ECBOT 5 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
113-307 |
113-075 |
-0-232 |
-0.6% |
113-130 |
High |
114-005 |
113-162 |
-0-163 |
-0.4% |
114-095 |
Low |
113-020 |
113-010 |
-0-010 |
0.0% |
113-010 |
Close |
113-065 |
113-132 |
0-067 |
0.2% |
113-132 |
Range |
0-305 |
0-152 |
-0-153 |
-50.2% |
1-085 |
ATR |
0-206 |
0-202 |
-0-004 |
-1.9% |
0-000 |
Volume |
387,602 |
478,050 |
90,448 |
23.3% |
1,771,080 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-237 |
114-177 |
113-216 |
|
R3 |
114-085 |
114-025 |
113-174 |
|
R2 |
113-253 |
113-253 |
113-160 |
|
R1 |
113-193 |
113-193 |
113-146 |
113-223 |
PP |
113-101 |
113-101 |
113-101 |
113-116 |
S1 |
113-041 |
113-041 |
113-118 |
113-071 |
S2 |
112-269 |
112-269 |
113-104 |
|
S3 |
112-117 |
112-209 |
113-090 |
|
S4 |
111-285 |
112-057 |
113-048 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-121 |
116-211 |
114-035 |
|
R3 |
116-036 |
115-126 |
113-243 |
|
R2 |
114-271 |
114-271 |
113-206 |
|
R1 |
114-041 |
114-041 |
113-169 |
114-156 |
PP |
113-186 |
113-186 |
113-186 |
113-243 |
S1 |
112-276 |
112-276 |
113-095 |
113-071 |
S2 |
112-101 |
112-101 |
113-058 |
|
S3 |
111-016 |
111-191 |
113-021 |
|
S4 |
109-251 |
110-106 |
112-229 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-168 |
2.618 |
114-240 |
1.618 |
114-088 |
1.000 |
113-314 |
0.618 |
113-256 |
HIGH |
113-162 |
0.618 |
113-104 |
0.500 |
113-086 |
0.382 |
113-068 |
LOW |
113-010 |
0.618 |
112-236 |
1.000 |
112-178 |
1.618 |
112-084 |
2.618 |
111-252 |
4.250 |
111-004 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
113-117 |
113-212 |
PP |
113-101 |
113-186 |
S1 |
113-086 |
113-159 |
|