ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
117-120 |
117-245 |
0-125 |
0.3% |
117-127 |
| High |
117-267 |
118-007 |
0-060 |
0.2% |
118-047 |
| Low |
117-115 |
117-090 |
-0-025 |
-0.1% |
117-070 |
| Close |
117-262 |
117-135 |
-0-127 |
-0.3% |
117-090 |
| Range |
0-152 |
0-237 |
0-085 |
55.9% |
0-297 |
| ATR |
0-173 |
0-178 |
0-005 |
2.6% |
0-000 |
| Volume |
253,522 |
328,123 |
74,601 |
29.4% |
1,549,352 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-255 |
119-112 |
117-265 |
|
| R3 |
119-018 |
118-195 |
117-200 |
|
| R2 |
118-101 |
118-101 |
117-178 |
|
| R1 |
117-278 |
117-278 |
117-157 |
117-231 |
| PP |
117-184 |
117-184 |
117-184 |
117-160 |
| S1 |
117-041 |
117-041 |
117-113 |
116-314 |
| S2 |
116-267 |
116-267 |
117-092 |
|
| S3 |
116-030 |
116-124 |
117-070 |
|
| S4 |
115-113 |
115-207 |
117-005 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
119-235 |
117-253 |
|
| R3 |
119-130 |
118-258 |
117-172 |
|
| R2 |
118-153 |
118-153 |
117-144 |
|
| R1 |
117-281 |
117-281 |
117-117 |
117-228 |
| PP |
117-176 |
117-176 |
117-176 |
117-149 |
| S1 |
116-304 |
116-304 |
117-063 |
116-252 |
| S2 |
116-199 |
116-199 |
117-036 |
|
| S3 |
115-222 |
116-007 |
117-008 |
|
| S4 |
114-245 |
115-030 |
116-247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-007 |
117-070 |
0-257 |
0.7% |
0-155 |
0.4% |
25% |
True |
False |
308,744 |
| 10 |
118-142 |
117-070 |
1-072 |
1.0% |
0-165 |
0.4% |
17% |
False |
False |
286,580 |
| 20 |
118-295 |
117-070 |
1-225 |
1.5% |
0-162 |
0.4% |
12% |
False |
False |
259,249 |
| 40 |
119-152 |
116-110 |
3-042 |
2.7% |
0-196 |
0.5% |
34% |
False |
False |
297,138 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-192 |
0.5% |
40% |
False |
False |
222,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-054 |
|
2.618 |
119-307 |
|
1.618 |
119-070 |
|
1.000 |
118-244 |
|
0.618 |
118-153 |
|
HIGH |
118-007 |
|
0.618 |
117-236 |
|
0.500 |
117-208 |
|
0.382 |
117-181 |
|
LOW |
117-090 |
|
0.618 |
116-264 |
|
1.000 |
116-173 |
|
1.618 |
116-027 |
|
2.618 |
115-110 |
|
4.250 |
114-043 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-208 |
117-198 |
| PP |
117-184 |
117-177 |
| S1 |
117-160 |
117-156 |
|