ECBOT 5 Year T-Note Future June 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
117-217 |
117-155 |
-0-062 |
-0.2% |
117-150 |
High |
117-247 |
117-190 |
-0-057 |
-0.2% |
118-142 |
Low |
117-102 |
117-082 |
-0-020 |
-0.1% |
117-090 |
Close |
117-135 |
117-170 |
0-035 |
0.1% |
117-145 |
Range |
0-145 |
0-108 |
-0-037 |
-25.5% |
1-052 |
ATR |
0-181 |
0-176 |
-0-005 |
-2.9% |
0-000 |
Volume |
298,965 |
308,593 |
9,628 |
3.2% |
1,099,260 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-151 |
118-109 |
117-229 |
|
R3 |
118-043 |
118-001 |
117-200 |
|
R2 |
117-255 |
117-255 |
117-190 |
|
R1 |
117-213 |
117-213 |
117-180 |
117-234 |
PP |
117-147 |
117-147 |
117-147 |
117-158 |
S1 |
117-105 |
117-105 |
117-160 |
117-126 |
S2 |
117-039 |
117-039 |
117-150 |
|
S3 |
116-251 |
116-317 |
117-140 |
|
S4 |
116-143 |
116-209 |
117-111 |
|
|
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 |
119-009 |
2.618 |
118-153 |
1.618 |
118-045 |
1.000 |
117-298 |
0.618 |
117-257 |
HIGH |
117-190 |
0.618 |
117-149 |
0.500 |
117-136 |
0.382 |
117-123 |
LOW |
117-082 |
0.618 |
117-015 |
1.000 |
116-294 |
1.618 |
116-227 |
2.618 |
116-119 |
4.250 |
115-263 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
117-159 |
117-224 |
PP |
117-147 |
117-206 |
S1 |
117-136 |
117-188 |
|