ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
117-145 |
117-207 |
0-062 |
0.2% |
118-082 |
High |
117-240 |
117-295 |
0-055 |
0.1% |
118-295 |
Low |
117-140 |
117-165 |
0-025 |
0.1% |
117-155 |
Close |
117-205 |
117-252 |
0-047 |
0.1% |
117-167 |
Range |
0-100 |
0-130 |
0-030 |
30.0% |
1-140 |
ATR |
0-194 |
0-189 |
-0-005 |
-2.4% |
0-000 |
Volume |
195,350 |
212,472 |
17,122 |
8.8% |
1,244,668 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-307 |
118-250 |
118-004 |
|
R3 |
118-177 |
118-120 |
117-288 |
|
R2 |
118-047 |
118-047 |
117-276 |
|
R1 |
117-310 |
117-310 |
117-264 |
118-018 |
PP |
117-237 |
117-237 |
117-237 |
117-252 |
S1 |
117-180 |
117-180 |
117-240 |
117-208 |
S2 |
117-107 |
117-107 |
117-228 |
|
S3 |
116-297 |
117-050 |
117-216 |
|
S4 |
116-167 |
116-240 |
117-180 |
|
|
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 |
119-208 |
2.618 |
118-315 |
1.618 |
118-185 |
1.000 |
118-105 |
0.618 |
118-055 |
HIGH |
117-295 |
0.618 |
117-245 |
0.500 |
117-230 |
0.382 |
117-215 |
LOW |
117-165 |
0.618 |
117-085 |
1.000 |
117-035 |
1.618 |
116-275 |
2.618 |
116-145 |
4.250 |
115-252 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-245 |
117-236 |
PP |
117-237 |
117-221 |
S1 |
117-230 |
117-205 |
|