ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
117-207 |
117-232 |
0-025 |
0.1% |
118-082 |
High |
117-295 |
117-235 |
-0-060 |
-0.2% |
118-295 |
Low |
117-165 |
117-105 |
-0-060 |
-0.2% |
117-155 |
Close |
117-252 |
117-165 |
-0-087 |
-0.2% |
117-167 |
Range |
0-130 |
0-130 |
0-000 |
0.0% |
1-140 |
ATR |
0-189 |
0-186 |
-0-003 |
-1.6% |
0-000 |
Volume |
212,472 |
217,927 |
5,455 |
2.6% |
1,244,668 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-238 |
118-172 |
117-236 |
|
R3 |
118-108 |
118-042 |
117-201 |
|
R2 |
117-298 |
117-298 |
117-189 |
|
R1 |
117-232 |
117-232 |
117-177 |
117-200 |
PP |
117-168 |
117-168 |
117-168 |
117-152 |
S1 |
117-102 |
117-102 |
117-153 |
117-070 |
S2 |
117-038 |
117-038 |
117-141 |
|
S3 |
116-228 |
116-292 |
117-129 |
|
S4 |
116-098 |
116-162 |
117-094 |
|
|
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 |
119-148 |
2.618 |
118-255 |
1.618 |
118-125 |
1.000 |
118-045 |
0.618 |
117-315 |
HIGH |
117-235 |
0.618 |
117-185 |
0.500 |
117-170 |
0.382 |
117-155 |
LOW |
117-105 |
0.618 |
117-025 |
1.000 |
116-295 |
1.618 |
116-215 |
2.618 |
116-085 |
4.250 |
115-192 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-170 |
117-200 |
PP |
117-168 |
117-188 |
S1 |
117-167 |
117-177 |
|