ECBOT 5 Year T-Note Future September 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 |
116-240 |
116-240 |
0-000 |
0.0% |
117-250 |
| High |
117-030 |
116-280 |
-0-070 |
-0.2% |
117-250 |
| Low |
116-220 |
116-200 |
-0-020 |
-0.1% |
116-220 |
| Close |
116-240 |
116-270 |
0-030 |
0.1% |
116-270 |
| Range |
0-130 |
0-080 |
-0-050 |
-38.5% |
1-030 |
| ATR |
|
|
|
|
|
| Volume |
303 |
411 |
108 |
35.6% |
49 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-170 |
117-140 |
116-314 |
|
| R3 |
117-090 |
117-060 |
116-292 |
|
| R2 |
117-010 |
117-010 |
116-285 |
|
| R1 |
116-300 |
116-300 |
116-277 |
116-315 |
| PP |
116-250 |
116-250 |
116-250 |
116-258 |
| S1 |
116-220 |
116-220 |
116-263 |
116-235 |
| S2 |
116-170 |
116-170 |
116-255 |
|
| S3 |
116-090 |
116-140 |
116-248 |
|
| S4 |
116-010 |
116-060 |
116-226 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-123 |
119-227 |
117-142 |
|
| R3 |
119-093 |
118-197 |
117-046 |
|
| R2 |
118-063 |
118-063 |
117-014 |
|
| R1 |
117-167 |
117-167 |
116-302 |
117-100 |
| PP |
117-033 |
117-033 |
117-033 |
117-000 |
| S1 |
116-137 |
116-137 |
116-238 |
116-070 |
| S2 |
116-003 |
116-003 |
116-206 |
|
| S3 |
114-293 |
115-107 |
116-174 |
|
| S4 |
113-263 |
114-077 |
116-078 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-300 |
|
2.618 |
117-169 |
|
1.618 |
117-089 |
|
1.000 |
117-040 |
|
0.618 |
117-009 |
|
HIGH |
116-280 |
|
0.618 |
116-249 |
|
0.500 |
116-240 |
|
0.382 |
116-231 |
|
LOW |
116-200 |
|
0.618 |
116-151 |
|
1.000 |
116-120 |
|
1.618 |
116-071 |
|
2.618 |
115-311 |
|
4.250 |
115-180 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-260 |
117-015 |
| PP |
116-250 |
116-313 |
| S1 |
116-240 |
116-292 |
|