ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-107 |
114-315 |
-0-112 |
-0.3% |
114-270 |
| High |
115-125 |
115-185 |
0-060 |
0.2% |
115-080 |
| Low |
114-272 |
114-315 |
0-043 |
0.1% |
114-072 |
| Close |
114-315 |
115-185 |
0-190 |
0.5% |
114-157 |
| Range |
0-173 |
0-190 |
0-017 |
9.8% |
1-008 |
| ATR |
0-163 |
0-165 |
0-002 |
1.2% |
0-000 |
| Volume |
3,732 |
3,659 |
-73 |
-2.0% |
44,684 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-052 |
116-308 |
115-290 |
|
| R3 |
116-182 |
116-118 |
115-237 |
|
| R2 |
115-312 |
115-312 |
115-220 |
|
| R1 |
115-248 |
115-248 |
115-202 |
115-280 |
| PP |
115-122 |
115-122 |
115-122 |
115-138 |
| S1 |
115-058 |
115-058 |
115-168 |
115-090 |
| S2 |
114-252 |
114-252 |
115-150 |
|
| S3 |
114-062 |
114-188 |
115-133 |
|
| S4 |
113-192 |
113-318 |
115-080 |
|
|
| 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 |
115-185 |
114-077 |
1-108 |
1.2% |
0-126 |
0.3% |
100% |
True |
False |
4,454 |
| 10 |
115-185 |
114-072 |
1-113 |
1.2% |
0-126 |
0.3% |
100% |
True |
False |
6,535 |
| 20 |
116-162 |
113-265 |
2-217 |
2.3% |
0-162 |
0.4% |
65% |
False |
False |
65,376 |
| 40 |
117-267 |
113-265 |
4-002 |
3.5% |
0-162 |
0.4% |
44% |
False |
False |
222,261 |
| 60 |
118-295 |
113-265 |
5-030 |
4.4% |
0-166 |
0.4% |
34% |
False |
False |
237,448 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-180 |
0.5% |
31% |
False |
False |
260,392 |
| 100 |
119-152 |
113-265 |
5-207 |
4.9% |
0-182 |
0.5% |
31% |
False |
False |
226,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-032 |
|
2.618 |
117-042 |
|
1.618 |
116-172 |
|
1.000 |
116-055 |
|
0.618 |
115-302 |
|
HIGH |
115-185 |
|
0.618 |
115-112 |
|
0.500 |
115-090 |
|
0.382 |
115-068 |
|
LOW |
114-315 |
|
0.618 |
114-198 |
|
1.000 |
114-125 |
|
1.618 |
114-008 |
|
2.618 |
113-138 |
|
4.250 |
112-148 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-153 |
115-146 |
| PP |
115-122 |
115-107 |
| S1 |
115-090 |
115-068 |
|