ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
117-040 |
116-120 |
-0-240 |
-0.6% |
117-090 |
| High |
117-070 |
116-250 |
-0-140 |
-0.4% |
117-150 |
| Low |
116-190 |
116-090 |
-0-100 |
-0.3% |
116-150 |
| Close |
116-220 |
116-130 |
-0-090 |
-0.2% |
116-170 |
| Range |
0-200 |
0-160 |
-0-040 |
-20.0% |
1-000 |
| ATR |
0-142 |
0-143 |
0-001 |
0.9% |
0-000 |
| Volume |
36 |
251 |
215 |
597.2% |
1,367 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-317 |
117-223 |
116-218 |
|
| R3 |
117-157 |
117-063 |
116-174 |
|
| R2 |
116-317 |
116-317 |
116-159 |
|
| R1 |
116-223 |
116-223 |
116-145 |
116-270 |
| PP |
116-157 |
116-157 |
116-157 |
116-180 |
| S1 |
116-063 |
116-063 |
116-115 |
116-110 |
| S2 |
115-317 |
115-317 |
116-101 |
|
| S3 |
115-157 |
115-223 |
116-086 |
|
| S4 |
114-317 |
115-063 |
116-042 |
|
|
| 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 |
118-290 |
|
2.618 |
118-029 |
|
1.618 |
117-189 |
|
1.000 |
117-090 |
|
0.618 |
117-029 |
|
HIGH |
116-250 |
|
0.618 |
116-189 |
|
0.500 |
116-170 |
|
0.382 |
116-151 |
|
LOW |
116-090 |
|
0.618 |
115-311 |
|
1.000 |
115-250 |
|
1.618 |
115-151 |
|
2.618 |
114-311 |
|
4.250 |
114-050 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-170 |
116-240 |
| PP |
116-157 |
116-203 |
| S1 |
116-143 |
116-167 |
|