ECBOT 5 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
112-237 |
113-055 |
0-138 |
0.4% |
112-267 |
High |
113-105 |
113-175 |
0-070 |
0.2% |
113-175 |
Low |
112-130 |
113-032 |
0-222 |
0.6% |
112-125 |
Close |
113-045 |
113-140 |
0-095 |
0.3% |
113-140 |
Range |
0-295 |
0-143 |
-0-152 |
-51.5% |
1-050 |
ATR |
0-207 |
0-202 |
-0-005 |
-2.2% |
0-000 |
Volume |
306,936 |
431,785 |
124,849 |
40.7% |
2,091,736 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-225 |
114-165 |
113-219 |
|
R3 |
114-082 |
114-022 |
113-179 |
|
R2 |
113-259 |
113-259 |
113-166 |
|
R1 |
113-199 |
113-199 |
113-153 |
113-229 |
PP |
113-116 |
113-116 |
113-116 |
113-130 |
S1 |
113-056 |
113-056 |
113-127 |
113-086 |
S2 |
112-293 |
112-293 |
113-114 |
|
S3 |
112-150 |
112-233 |
113-101 |
|
S4 |
112-007 |
112-090 |
113-061 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-190 |
116-055 |
114-024 |
|
R3 |
115-140 |
115-005 |
113-242 |
|
R2 |
114-090 |
114-090 |
113-208 |
|
R1 |
113-275 |
113-275 |
113-174 |
114-022 |
PP |
113-040 |
113-040 |
113-040 |
113-074 |
S1 |
112-225 |
112-225 |
113-106 |
112-292 |
S2 |
111-310 |
111-310 |
113-072 |
|
S3 |
110-260 |
111-175 |
113-038 |
|
S4 |
109-210 |
110-125 |
112-256 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-143 |
2.618 |
114-229 |
1.618 |
114-086 |
1.000 |
113-318 |
0.618 |
113-263 |
HIGH |
113-175 |
0.618 |
113-120 |
0.500 |
113-104 |
0.382 |
113-087 |
LOW |
113-032 |
0.618 |
112-264 |
1.000 |
112-209 |
1.618 |
112-121 |
2.618 |
111-298 |
4.250 |
111-064 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
113-128 |
113-091 |
PP |
113-116 |
113-042 |
S1 |
113-104 |
112-312 |
|