ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-235 |
115-285 |
0-050 |
0.1% |
116-235 |
| High |
115-297 |
116-082 |
0-105 |
0.3% |
116-307 |
| Low |
115-182 |
115-257 |
0-075 |
0.2% |
115-192 |
| Close |
115-255 |
116-035 |
0-100 |
0.3% |
116-135 |
| Range |
0-115 |
0-145 |
0-030 |
26.1% |
1-115 |
| ATR |
0-182 |
0-180 |
-0-003 |
-1.4% |
0-000 |
| Volume |
81,109 |
69,433 |
-11,676 |
-14.4% |
2,574,769 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-133 |
117-069 |
116-115 |
|
| R3 |
116-308 |
116-244 |
116-075 |
|
| R2 |
116-163 |
116-163 |
116-062 |
|
| R1 |
116-099 |
116-099 |
116-048 |
116-131 |
| PP |
116-018 |
116-018 |
116-018 |
116-034 |
| S1 |
115-274 |
115-274 |
116-022 |
115-306 |
| S2 |
115-193 |
115-193 |
116-008 |
|
| S3 |
115-048 |
115-129 |
115-315 |
|
| S4 |
114-223 |
114-304 |
115-275 |
|
|
| 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 |
116-162 |
115-182 |
0-300 |
0.8% |
0-178 |
0.5% |
58% |
False |
False |
380,692 |
| 10 |
117-185 |
115-182 |
2-003 |
1.7% |
0-196 |
0.5% |
27% |
False |
False |
434,017 |
| 20 |
117-267 |
115-182 |
2-085 |
2.0% |
0-175 |
0.5% |
24% |
False |
False |
375,909 |
| 40 |
118-142 |
115-182 |
2-280 |
2.5% |
0-168 |
0.5% |
19% |
False |
False |
322,995 |
| 60 |
119-152 |
115-182 |
3-290 |
3.4% |
0-182 |
0.5% |
14% |
False |
False |
319,155 |
| 80 |
119-152 |
115-182 |
3-290 |
3.4% |
0-189 |
0.5% |
14% |
False |
False |
280,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-058 |
|
2.618 |
117-142 |
|
1.618 |
116-317 |
|
1.000 |
116-227 |
|
0.618 |
116-172 |
|
HIGH |
116-082 |
|
0.618 |
116-027 |
|
0.500 |
116-010 |
|
0.382 |
115-312 |
|
LOW |
115-257 |
|
0.618 |
115-167 |
|
1.000 |
115-112 |
|
1.618 |
115-022 |
|
2.618 |
114-197 |
|
4.250 |
113-281 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-026 |
116-023 |
| PP |
116-018 |
116-011 |
| S1 |
116-010 |
115-318 |
|