ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
118-105 |
118-000 |
-0-105 |
-0.3% |
117-150 |
High |
118-120 |
118-025 |
-0-095 |
-0.3% |
118-142 |
Low |
117-302 |
117-090 |
-0-212 |
-0.6% |
117-090 |
Close |
118-015 |
117-145 |
-0-190 |
-0.5% |
117-145 |
Range |
0-138 |
0-255 |
0-117 |
84.8% |
1-052 |
ATR |
0-179 |
0-184 |
0-005 |
3.0% |
0-000 |
Volume |
274,492 |
224,048 |
-50,444 |
-18.4% |
1,099,260 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-318 |
119-167 |
117-285 |
|
R3 |
119-063 |
118-232 |
117-215 |
|
R2 |
118-128 |
118-128 |
117-192 |
|
R1 |
117-297 |
117-297 |
117-168 |
117-245 |
PP |
117-193 |
117-193 |
117-193 |
117-168 |
S1 |
117-042 |
117-042 |
117-122 |
116-310 |
S2 |
116-258 |
116-258 |
117-098 |
|
S3 |
116-003 |
116-107 |
117-075 |
|
S4 |
115-068 |
115-172 |
117-005 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-068 |
120-159 |
118-030 |
|
R3 |
120-016 |
119-107 |
117-247 |
|
R2 |
118-284 |
118-284 |
117-213 |
|
R1 |
118-055 |
118-055 |
117-179 |
117-304 |
PP |
117-232 |
117-232 |
117-232 |
117-197 |
S1 |
117-003 |
117-003 |
117-111 |
116-252 |
S2 |
116-180 |
116-180 |
117-077 |
|
S3 |
115-128 |
115-271 |
117-043 |
|
S4 |
114-076 |
114-219 |
116-260 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-149 |
2.618 |
120-053 |
1.618 |
119-118 |
1.000 |
118-280 |
0.618 |
118-183 |
HIGH |
118-025 |
0.618 |
117-248 |
0.500 |
117-218 |
0.382 |
117-187 |
LOW |
117-090 |
0.618 |
116-252 |
1.000 |
116-155 |
1.618 |
115-317 |
2.618 |
115-062 |
4.250 |
113-286 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-218 |
117-276 |
PP |
117-193 |
117-232 |
S1 |
117-169 |
117-189 |
|