ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-150 |
116-300 |
0-150 |
0.4% |
116-110 |
| High |
117-000 |
117-030 |
0-030 |
0.1% |
116-180 |
| Low |
116-140 |
116-270 |
0-130 |
0.3% |
115-190 |
| Close |
116-300 |
116-300 |
0-000 |
0.0% |
115-280 |
| Range |
0-180 |
0-080 |
-0-100 |
-55.6% |
0-310 |
| ATR |
0-143 |
0-139 |
-0-005 |
-3.2% |
0-000 |
| Volume |
2,047 |
1,543 |
-504 |
-24.6% |
9,185 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-227 |
117-183 |
117-024 |
|
| R3 |
117-147 |
117-103 |
117-002 |
|
| R2 |
117-067 |
117-067 |
116-315 |
|
| R1 |
117-023 |
117-023 |
116-307 |
117-020 |
| PP |
116-307 |
116-307 |
116-307 |
116-305 |
| S1 |
116-263 |
116-263 |
116-293 |
116-260 |
| S2 |
116-227 |
116-227 |
116-285 |
|
| S3 |
116-147 |
116-183 |
116-278 |
|
| S4 |
116-067 |
116-103 |
116-256 |
|
|
| 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 |
118-050 |
|
2.618 |
117-239 |
|
1.618 |
117-159 |
|
1.000 |
117-110 |
|
0.618 |
117-079 |
|
HIGH |
117-030 |
|
0.618 |
116-319 |
|
0.500 |
116-310 |
|
0.382 |
116-301 |
|
LOW |
116-270 |
|
0.618 |
116-221 |
|
1.000 |
116-190 |
|
1.618 |
116-141 |
|
2.618 |
116-061 |
|
4.250 |
115-250 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-310 |
116-275 |
| PP |
116-307 |
116-250 |
| S1 |
116-303 |
116-225 |
|