ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
114-300 |
0-150 |
0.4% |
114-270 |
| High |
114-297 |
115-022 |
0-045 |
0.1% |
115-080 |
| Low |
114-150 |
114-300 |
0-150 |
0.4% |
114-072 |
| Close |
114-292 |
115-017 |
0-045 |
0.1% |
114-157 |
| Range |
0-147 |
0-042 |
-0-105 |
-71.4% |
1-008 |
| ATR |
0-171 |
0-163 |
-0-009 |
-5.1% |
0-000 |
| Volume |
7,068 |
352 |
-6,716 |
-95.0% |
44,684 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-132 |
115-117 |
115-040 |
|
| R3 |
115-090 |
115-075 |
115-029 |
|
| R2 |
115-048 |
115-048 |
115-025 |
|
| R1 |
115-033 |
115-033 |
115-021 |
115-040 |
| PP |
115-006 |
115-006 |
115-006 |
115-010 |
| S1 |
114-311 |
114-311 |
115-013 |
114-318 |
| S2 |
114-284 |
114-284 |
115-009 |
|
| S3 |
114-242 |
114-269 |
115-005 |
|
| S4 |
114-200 |
114-227 |
114-314 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-234 |
117-043 |
115-017 |
|
| R3 |
116-226 |
116-035 |
114-247 |
|
| R2 |
115-218 |
115-218 |
114-217 |
|
| R1 |
115-027 |
115-027 |
114-187 |
114-278 |
| PP |
114-210 |
114-210 |
114-210 |
114-175 |
| S1 |
114-019 |
114-019 |
114-127 |
113-270 |
| S2 |
113-202 |
113-202 |
114-097 |
|
| S3 |
112-194 |
113-011 |
114-067 |
|
| S4 |
111-186 |
112-003 |
113-297 |
|
|
| 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% |
0-122 |
0.3% |
81% |
False |
False |
4,012 |
| 10 |
115-080 |
113-267 |
1-133 |
1.2% |
0-126 |
0.3% |
86% |
False |
False |
7,815 |
| 20 |
116-162 |
113-265 |
2-217 |
2.3% |
0-164 |
0.4% |
46% |
False |
False |
137,404 |
| 40 |
118-007 |
113-265 |
4-062 |
3.6% |
0-169 |
0.5% |
29% |
False |
False |
240,318 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-165 |
0.4% |
24% |
False |
False |
245,311 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-182 |
0.5% |
22% |
False |
False |
269,288 |
| 100 |
119-152 |
113-265 |
5-207 |
4.9% |
0-180 |
0.5% |
22% |
False |
False |
226,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-200 |
|
2.618 |
115-132 |
|
1.618 |
115-090 |
|
1.000 |
115-064 |
|
0.618 |
115-048 |
|
HIGH |
115-022 |
|
0.618 |
115-006 |
|
0.500 |
115-001 |
|
0.382 |
114-316 |
|
LOW |
114-300 |
|
0.618 |
114-274 |
|
1.000 |
114-258 |
|
1.618 |
114-232 |
|
2.618 |
114-190 |
|
4.250 |
114-122 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-012 |
114-294 |
| PP |
115-006 |
114-252 |
| S1 |
115-001 |
114-210 |
|