ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
118-002 |
118-090 |
0-088 |
0.2% |
117-207 |
High |
118-130 |
118-142 |
0-012 |
0.0% |
117-295 |
Low |
117-287 |
118-032 |
0-065 |
0.2% |
117-105 |
Close |
118-107 |
118-117 |
0-010 |
0.0% |
117-165 |
Range |
0-163 |
0-110 |
-0-053 |
-32.5% |
0-190 |
ATR |
0-187 |
0-182 |
-0-006 |
-3.0% |
0-000 |
Volume |
173,146 |
236,269 |
63,123 |
36.5% |
959,157 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-107 |
119-062 |
118-178 |
|
R3 |
118-317 |
118-272 |
118-147 |
|
R2 |
118-207 |
118-207 |
118-137 |
|
R1 |
118-162 |
118-162 |
118-127 |
118-184 |
PP |
118-097 |
118-097 |
118-097 |
118-108 |
S1 |
118-052 |
118-052 |
118-107 |
118-074 |
S2 |
117-307 |
117-307 |
118-097 |
|
S3 |
117-197 |
117-262 |
118-087 |
|
S4 |
117-087 |
117-152 |
118-056 |
|
|
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 |
119-290 |
2.618 |
119-110 |
1.618 |
119-000 |
1.000 |
118-252 |
0.618 |
118-210 |
HIGH |
118-142 |
0.618 |
118-100 |
0.500 |
118-087 |
0.382 |
118-074 |
LOW |
118-032 |
0.618 |
117-284 |
1.000 |
117-242 |
1.618 |
117-174 |
2.618 |
117-064 |
4.250 |
116-204 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
118-107 |
118-071 |
PP |
118-097 |
118-025 |
S1 |
118-087 |
117-298 |
|