ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
117-120 |
117-025 |
-0-095 |
-0.3% |
117-127 |
| High |
117-207 |
117-075 |
-0-132 |
-0.4% |
118-047 |
| Low |
116-130 |
116-267 |
0-137 |
0.4% |
117-070 |
| Close |
117-050 |
117-045 |
-0-005 |
0.0% |
117-090 |
| Range |
1-077 |
0-128 |
-0-269 |
-67.8% |
0-297 |
| ATR |
0-194 |
0-189 |
-0-005 |
-2.4% |
0-000 |
| Volume |
401,554 |
335,318 |
-66,236 |
-16.5% |
1,549,352 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-086 |
118-034 |
117-115 |
|
| R3 |
117-278 |
117-226 |
117-080 |
|
| R2 |
117-150 |
117-150 |
117-068 |
|
| R1 |
117-098 |
117-098 |
117-057 |
117-124 |
| PP |
117-022 |
117-022 |
117-022 |
117-036 |
| S1 |
116-290 |
116-290 |
117-033 |
116-316 |
| S2 |
116-214 |
116-214 |
117-022 |
|
| S3 |
116-086 |
116-162 |
117-010 |
|
| S4 |
115-278 |
116-034 |
116-295 |
|
|
| 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 |
116-130 |
1-197 |
1.4% |
0-209 |
0.6% |
45% |
False |
False |
334,607 |
| 10 |
118-047 |
116-130 |
1-237 |
1.5% |
0-192 |
0.5% |
42% |
False |
False |
309,191 |
| 20 |
118-282 |
116-130 |
2-152 |
2.1% |
0-176 |
0.5% |
30% |
False |
False |
272,057 |
| 40 |
119-152 |
116-110 |
3-042 |
2.7% |
0-198 |
0.5% |
25% |
False |
False |
297,625 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-198 |
0.5% |
32% |
False |
False |
234,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-299 |
|
2.618 |
118-090 |
|
1.618 |
117-282 |
|
1.000 |
117-203 |
|
0.618 |
117-154 |
|
HIGH |
117-075 |
|
0.618 |
117-026 |
|
0.500 |
117-011 |
|
0.382 |
116-316 |
|
LOW |
116-267 |
|
0.618 |
116-188 |
|
1.000 |
116-139 |
|
1.618 |
116-060 |
|
2.618 |
115-252 |
|
4.250 |
115-043 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-034 |
117-068 |
| PP |
117-022 |
117-061 |
| S1 |
117-011 |
117-053 |
|