ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
117-232 |
117-150 |
-0-082 |
-0.2% |
117-207 |
High |
117-235 |
118-042 |
0-127 |
0.3% |
117-295 |
Low |
117-105 |
117-135 |
0-030 |
0.1% |
117-105 |
Close |
117-165 |
118-020 |
0-175 |
0.5% |
117-165 |
Range |
0-130 |
0-227 |
0-097 |
74.6% |
0-190 |
ATR |
0-186 |
0-189 |
0-003 |
1.6% |
0-000 |
Volume |
217,927 |
191,305 |
-26,622 |
-12.2% |
959,157 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-000 |
119-237 |
118-145 |
|
R3 |
119-093 |
119-010 |
118-082 |
|
R2 |
118-186 |
118-186 |
118-062 |
|
R1 |
118-103 |
118-103 |
118-041 |
118-144 |
PP |
117-279 |
117-279 |
117-279 |
117-300 |
S1 |
117-196 |
117-196 |
117-319 |
117-238 |
S2 |
117-052 |
117-052 |
117-298 |
|
S3 |
116-145 |
116-289 |
117-278 |
|
S4 |
115-238 |
116-062 |
117-215 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-118 |
119-012 |
117-270 |
|
R3 |
118-248 |
118-142 |
117-217 |
|
R2 |
118-058 |
118-058 |
117-200 |
|
R1 |
117-272 |
117-272 |
117-182 |
117-230 |
PP |
117-188 |
117-188 |
117-188 |
117-168 |
S1 |
117-082 |
117-082 |
117-148 |
117-040 |
S2 |
116-318 |
116-318 |
117-130 |
|
S3 |
116-128 |
116-212 |
117-113 |
|
S4 |
115-258 |
116-022 |
117-060 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-047 |
2.618 |
119-316 |
1.618 |
119-089 |
1.000 |
118-269 |
0.618 |
118-182 |
HIGH |
118-042 |
0.618 |
117-275 |
0.500 |
117-248 |
0.382 |
117-222 |
LOW |
117-135 |
0.618 |
116-315 |
1.000 |
116-228 |
1.618 |
116-088 |
2.618 |
115-181 |
4.250 |
114-130 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-310 |
117-304 |
PP |
117-279 |
117-269 |
S1 |
117-248 |
117-234 |
|