ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
117-000 |
0-150 |
0.4% |
117-090 |
| High |
116-280 |
117-020 |
0-060 |
0.2% |
117-150 |
| Low |
116-150 |
116-230 |
0-080 |
0.2% |
116-150 |
| Close |
116-170 |
117-020 |
0-170 |
0.5% |
116-170 |
| Range |
0-130 |
0-110 |
-0-020 |
-15.4% |
1-000 |
| ATR |
0-000 |
0-137 |
0-137 |
|
0-000 |
| Volume |
248 |
812 |
564 |
227.4% |
1,367 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-313 |
117-277 |
117-080 |
|
| R3 |
117-203 |
117-167 |
117-050 |
|
| R2 |
117-093 |
117-093 |
117-040 |
|
| R1 |
117-057 |
117-057 |
117-030 |
117-075 |
| PP |
116-303 |
116-303 |
116-303 |
116-312 |
| S1 |
116-267 |
116-267 |
117-010 |
116-285 |
| S2 |
116-193 |
116-193 |
117-000 |
|
| S3 |
116-083 |
116-157 |
116-310 |
|
| S4 |
115-293 |
116-047 |
116-280 |
|
|
| 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 |
118-168 |
|
2.618 |
117-308 |
|
1.618 |
117-198 |
|
1.000 |
117-130 |
|
0.618 |
117-088 |
|
HIGH |
117-020 |
|
0.618 |
116-298 |
|
0.500 |
116-285 |
|
0.382 |
116-272 |
|
LOW |
116-230 |
|
0.618 |
116-162 |
|
1.000 |
116-120 |
|
1.618 |
116-052 |
|
2.618 |
115-262 |
|
4.250 |
115-082 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-002 |
116-308 |
| PP |
116-303 |
116-277 |
| S1 |
116-285 |
116-245 |
|