ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-067 |
115-290 |
-0-097 |
-0.3% |
117-187 |
| High |
116-152 |
116-057 |
-0-095 |
-0.3% |
117-220 |
| Low |
115-245 |
115-192 |
-0-053 |
-0.1% |
116-202 |
| Close |
115-307 |
115-277 |
-0-030 |
-0.1% |
116-220 |
| Range |
0-227 |
0-185 |
-0-042 |
-18.5% |
1-018 |
| ATR |
0-179 |
0-179 |
0-000 |
0.3% |
0-000 |
| Volume |
623,812 |
824,148 |
200,336 |
32.1% |
1,927,845 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-197 |
117-102 |
116-059 |
|
| R3 |
117-012 |
116-237 |
116-008 |
|
| R2 |
116-147 |
116-147 |
115-311 |
|
| R1 |
116-052 |
116-052 |
115-294 |
116-007 |
| PP |
115-282 |
115-282 |
115-282 |
115-260 |
| S1 |
115-187 |
115-187 |
115-260 |
115-142 |
| S2 |
115-097 |
115-097 |
115-243 |
|
| S3 |
114-232 |
115-002 |
115-226 |
|
| S4 |
114-047 |
114-137 |
115-175 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
119-155 |
117-086 |
|
| R3 |
119-037 |
118-137 |
116-313 |
|
| R2 |
118-019 |
118-019 |
116-282 |
|
| R1 |
117-119 |
117-119 |
116-251 |
117-060 |
| PP |
117-001 |
117-001 |
117-001 |
116-291 |
| S1 |
116-101 |
116-101 |
116-189 |
116-042 |
| S2 |
115-303 |
115-303 |
116-158 |
|
| S3 |
114-285 |
115-083 |
116-127 |
|
| S4 |
113-267 |
114-065 |
116-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-185 |
115-192 |
1-313 |
1.7% |
0-213 |
0.6% |
13% |
False |
True |
577,013 |
| 10 |
117-267 |
115-192 |
2-075 |
1.9% |
0-175 |
0.5% |
12% |
False |
True |
450,459 |
| 20 |
117-267 |
115-192 |
2-075 |
1.9% |
0-162 |
0.4% |
12% |
False |
True |
379,146 |
| 40 |
118-295 |
115-192 |
3-103 |
2.9% |
0-168 |
0.5% |
8% |
False |
True |
323,484 |
| 60 |
119-152 |
115-192 |
3-280 |
3.3% |
0-186 |
0.5% |
7% |
False |
True |
325,397 |
| 80 |
119-152 |
115-192 |
3-280 |
3.3% |
0-188 |
0.5% |
7% |
False |
True |
266,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-203 |
|
2.618 |
117-221 |
|
1.618 |
117-036 |
|
1.000 |
116-242 |
|
0.618 |
116-171 |
|
HIGH |
116-057 |
|
0.618 |
115-306 |
|
0.500 |
115-284 |
|
0.382 |
115-263 |
|
LOW |
115-192 |
|
0.618 |
115-078 |
|
1.000 |
115-007 |
|
1.618 |
114-213 |
|
2.618 |
114-028 |
|
4.250 |
113-046 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-284 |
116-090 |
| PP |
115-282 |
116-045 |
| S1 |
115-280 |
116-001 |
|