ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
115-290 |
-0-170 |
-0.5% |
117-000 |
| High |
116-180 |
116-040 |
-0-140 |
-0.4% |
117-070 |
| Low |
116-040 |
115-230 |
-0-130 |
-0.3% |
116-040 |
| Close |
116-130 |
115-290 |
-0-160 |
-0.4% |
116-110 |
| Range |
0-140 |
0-130 |
-0-010 |
-7.1% |
1-030 |
| ATR |
0-129 |
0-135 |
0-007 |
5.1% |
0-000 |
| Volume |
2,652 |
1,505 |
-1,147 |
-43.3% |
2,453 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-043 |
116-297 |
116-042 |
|
| R3 |
116-233 |
116-167 |
116-006 |
|
| R2 |
116-103 |
116-103 |
115-314 |
|
| R1 |
116-037 |
116-037 |
115-302 |
116-035 |
| PP |
115-293 |
115-293 |
115-293 |
115-292 |
| S1 |
115-227 |
115-227 |
115-278 |
115-225 |
| S2 |
115-163 |
115-163 |
115-266 |
|
| S3 |
115-033 |
115-097 |
115-254 |
|
| S4 |
114-223 |
114-287 |
115-218 |
|
|
| 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 |
117-272 |
|
2.618 |
117-060 |
|
1.618 |
116-250 |
|
1.000 |
116-170 |
|
0.618 |
116-120 |
|
HIGH |
116-040 |
|
0.618 |
115-310 |
|
0.500 |
115-295 |
|
0.382 |
115-280 |
|
LOW |
115-230 |
|
0.618 |
115-150 |
|
1.000 |
115-100 |
|
1.618 |
115-020 |
|
2.618 |
114-210 |
|
4.250 |
113-318 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-295 |
116-045 |
| PP |
115-293 |
116-020 |
| S1 |
115-292 |
115-315 |
|