ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-150 |
0-030 |
0.1% |
116-110 |
| High |
116-230 |
117-000 |
0-090 |
0.2% |
116-180 |
| Low |
116-100 |
116-140 |
0-040 |
0.1% |
115-190 |
| Close |
116-200 |
116-300 |
0-100 |
0.3% |
115-280 |
| Range |
0-130 |
0-180 |
0-050 |
38.5% |
0-310 |
| ATR |
0-141 |
0-143 |
0-003 |
2.0% |
0-000 |
| Volume |
1,930 |
2,047 |
117 |
6.1% |
9,185 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-153 |
118-087 |
117-079 |
|
| R3 |
117-293 |
117-227 |
117-030 |
|
| R2 |
117-113 |
117-113 |
117-013 |
|
| R1 |
117-047 |
117-047 |
116-316 |
117-080 |
| PP |
116-253 |
116-253 |
116-253 |
116-270 |
| S1 |
116-187 |
116-187 |
116-284 |
116-220 |
| S2 |
116-073 |
116-073 |
116-267 |
|
| S3 |
115-213 |
116-007 |
116-250 |
|
| S4 |
115-033 |
115-147 |
116-201 |
|
|
| 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 |
119-125 |
|
2.618 |
118-151 |
|
1.618 |
117-291 |
|
1.000 |
117-180 |
|
0.618 |
117-111 |
|
HIGH |
117-000 |
|
0.618 |
116-251 |
|
0.500 |
116-230 |
|
0.382 |
116-209 |
|
LOW |
116-140 |
|
0.618 |
116-029 |
|
1.000 |
115-280 |
|
1.618 |
115-169 |
|
2.618 |
114-309 |
|
4.250 |
114-015 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-277 |
116-263 |
| PP |
116-253 |
116-227 |
| S1 |
116-230 |
116-190 |
|