ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
116-120 |
0-050 |
0.1% |
116-110 |
| High |
116-180 |
116-230 |
0-050 |
0.1% |
116-180 |
| Low |
116-060 |
116-100 |
0-040 |
0.1% |
115-190 |
| Close |
116-170 |
116-200 |
0-030 |
0.1% |
115-280 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
0-310 |
| ATR |
0-141 |
0-141 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,930 |
1,930 |
0 |
0.0% |
9,185 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-247 |
117-193 |
116-272 |
|
| R3 |
117-117 |
117-063 |
116-236 |
|
| R2 |
116-307 |
116-307 |
116-224 |
|
| R1 |
116-253 |
116-253 |
116-212 |
116-280 |
| PP |
116-177 |
116-177 |
116-177 |
116-190 |
| S1 |
116-123 |
116-123 |
116-188 |
116-150 |
| S2 |
116-047 |
116-047 |
116-176 |
|
| S3 |
115-237 |
115-313 |
116-164 |
|
| S4 |
115-107 |
115-183 |
116-128 |
|
|
| 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 |
118-142 |
|
2.618 |
117-250 |
|
1.618 |
117-120 |
|
1.000 |
117-040 |
|
0.618 |
116-310 |
|
HIGH |
116-230 |
|
0.618 |
116-180 |
|
0.500 |
116-165 |
|
0.382 |
116-150 |
|
LOW |
116-100 |
|
0.618 |
116-020 |
|
1.000 |
115-290 |
|
1.618 |
115-210 |
|
2.618 |
115-080 |
|
4.250 |
114-188 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-188 |
116-150 |
| PP |
116-177 |
116-100 |
| S1 |
116-165 |
116-050 |
|