ECBOT 5 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
113-055 |
113-130 |
0-075 |
0.2% |
112-267 |
High |
113-175 |
113-240 |
0-065 |
0.2% |
113-175 |
Low |
113-032 |
113-130 |
0-098 |
0.3% |
112-125 |
Close |
113-140 |
113-205 |
0-065 |
0.2% |
113-140 |
Range |
0-143 |
0-110 |
-0-033 |
-23.1% |
1-050 |
ATR |
0-202 |
0-196 |
-0-007 |
-3.3% |
0-000 |
Volume |
431,785 |
283,121 |
-148,664 |
-34.4% |
2,091,736 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-202 |
114-153 |
113-266 |
|
R3 |
114-092 |
114-043 |
113-235 |
|
R2 |
113-302 |
113-302 |
113-225 |
|
R1 |
113-253 |
113-253 |
113-215 |
113-278 |
PP |
113-192 |
113-192 |
113-192 |
113-204 |
S1 |
113-143 |
113-143 |
113-195 |
113-168 |
S2 |
113-082 |
113-082 |
113-185 |
|
S3 |
112-292 |
113-033 |
113-175 |
|
S4 |
112-182 |
112-243 |
113-144 |
|
|
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 |
115-068 |
2.618 |
114-208 |
1.618 |
114-098 |
1.000 |
114-030 |
0.618 |
113-308 |
HIGH |
113-240 |
0.618 |
113-198 |
0.500 |
113-185 |
0.382 |
113-172 |
LOW |
113-130 |
0.618 |
113-062 |
1.000 |
113-020 |
1.618 |
112-272 |
2.618 |
112-162 |
4.250 |
111-302 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
113-198 |
113-145 |
PP |
113-192 |
113-085 |
S1 |
113-185 |
113-025 |
|