ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
117-150 |
118-002 |
0-172 |
0.5% |
117-207 |
| High |
118-042 |
118-130 |
0-088 |
0.2% |
117-295 |
| Low |
117-135 |
117-287 |
0-152 |
0.4% |
117-105 |
| Close |
118-020 |
118-107 |
0-087 |
0.2% |
117-165 |
| Range |
0-227 |
0-163 |
-0-064 |
-28.2% |
0-190 |
| ATR |
0-189 |
0-187 |
-0-002 |
-1.0% |
0-000 |
| Volume |
191,305 |
173,146 |
-18,159 |
-9.5% |
959,157 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-237 |
119-175 |
118-197 |
|
| R3 |
119-074 |
119-012 |
118-152 |
|
| R2 |
118-231 |
118-231 |
118-137 |
|
| R1 |
118-169 |
118-169 |
118-122 |
118-200 |
| PP |
118-068 |
118-068 |
118-068 |
118-084 |
| S1 |
118-006 |
118-006 |
118-092 |
118-037 |
| S2 |
117-225 |
117-225 |
118-077 |
|
| S3 |
117-062 |
117-163 |
118-062 |
|
| S4 |
116-219 |
117-000 |
118-017 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
119-012 |
117-270 |
|
| R3 |
118-248 |
118-142 |
117-217 |
|
| R2 |
118-058 |
118-058 |
117-200 |
|
| R1 |
117-272 |
117-272 |
117-182 |
117-230 |
| PP |
117-188 |
117-188 |
117-188 |
117-168 |
| S1 |
117-082 |
117-082 |
117-148 |
117-040 |
| S2 |
116-318 |
116-318 |
117-130 |
|
| S3 |
116-128 |
116-212 |
117-113 |
|
| S4 |
115-258 |
116-022 |
117-060 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-183 |
|
2.618 |
119-237 |
|
1.618 |
119-074 |
|
1.000 |
118-293 |
|
0.618 |
118-231 |
|
HIGH |
118-130 |
|
0.618 |
118-068 |
|
0.500 |
118-048 |
|
0.382 |
118-029 |
|
LOW |
117-287 |
|
0.618 |
117-186 |
|
1.000 |
117-124 |
|
1.618 |
117-023 |
|
2.618 |
116-180 |
|
4.250 |
115-234 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-088 |
118-057 |
| PP |
118-068 |
118-007 |
| S1 |
118-048 |
117-278 |
|