ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
117-127 |
117-295 |
0-168 |
0.4% |
117-150 |
High |
117-305 |
118-047 |
0-062 |
0.2% |
118-142 |
Low |
117-112 |
117-190 |
0-078 |
0.2% |
117-090 |
Close |
117-295 |
117-210 |
-0-085 |
-0.2% |
117-145 |
Range |
0-193 |
0-177 |
-0-016 |
-8.3% |
1-052 |
ATR |
0-185 |
0-184 |
-0-001 |
-0.3% |
0-000 |
Volume |
314,834 |
272,441 |
-42,393 |
-13.5% |
1,099,260 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-147 |
119-035 |
117-307 |
|
R3 |
118-290 |
118-178 |
117-259 |
|
R2 |
118-113 |
118-113 |
117-242 |
|
R1 |
118-001 |
118-001 |
117-226 |
117-288 |
PP |
117-256 |
117-256 |
117-256 |
117-239 |
S1 |
117-144 |
117-144 |
117-194 |
117-112 |
S2 |
117-079 |
117-079 |
117-178 |
|
S3 |
116-222 |
116-287 |
117-161 |
|
S4 |
116-045 |
116-110 |
117-113 |
|
|
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 |
120-159 |
2.618 |
119-190 |
1.618 |
119-013 |
1.000 |
118-224 |
0.618 |
118-156 |
HIGH |
118-047 |
0.618 |
117-299 |
0.500 |
117-278 |
0.382 |
117-258 |
LOW |
117-190 |
0.618 |
117-081 |
1.000 |
117-013 |
1.618 |
116-224 |
2.618 |
116-047 |
4.250 |
115-078 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-278 |
117-228 |
PP |
117-256 |
117-222 |
S1 |
117-233 |
117-216 |
|