ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-100 |
116-140 |
0-040 |
0.1% |
117-000 |
| High |
116-140 |
116-180 |
0-040 |
0.1% |
117-070 |
| Low |
116-030 |
116-040 |
0-010 |
0.0% |
116-040 |
| Close |
116-090 |
116-130 |
0-040 |
0.1% |
116-110 |
| Range |
0-110 |
0-140 |
0-030 |
27.3% |
1-030 |
| ATR |
0-128 |
0-129 |
0-001 |
0.7% |
0-000 |
| Volume |
202 |
2,652 |
2,450 |
1,212.9% |
2,453 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-217 |
117-153 |
116-207 |
|
| R3 |
117-077 |
117-013 |
116-168 |
|
| R2 |
116-257 |
116-257 |
116-156 |
|
| R1 |
116-193 |
116-193 |
116-143 |
116-155 |
| PP |
116-117 |
116-117 |
116-117 |
116-098 |
| S1 |
116-053 |
116-053 |
116-117 |
116-015 |
| S2 |
115-297 |
115-297 |
116-104 |
|
| S3 |
115-157 |
115-233 |
116-092 |
|
| S4 |
115-017 |
115-093 |
116-053 |
|
|
| 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 |
118-135 |
|
2.618 |
117-227 |
|
1.618 |
117-087 |
|
1.000 |
117-000 |
|
0.618 |
116-267 |
|
HIGH |
116-180 |
|
0.618 |
116-127 |
|
0.500 |
116-110 |
|
0.382 |
116-093 |
|
LOW |
116-040 |
|
0.618 |
115-273 |
|
1.000 |
115-220 |
|
1.618 |
115-133 |
|
2.618 |
114-313 |
|
4.250 |
114-085 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-123 |
116-122 |
| PP |
116-117 |
116-113 |
| S1 |
116-110 |
116-105 |
|