ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
118-090 |
118-105 |
0-015 |
0.0% |
117-207 |
High |
118-142 |
118-120 |
-0-022 |
-0.1% |
117-295 |
Low |
118-032 |
117-302 |
-0-050 |
-0.1% |
117-105 |
Close |
118-117 |
118-015 |
-0-102 |
-0.3% |
117-165 |
Range |
0-110 |
0-138 |
0-028 |
25.5% |
0-190 |
ATR |
0-182 |
0-179 |
-0-003 |
-1.7% |
0-000 |
Volume |
236,269 |
274,492 |
38,223 |
16.2% |
959,157 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-133 |
119-052 |
118-091 |
|
R3 |
118-315 |
118-234 |
118-053 |
|
R2 |
118-177 |
118-177 |
118-040 |
|
R1 |
118-096 |
118-096 |
118-028 |
118-068 |
PP |
118-039 |
118-039 |
118-039 |
118-025 |
S1 |
117-278 |
117-278 |
118-002 |
117-250 |
S2 |
117-221 |
117-221 |
117-310 |
|
S3 |
117-083 |
117-140 |
117-297 |
|
S4 |
116-265 |
117-002 |
117-259 |
|
|
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 |
120-066 |
2.618 |
119-161 |
1.618 |
119-023 |
1.000 |
118-258 |
0.618 |
118-205 |
HIGH |
118-120 |
0.618 |
118-067 |
0.500 |
118-051 |
0.382 |
118-035 |
LOW |
117-302 |
0.618 |
117-217 |
1.000 |
117-164 |
1.618 |
117-079 |
2.618 |
116-261 |
4.250 |
116-036 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
118-051 |
118-054 |
PP |
118-039 |
118-041 |
S1 |
118-027 |
118-028 |
|