ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
117-207 |
117-145 |
-0-062 |
-0.2% |
118-082 |
High |
117-242 |
117-240 |
-0-002 |
0.0% |
118-295 |
Low |
117-115 |
117-140 |
0-025 |
0.1% |
117-155 |
Close |
117-135 |
117-205 |
0-070 |
0.2% |
117-167 |
Range |
0-127 |
0-100 |
-0-027 |
-21.3% |
1-140 |
ATR |
0-201 |
0-194 |
-0-007 |
-3.4% |
0-000 |
Volume |
333,408 |
195,350 |
-138,058 |
-41.4% |
1,244,668 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-175 |
118-130 |
117-260 |
|
R3 |
118-075 |
118-030 |
117-232 |
|
R2 |
117-295 |
117-295 |
117-223 |
|
R1 |
117-250 |
117-250 |
117-214 |
117-272 |
PP |
117-195 |
117-195 |
117-195 |
117-206 |
S1 |
117-150 |
117-150 |
117-196 |
117-172 |
S2 |
117-095 |
117-095 |
117-187 |
|
S3 |
116-315 |
117-050 |
117-178 |
|
S4 |
116-215 |
116-270 |
117-150 |
|
|
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 |
119-025 |
2.618 |
118-182 |
1.618 |
118-082 |
1.000 |
118-020 |
0.618 |
117-302 |
HIGH |
117-240 |
0.618 |
117-202 |
0.500 |
117-190 |
0.382 |
117-178 |
LOW |
117-140 |
0.618 |
117-078 |
1.000 |
117-040 |
1.618 |
116-298 |
2.618 |
116-198 |
4.250 |
116-035 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-200 |
117-266 |
PP |
117-195 |
117-246 |
S1 |
117-190 |
117-225 |
|