ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-075 |
114-060 |
-0-015 |
0.0% |
116-120 |
| High |
114-110 |
114-185 |
0-075 |
0.2% |
116-135 |
| Low |
113-297 |
113-267 |
-0-030 |
-0.1% |
114-100 |
| Close |
114-025 |
114-140 |
0-115 |
0.3% |
114-100 |
| Range |
0-133 |
0-238 |
0-105 |
78.9% |
2-035 |
| ATR |
0-190 |
0-193 |
0-003 |
1.8% |
0-000 |
| Volume |
14,302 |
5,893 |
-8,409 |
-58.8% |
446,130 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-165 |
116-070 |
114-271 |
|
| R3 |
115-247 |
115-152 |
114-205 |
|
| R2 |
115-009 |
115-009 |
114-184 |
|
| R1 |
114-234 |
114-234 |
114-162 |
114-282 |
| PP |
114-091 |
114-091 |
114-091 |
114-114 |
| S1 |
113-316 |
113-316 |
114-118 |
114-044 |
| S2 |
113-173 |
113-173 |
114-096 |
|
| S3 |
112-255 |
113-078 |
114-075 |
|
| S4 |
112-017 |
112-160 |
114-009 |
|
|
| 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 |
115-192 |
113-265 |
1-247 |
1.5% |
0-215 |
0.6% |
34% |
False |
False |
22,825 |
| 10 |
116-162 |
113-265 |
2-217 |
2.3% |
0-198 |
0.5% |
23% |
False |
False |
124,217 |
| 20 |
117-267 |
113-265 |
4-002 |
3.5% |
0-187 |
0.5% |
15% |
False |
False |
287,338 |
| 40 |
118-120 |
113-265 |
4-175 |
4.0% |
0-179 |
0.5% |
13% |
False |
False |
296,405 |
| 60 |
119-152 |
113-265 |
5-207 |
4.9% |
0-182 |
0.5% |
11% |
False |
False |
284,563 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-192 |
0.5% |
11% |
False |
False |
281,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-236 |
|
2.618 |
116-168 |
|
1.618 |
115-250 |
|
1.000 |
115-103 |
|
0.618 |
115-012 |
|
HIGH |
114-185 |
|
0.618 |
114-094 |
|
0.500 |
114-066 |
|
0.382 |
114-038 |
|
LOW |
113-267 |
|
0.618 |
113-120 |
|
1.000 |
113-029 |
|
1.618 |
112-202 |
|
2.618 |
111-284 |
|
4.250 |
110-216 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-115 |
114-115 |
| PP |
114-091 |
114-091 |
| S1 |
114-066 |
114-066 |
|