ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-110 |
0-020 |
0.1% |
117-000 |
| High |
116-130 |
116-160 |
0-030 |
0.1% |
117-070 |
| Low |
116-070 |
116-090 |
0-020 |
0.1% |
116-040 |
| Close |
116-110 |
116-110 |
0-000 |
0.0% |
116-110 |
| Range |
0-060 |
0-070 |
0-010 |
16.7% |
1-030 |
| ATR |
0-134 |
0-129 |
-0-005 |
-3.4% |
0-000 |
| Volume |
1,012 |
442 |
-570 |
-56.3% |
2,453 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-010 |
116-290 |
116-148 |
|
| R3 |
116-260 |
116-220 |
116-129 |
|
| R2 |
116-190 |
116-190 |
116-123 |
|
| R1 |
116-150 |
116-150 |
116-116 |
116-145 |
| PP |
116-120 |
116-120 |
116-120 |
116-118 |
| S1 |
116-080 |
116-080 |
116-104 |
116-075 |
| S2 |
116-050 |
116-050 |
116-097 |
|
| S3 |
115-300 |
116-010 |
116-091 |
|
| S4 |
115-230 |
115-260 |
116-072 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-270 |
119-060 |
116-302 |
|
| R3 |
118-240 |
118-030 |
116-206 |
|
| R2 |
117-210 |
117-210 |
116-174 |
|
| R1 |
117-000 |
117-000 |
116-142 |
116-250 |
| PP |
116-180 |
116-180 |
116-180 |
116-145 |
| S1 |
115-290 |
115-290 |
116-078 |
115-220 |
| S2 |
115-150 |
115-150 |
116-046 |
|
| S3 |
114-120 |
114-260 |
116-014 |
|
| S4 |
113-090 |
113-230 |
115-238 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-138 |
|
2.618 |
117-023 |
|
1.618 |
116-273 |
|
1.000 |
116-230 |
|
0.618 |
116-203 |
|
HIGH |
116-160 |
|
0.618 |
116-133 |
|
0.500 |
116-125 |
|
0.382 |
116-117 |
|
LOW |
116-090 |
|
0.618 |
116-047 |
|
1.000 |
116-020 |
|
1.618 |
115-297 |
|
2.618 |
115-227 |
|
4.250 |
115-112 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-125 |
116-107 |
| PP |
116-120 |
116-103 |
| S1 |
116-115 |
116-100 |
|