ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-055 |
114-075 |
0-020 |
0.1% |
116-120 |
| High |
114-140 |
114-110 |
-0-030 |
-0.1% |
116-135 |
| Low |
114-037 |
113-297 |
-0-060 |
-0.2% |
114-100 |
| Close |
114-115 |
114-025 |
-0-090 |
-0.2% |
114-100 |
| Range |
0-103 |
0-133 |
0-030 |
29.1% |
2-035 |
| ATR |
0-194 |
0-190 |
-0-004 |
-2.1% |
0-000 |
| Volume |
21,312 |
14,302 |
-7,010 |
-32.9% |
446,130 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-116 |
115-044 |
114-098 |
|
| R3 |
114-303 |
114-231 |
114-062 |
|
| R2 |
114-170 |
114-170 |
114-049 |
|
| R1 |
114-098 |
114-098 |
114-037 |
114-068 |
| PP |
114-037 |
114-037 |
114-037 |
114-022 |
| S1 |
113-285 |
113-285 |
114-013 |
113-254 |
| S2 |
113-224 |
113-224 |
114-001 |
|
| S3 |
113-091 |
113-152 |
113-308 |
|
| S4 |
112-278 |
113-019 |
113-272 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-110 |
119-300 |
115-151 |
|
| R3 |
119-075 |
117-265 |
114-286 |
|
| R2 |
117-040 |
117-040 |
114-224 |
|
| R1 |
115-230 |
115-230 |
114-162 |
115-118 |
| PP |
115-005 |
115-005 |
115-005 |
114-269 |
| S1 |
113-195 |
113-195 |
114-038 |
113-082 |
| S2 |
112-290 |
112-290 |
113-296 |
|
| S3 |
110-255 |
111-160 |
113-234 |
|
| S4 |
108-220 |
109-125 |
113-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-042 |
113-265 |
2-097 |
2.0% |
0-208 |
0.6% |
11% |
False |
False |
31,394 |
| 10 |
116-162 |
113-265 |
2-217 |
2.3% |
0-193 |
0.5% |
9% |
False |
False |
206,043 |
| 20 |
117-267 |
113-265 |
4-002 |
3.5% |
0-184 |
0.5% |
6% |
False |
False |
302,177 |
| 40 |
118-142 |
113-265 |
4-197 |
4.0% |
0-176 |
0.5% |
5% |
False |
False |
302,164 |
| 60 |
119-152 |
113-265 |
5-207 |
5.0% |
0-181 |
0.5% |
4% |
False |
False |
288,001 |
| 80 |
119-152 |
113-265 |
5-207 |
5.0% |
0-192 |
0.5% |
4% |
False |
False |
281,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-035 |
|
2.618 |
115-138 |
|
1.618 |
115-005 |
|
1.000 |
114-243 |
|
0.618 |
114-192 |
|
HIGH |
114-110 |
|
0.618 |
114-059 |
|
0.500 |
114-044 |
|
0.382 |
114-028 |
|
LOW |
113-297 |
|
0.618 |
113-215 |
|
1.000 |
113-164 |
|
1.618 |
113-082 |
|
2.618 |
112-269 |
|
4.250 |
112-052 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-044 |
114-042 |
| PP |
114-037 |
114-037 |
| S1 |
114-031 |
114-031 |
|