ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-165 |
116-225 |
0-060 |
0.2% |
117-035 |
| High |
116-260 |
117-095 |
0-155 |
0.4% |
117-102 |
| Low |
116-085 |
116-220 |
0-135 |
0.4% |
116-085 |
| Close |
116-202 |
117-077 |
0-195 |
0.5% |
116-202 |
| Range |
0-175 |
0-195 |
0-020 |
11.4% |
1-017 |
| ATR |
0-174 |
0-177 |
0-003 |
1.6% |
0-000 |
| Volume |
468,189 |
315,097 |
-153,092 |
-32.7% |
1,480,257 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-289 |
118-218 |
117-184 |
|
| R3 |
118-094 |
118-023 |
117-131 |
|
| R2 |
117-219 |
117-219 |
117-113 |
|
| R1 |
117-148 |
117-148 |
117-095 |
117-184 |
| PP |
117-024 |
117-024 |
117-024 |
117-042 |
| S1 |
116-273 |
116-273 |
117-059 |
116-308 |
| S2 |
116-149 |
116-149 |
117-041 |
|
| S3 |
115-274 |
116-078 |
117-023 |
|
| S4 |
115-079 |
115-203 |
116-290 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-287 |
119-102 |
117-067 |
|
| R3 |
118-270 |
118-085 |
116-295 |
|
| R2 |
117-253 |
117-253 |
116-264 |
|
| R1 |
117-068 |
117-068 |
116-233 |
116-312 |
| PP |
116-236 |
116-236 |
116-236 |
116-198 |
| S1 |
116-051 |
116-051 |
116-171 |
115-295 |
| S2 |
115-219 |
115-219 |
116-140 |
|
| S3 |
114-202 |
115-034 |
116-109 |
|
| S4 |
113-185 |
114-017 |
116-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-102 |
116-085 |
1-017 |
0.9% |
0-167 |
0.4% |
93% |
False |
False |
315,595 |
| 10 |
118-007 |
116-085 |
1-242 |
1.5% |
0-179 |
0.5% |
56% |
False |
False |
325,245 |
| 20 |
118-142 |
116-085 |
2-057 |
1.9% |
0-168 |
0.4% |
45% |
False |
False |
298,164 |
| 40 |
119-152 |
116-085 |
3-067 |
2.7% |
0-181 |
0.5% |
30% |
False |
False |
285,100 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-195 |
0.5% |
35% |
False |
False |
270,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-284 |
|
2.618 |
118-286 |
|
1.618 |
118-091 |
|
1.000 |
117-290 |
|
0.618 |
117-216 |
|
HIGH |
117-095 |
|
0.618 |
117-021 |
|
0.500 |
116-318 |
|
0.382 |
116-294 |
|
LOW |
116-220 |
|
0.618 |
116-099 |
|
1.000 |
116-025 |
|
1.618 |
115-224 |
|
2.618 |
115-029 |
|
4.250 |
114-031 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-050 |
117-028 |
| PP |
117-024 |
116-299 |
| S1 |
116-318 |
116-250 |
|