |
117-245 |
115-192 |
2-053 |
1.9% |
0-183 |
0.5% |
38% |
False |
False |
477,397 |
| 20 |
117-267 |
115-192 |
2-075 |
1.9% |
0-164 |
0.4% |
37% |
False |
False |
398,301 |
| 40 |
118-282 |
115-192 |
3-090 |
2.8% |
0-170 |
0.5% |
25% |
False |
False |
335,179 |
| 60 |
119-152 |
115-192 |
3-280 |
3.3% |
0-187 |
0.5% |
21% |
False |
False |
331,184 |
| 80 |
119-152 |
115-192 |
3-280 |
3.3% |
0-190 |
0.5% |
21% |
False |
False |
275,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-253 |
|
2.618 |
117-292 |
|
1.618 |
117-120 |
|
1.000 |
117-014 |
|
0.618 |
116-268 |
|
HIGH |
116-162 |
|
0.618 |
116-096 |
|
0.500 |
116-076 |
|
0.382 |
116-056 |
|
LOW |
115-310 |
|
0.618 |
115-204 |
|
1.000 |
115-138 |
|
1.618 |
115-032 |
|
2.618 |
114-180 |
|
4.250 |
113-219 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-115 |
116-096 |
| PP |
116-096 |
116-056 |
| S1 |
116-076 |
116-017 |
|