ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-315 |
115-242 |
0-247 |
0.7% |
114-150 |
| High |
115-185 |
115-265 |
0-080 |
0.2% |
115-265 |
| Low |
114-315 |
115-222 |
0-227 |
0.6% |
114-150 |
| Close |
115-185 |
115-255 |
0-070 |
0.2% |
115-255 |
| Range |
0-190 |
0-043 |
-0-147 |
-77.4% |
1-115 |
| ATR |
0-165 |
0-159 |
-0-006 |
-3.7% |
0-000 |
| Volume |
3,659 |
1,078 |
-2,581 |
-70.5% |
15,889 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-056 |
116-039 |
115-279 |
|
| R3 |
116-013 |
115-316 |
115-267 |
|
| R2 |
115-290 |
115-290 |
115-263 |
|
| R1 |
115-273 |
115-273 |
115-259 |
115-282 |
| PP |
115-247 |
115-247 |
115-247 |
115-252 |
| S1 |
115-230 |
115-230 |
115-251 |
115-238 |
| S2 |
115-204 |
115-204 |
115-247 |
|
| S3 |
115-161 |
115-187 |
115-243 |
|
| S4 |
115-118 |
115-144 |
115-231 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-142 |
118-313 |
116-174 |
|
| R3 |
118-027 |
117-198 |
116-055 |
|
| R2 |
116-232 |
116-232 |
116-015 |
|
| R1 |
116-083 |
116-083 |
115-295 |
116-158 |
| PP |
115-117 |
115-117 |
115-117 |
115-154 |
| S1 |
114-288 |
114-288 |
115-215 |
115-042 |
| S2 |
114-002 |
114-002 |
115-175 |
|
| S3 |
112-207 |
113-173 |
115-135 |
|
| S4 |
111-092 |
112-058 |
115-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-265 |
114-150 |
1-115 |
1.2% |
0-119 |
0.3% |
98% |
True |
False |
3,177 |
| 10 |
115-265 |
114-072 |
1-193 |
1.4% |
0-120 |
0.3% |
98% |
True |
False |
6,057 |
| 20 |
116-135 |
113-265 |
2-190 |
2.2% |
0-155 |
0.4% |
76% |
False |
False |
29,509 |
| 40 |
117-267 |
113-265 |
4-002 |
3.5% |
0-160 |
0.4% |
49% |
False |
False |
213,905 |
| 60 |
118-282 |
113-265 |
5-017 |
4.4% |
0-165 |
0.4% |
39% |
False |
False |
233,289 |
| 80 |
119-152 |
113-265 |
5-207 |
4.9% |
0-179 |
0.5% |
35% |
False |
False |
255,765 |
| 100 |
119-152 |
113-265 |
5-207 |
4.9% |
0-183 |
0.5% |
35% |
False |
False |
226,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-128 |
|
2.618 |
116-058 |
|
1.618 |
116-015 |
|
1.000 |
115-308 |
|
0.618 |
115-292 |
|
HIGH |
115-265 |
|
0.618 |
115-249 |
|
0.500 |
115-244 |
|
0.382 |
115-238 |
|
LOW |
115-222 |
|
0.618 |
115-195 |
|
1.000 |
115-179 |
|
1.618 |
115-152 |
|
2.618 |
115-109 |
|
4.250 |
115-039 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-251 |
115-206 |
| PP |
115-247 |
115-157 |
| S1 |
115-244 |
115-108 |
|