ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-080 |
116-190 |
0-110 |
0.3% |
116-070 |
| High |
116-260 |
116-280 |
0-020 |
0.1% |
117-030 |
| Low |
116-070 |
116-010 |
-0-060 |
-0.2% |
116-060 |
| Close |
116-220 |
116-070 |
-0-150 |
-0.4% |
116-280 |
| Range |
0-190 |
0-270 |
0-080 |
42.1% |
0-290 |
| ATR |
0-142 |
0-151 |
0-009 |
6.4% |
0-000 |
| Volume |
35,603 |
84,626 |
49,023 |
137.7% |
12,046 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-290 |
118-130 |
116-218 |
|
| R3 |
118-020 |
117-180 |
116-144 |
|
| R2 |
117-070 |
117-070 |
116-120 |
|
| R1 |
116-230 |
116-230 |
116-095 |
116-175 |
| PP |
116-120 |
116-120 |
116-120 |
116-092 |
| S1 |
115-280 |
115-280 |
116-045 |
115-225 |
| S2 |
115-170 |
115-170 |
116-020 |
|
| S3 |
114-220 |
115-010 |
115-316 |
|
| S4 |
113-270 |
114-060 |
115-242 |
|
|
| 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 |
120-148 |
|
2.618 |
119-027 |
|
1.618 |
118-077 |
|
1.000 |
117-230 |
|
0.618 |
117-127 |
|
HIGH |
116-280 |
|
0.618 |
116-177 |
|
0.500 |
116-145 |
|
0.382 |
116-113 |
|
LOW |
116-010 |
|
0.618 |
115-163 |
|
1.000 |
115-060 |
|
1.618 |
114-213 |
|
2.618 |
113-263 |
|
4.250 |
112-142 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-145 |
116-145 |
| PP |
116-120 |
116-120 |
| S1 |
116-095 |
116-095 |
|