ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
116-240 |
116-170 |
-0-070 |
-0.2% |
117-090 |
| High |
116-280 |
116-280 |
0-000 |
0.0% |
117-150 |
| Low |
116-200 |
116-150 |
-0-050 |
-0.1% |
116-150 |
| Close |
116-270 |
116-170 |
-0-100 |
-0.3% |
116-170 |
| Range |
0-080 |
0-130 |
0-050 |
62.5% |
1-000 |
| ATR |
|
|
|
|
|
| Volume |
411 |
248 |
-163 |
-39.7% |
1,367 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-270 |
117-190 |
116-242 |
|
| R3 |
117-140 |
117-060 |
116-206 |
|
| R2 |
117-010 |
117-010 |
116-194 |
|
| R1 |
116-250 |
116-250 |
116-182 |
116-235 |
| PP |
116-200 |
116-200 |
116-200 |
116-192 |
| S1 |
116-120 |
116-120 |
116-158 |
116-105 |
| S2 |
116-070 |
116-070 |
116-146 |
|
| S3 |
115-260 |
115-310 |
116-134 |
|
| S4 |
115-130 |
115-180 |
116-098 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-263 |
119-057 |
117-026 |
|
| R3 |
118-263 |
118-057 |
116-258 |
|
| R2 |
117-263 |
117-263 |
116-229 |
|
| R1 |
117-057 |
117-057 |
116-199 |
117-000 |
| PP |
116-263 |
116-263 |
116-263 |
116-235 |
| S1 |
116-057 |
116-057 |
116-141 |
116-000 |
| S2 |
115-263 |
115-263 |
116-111 |
|
| S3 |
114-263 |
115-057 |
116-082 |
|
| S4 |
113-263 |
114-057 |
115-314 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-192 |
|
2.618 |
117-300 |
|
1.618 |
117-170 |
|
1.000 |
117-090 |
|
0.618 |
117-040 |
|
HIGH |
116-280 |
|
0.618 |
116-230 |
|
0.500 |
116-215 |
|
0.382 |
116-200 |
|
LOW |
116-150 |
|
0.618 |
116-070 |
|
1.000 |
116-020 |
|
1.618 |
115-260 |
|
2.618 |
115-130 |
|
4.250 |
114-238 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-215 |
116-250 |
| PP |
116-200 |
116-223 |
| S1 |
116-185 |
116-197 |
|