ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
117-295 |
117-217 |
-0-078 |
-0.2% |
117-150 |
High |
118-047 |
117-247 |
-0-120 |
-0.3% |
118-142 |
Low |
117-190 |
117-102 |
-0-088 |
-0.2% |
117-090 |
Close |
117-210 |
117-135 |
-0-075 |
-0.2% |
117-145 |
Range |
0-177 |
0-145 |
-0-032 |
-18.1% |
1-052 |
ATR |
0-184 |
0-181 |
-0-003 |
-1.5% |
0-000 |
Volume |
272,441 |
298,965 |
26,524 |
9.7% |
1,099,260 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-276 |
118-191 |
117-215 |
|
R3 |
118-131 |
118-046 |
117-175 |
|
R2 |
117-306 |
117-306 |
117-162 |
|
R1 |
117-221 |
117-221 |
117-148 |
117-191 |
PP |
117-161 |
117-161 |
117-161 |
117-146 |
S1 |
117-076 |
117-076 |
117-122 |
117-046 |
S2 |
117-016 |
117-016 |
117-108 |
|
S3 |
116-191 |
116-251 |
117-095 |
|
S4 |
116-046 |
116-106 |
117-055 |
|
|
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 |
119-223 |
2.618 |
118-307 |
1.618 |
118-162 |
1.000 |
118-072 |
0.618 |
118-017 |
HIGH |
117-247 |
0.618 |
117-192 |
0.500 |
117-174 |
0.382 |
117-157 |
LOW |
117-102 |
0.618 |
117-012 |
1.000 |
116-277 |
1.618 |
116-187 |
2.618 |
116-042 |
4.250 |
115-126 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-174 |
117-234 |
PP |
117-161 |
117-201 |
S1 |
117-148 |
117-168 |
|