ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-110 |
116-100 |
-0-010 |
0.0% |
117-000 |
| High |
116-160 |
116-140 |
-0-020 |
-0.1% |
117-070 |
| Low |
116-090 |
116-030 |
-0-060 |
-0.2% |
116-040 |
| Close |
116-110 |
116-090 |
-0-020 |
-0.1% |
116-110 |
| Range |
0-070 |
0-110 |
0-040 |
57.1% |
1-030 |
| ATR |
0-129 |
0-128 |
-0-001 |
-1.1% |
0-000 |
| Volume |
442 |
202 |
-240 |
-54.3% |
2,453 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-097 |
117-043 |
116-150 |
|
| R3 |
116-307 |
116-253 |
116-120 |
|
| R2 |
116-197 |
116-197 |
116-110 |
|
| R1 |
116-143 |
116-143 |
116-100 |
116-115 |
| PP |
116-087 |
116-087 |
116-087 |
116-072 |
| S1 |
116-033 |
116-033 |
116-080 |
116-005 |
| S2 |
115-297 |
115-297 |
116-070 |
|
| S3 |
115-187 |
115-243 |
116-060 |
|
| S4 |
115-077 |
115-133 |
116-030 |
|
|
| 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 |
117-288 |
|
2.618 |
117-108 |
|
1.618 |
116-318 |
|
1.000 |
116-250 |
|
0.618 |
116-208 |
|
HIGH |
116-140 |
|
0.618 |
116-098 |
|
0.500 |
116-085 |
|
0.382 |
116-072 |
|
LOW |
116-030 |
|
0.618 |
115-282 |
|
1.000 |
115-240 |
|
1.618 |
115-172 |
|
2.618 |
115-062 |
|
4.250 |
114-202 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-088 |
116-095 |
| PP |
116-087 |
116-093 |
| S1 |
116-085 |
116-092 |
|