ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-270 |
114-285 |
0-015 |
0.0% |
114-075 |
| High |
115-080 |
114-285 |
-0-115 |
-0.3% |
114-220 |
| Low |
114-270 |
114-072 |
-0-198 |
-0.5% |
113-265 |
| Close |
115-030 |
114-095 |
-0-255 |
-0.7% |
114-195 |
| Range |
0-130 |
0-213 |
0-083 |
63.8% |
0-275 |
| ATR |
0-173 |
0-180 |
0-008 |
4.4% |
0-000 |
| Volume |
1,571 |
3,611 |
2,040 |
129.9% |
83,494 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-150 |
116-015 |
114-212 |
|
| R3 |
115-257 |
115-122 |
114-154 |
|
| R2 |
115-044 |
115-044 |
114-134 |
|
| R1 |
114-229 |
114-229 |
114-115 |
114-190 |
| PP |
114-151 |
114-151 |
114-151 |
114-131 |
| S1 |
114-016 |
114-016 |
114-075 |
113-297 |
| S2 |
113-258 |
113-258 |
114-056 |
|
| S3 |
113-045 |
113-123 |
114-036 |
|
| S4 |
112-152 |
112-230 |
113-298 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-305 |
116-205 |
115-026 |
|
| R3 |
116-030 |
115-250 |
114-271 |
|
| R2 |
115-075 |
115-075 |
114-245 |
|
| R1 |
114-295 |
114-295 |
114-220 |
115-025 |
| PP |
114-120 |
114-120 |
114-120 |
114-145 |
| S1 |
114-020 |
114-020 |
114-170 |
114-070 |
| S2 |
113-165 |
113-165 |
114-145 |
|
| S3 |
112-210 |
113-065 |
114-119 |
|
| S4 |
111-255 |
112-110 |
114-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-080 |
114-072 |
1-008 |
0.9% |
0-125 |
0.3% |
7% |
False |
True |
8,616 |
| 10 |
115-192 |
113-265 |
1-247 |
1.6% |
0-170 |
0.5% |
26% |
False |
False |
15,720 |
| 20 |
117-185 |
113-265 |
3-240 |
3.3% |
0-184 |
0.5% |
13% |
False |
False |
208,516 |
| 40 |
118-007 |
113-265 |
4-062 |
3.7% |
0-172 |
0.5% |
11% |
False |
False |
262,862 |
| 60 |
118-295 |
113-265 |
5-030 |
4.5% |
0-169 |
0.5% |
9% |
False |
False |
260,299 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-186 |
0.5% |
8% |
False |
False |
278,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-230 |
|
2.618 |
116-203 |
|
1.618 |
115-310 |
|
1.000 |
115-178 |
|
0.618 |
115-097 |
|
HIGH |
114-285 |
|
0.618 |
114-204 |
|
0.500 |
114-178 |
|
0.382 |
114-153 |
|
LOW |
114-072 |
|
0.618 |
113-260 |
|
1.000 |
113-179 |
|
1.618 |
113-047 |
|
2.618 |
112-154 |
|
4.250 |
111-127 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-178 |
114-236 |
| PP |
114-151 |
114-189 |
| S1 |
114-123 |
114-142 |
|