ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
115-290 |
115-260 |
-0-030 |
-0.1% |
116-110 |
| High |
116-040 |
116-010 |
-0-030 |
-0.1% |
116-180 |
| Low |
115-230 |
115-190 |
-0-040 |
-0.1% |
115-190 |
| Close |
115-290 |
115-280 |
-0-010 |
0.0% |
115-280 |
| Range |
0-130 |
0-140 |
0-010 |
7.7% |
0-310 |
| ATR |
0-135 |
0-135 |
0-000 |
0.3% |
0-000 |
| Volume |
1,505 |
4,384 |
2,879 |
191.3% |
9,185 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-047 |
116-303 |
116-037 |
|
| R3 |
116-227 |
116-163 |
115-318 |
|
| R2 |
116-087 |
116-087 |
115-306 |
|
| R1 |
116-023 |
116-023 |
115-293 |
116-055 |
| PP |
115-267 |
115-267 |
115-267 |
115-282 |
| S1 |
115-203 |
115-203 |
115-267 |
115-235 |
| S2 |
115-127 |
115-127 |
115-254 |
|
| S3 |
114-307 |
115-063 |
115-242 |
|
| S4 |
114-167 |
114-243 |
115-203 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-293 |
118-117 |
116-130 |
|
| R3 |
117-303 |
117-127 |
116-045 |
|
| R2 |
116-313 |
116-313 |
116-017 |
|
| R1 |
116-137 |
116-137 |
115-308 |
116-070 |
| PP |
116-003 |
116-003 |
116-003 |
115-290 |
| S1 |
115-147 |
115-147 |
115-252 |
115-080 |
| S2 |
115-013 |
115-013 |
115-223 |
|
| S3 |
114-023 |
114-157 |
115-195 |
|
| S4 |
113-033 |
113-167 |
115-110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-285 |
|
2.618 |
117-057 |
|
1.618 |
116-237 |
|
1.000 |
116-150 |
|
0.618 |
116-097 |
|
HIGH |
116-010 |
|
0.618 |
115-277 |
|
0.500 |
115-260 |
|
0.382 |
115-243 |
|
LOW |
115-190 |
|
0.618 |
115-103 |
|
1.000 |
115-050 |
|
1.618 |
114-283 |
|
2.618 |
114-143 |
|
4.250 |
113-235 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-273 |
116-025 |
| PP |
115-267 |
116-003 |
| S1 |
115-260 |
115-302 |
|