ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-000 |
116-280 |
-0-040 |
-0.1% |
116-070 |
| High |
117-010 |
116-300 |
-0-030 |
-0.1% |
117-030 |
| Low |
116-240 |
116-080 |
-0-160 |
-0.4% |
116-060 |
| Close |
116-280 |
116-130 |
-0-150 |
-0.4% |
116-280 |
| Range |
0-090 |
0-220 |
0-130 |
144.4% |
0-290 |
| ATR |
0-135 |
0-141 |
0-006 |
4.5% |
0-000 |
| Volume |
4,596 |
3,684 |
-912 |
-19.8% |
12,046 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-190 |
118-060 |
116-251 |
|
| R3 |
117-290 |
117-160 |
116-190 |
|
| R2 |
117-070 |
117-070 |
116-170 |
|
| R1 |
116-260 |
116-260 |
116-150 |
116-215 |
| PP |
116-170 |
116-170 |
116-170 |
116-148 |
| S1 |
116-040 |
116-040 |
116-110 |
115-315 |
| S2 |
115-270 |
115-270 |
116-090 |
|
| S3 |
115-050 |
115-140 |
116-070 |
|
| S4 |
114-150 |
114-240 |
116-009 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
119-020 |
117-120 |
|
| R3 |
118-170 |
118-050 |
117-040 |
|
| R2 |
117-200 |
117-200 |
117-013 |
|
| R1 |
117-080 |
117-080 |
116-307 |
117-140 |
| PP |
116-230 |
116-230 |
116-230 |
116-260 |
| S1 |
116-110 |
116-110 |
116-253 |
116-170 |
| S2 |
115-260 |
115-260 |
116-227 |
|
| S3 |
114-290 |
115-140 |
116-200 |
|
| S4 |
114-000 |
114-170 |
116-120 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-275 |
|
2.618 |
118-236 |
|
1.618 |
118-016 |
|
1.000 |
117-200 |
|
0.618 |
117-116 |
|
HIGH |
116-300 |
|
0.618 |
116-216 |
|
0.500 |
116-190 |
|
0.382 |
116-164 |
|
LOW |
116-080 |
|
0.618 |
115-264 |
|
1.000 |
115-180 |
|
1.618 |
115-044 |
|
2.618 |
114-144 |
|
4.250 |
113-105 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-190 |
116-215 |
| PP |
116-170 |
116-187 |
| S1 |
116-150 |
116-158 |
|