ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
118-085 |
117-207 |
-0-198 |
-0.5% |
118-082 |
High |
118-097 |
117-242 |
-0-175 |
-0.5% |
118-295 |
Low |
117-155 |
117-115 |
-0-040 |
-0.1% |
117-155 |
Close |
117-167 |
117-135 |
-0-032 |
-0.1% |
117-167 |
Range |
0-262 |
0-127 |
-0-135 |
-51.5% |
1-140 |
ATR |
0-207 |
0-201 |
-0-006 |
-2.8% |
0-000 |
Volume |
283,868 |
333,408 |
49,540 |
17.5% |
1,244,668 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-225 |
118-147 |
117-205 |
|
R3 |
118-098 |
118-020 |
117-170 |
|
R2 |
117-291 |
117-291 |
117-158 |
|
R1 |
117-213 |
117-213 |
117-147 |
117-188 |
PP |
117-164 |
117-164 |
117-164 |
117-152 |
S1 |
117-086 |
117-086 |
117-123 |
117-062 |
S2 |
117-037 |
117-037 |
117-112 |
|
S3 |
116-230 |
116-279 |
117-100 |
|
S4 |
116-103 |
116-152 |
117-065 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-092 |
121-110 |
118-100 |
|
R3 |
120-272 |
119-290 |
117-294 |
|
R2 |
119-132 |
119-132 |
117-251 |
|
R1 |
118-150 |
118-150 |
117-209 |
118-071 |
PP |
117-312 |
117-312 |
117-312 |
117-273 |
S1 |
117-010 |
117-010 |
117-125 |
116-251 |
S2 |
116-172 |
116-172 |
117-083 |
|
S3 |
115-032 |
115-190 |
117-040 |
|
S4 |
113-212 |
114-050 |
116-234 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-142 |
2.618 |
118-254 |
1.618 |
118-127 |
1.000 |
118-049 |
0.618 |
118-000 |
HIGH |
117-242 |
0.618 |
117-193 |
0.500 |
117-178 |
0.382 |
117-164 |
LOW |
117-115 |
0.618 |
117-037 |
1.000 |
116-308 |
1.618 |
116-230 |
2.618 |
116-103 |
4.250 |
115-215 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-178 |
118-038 |
PP |
117-164 |
117-284 |
S1 |
117-150 |
117-210 |
|