ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-207 |
114-242 |
0-035 |
0.1% |
115-160 |
| High |
114-287 |
115-057 |
0-090 |
0.2% |
116-050 |
| Low |
114-162 |
114-220 |
0-058 |
0.2% |
114-210 |
| Close |
114-232 |
115-010 |
0-098 |
0.3% |
115-150 |
| Range |
0-125 |
0-157 |
0-032 |
25.6% |
1-160 |
| ATR |
0-178 |
0-176 |
-0-001 |
-0.8% |
0-000 |
| Volume |
467,540 |
375,798 |
-91,742 |
-19.6% |
1,095,438 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-140 |
116-072 |
115-096 |
|
| R3 |
115-303 |
115-235 |
115-053 |
|
| R2 |
115-146 |
115-146 |
115-039 |
|
| R1 |
115-078 |
115-078 |
115-024 |
115-112 |
| PP |
114-309 |
114-309 |
114-309 |
115-006 |
| S1 |
114-241 |
114-241 |
114-316 |
114-275 |
| S2 |
114-152 |
114-152 |
114-301 |
|
| S3 |
113-315 |
114-084 |
114-287 |
|
| S4 |
113-158 |
113-247 |
114-244 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-297 |
119-063 |
116-094 |
|
| R3 |
118-137 |
117-223 |
115-282 |
|
| R2 |
116-297 |
116-297 |
115-238 |
|
| R1 |
116-063 |
116-063 |
115-194 |
115-260 |
| PP |
115-137 |
115-137 |
115-137 |
115-075 |
| S1 |
114-223 |
114-223 |
115-106 |
114-100 |
| S2 |
113-297 |
113-297 |
115-062 |
|
| S3 |
112-137 |
113-063 |
115-018 |
|
| S4 |
110-297 |
111-223 |
114-206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-084 |
|
2.618 |
116-148 |
|
1.618 |
115-311 |
|
1.000 |
115-214 |
|
0.618 |
115-154 |
|
HIGH |
115-057 |
|
0.618 |
114-317 |
|
0.500 |
114-298 |
|
0.382 |
114-280 |
|
LOW |
114-220 |
|
0.618 |
114-123 |
|
1.000 |
114-063 |
|
1.618 |
113-286 |
|
2.618 |
113-129 |
|
4.250 |
112-193 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-000 |
115-002 |
| PP |
114-309 |
114-314 |
| S1 |
114-298 |
114-306 |
|