ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
117-245 |
117-120 |
-0-125 |
-0.3% |
117-127 |
| High |
118-007 |
117-207 |
-0-120 |
-0.3% |
118-047 |
| Low |
117-090 |
116-130 |
-0-280 |
-0.7% |
117-070 |
| Close |
117-135 |
117-050 |
-0-085 |
-0.2% |
117-090 |
| Range |
0-237 |
1-077 |
0-160 |
67.5% |
0-297 |
| ATR |
0-178 |
0-194 |
0-016 |
8.8% |
0-000 |
| Volume |
328,123 |
401,554 |
73,431 |
22.4% |
1,549,352 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-253 |
120-069 |
117-268 |
|
| R3 |
119-176 |
118-312 |
117-159 |
|
| R2 |
118-099 |
118-099 |
117-123 |
|
| R1 |
117-235 |
117-235 |
117-086 |
117-128 |
| PP |
117-022 |
117-022 |
117-022 |
116-289 |
| S1 |
116-158 |
116-158 |
117-014 |
116-052 |
| S2 |
115-265 |
115-265 |
116-297 |
|
| S3 |
114-188 |
115-081 |
116-261 |
|
| S4 |
113-111 |
114-004 |
116-152 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
119-235 |
117-253 |
|
| R3 |
119-130 |
118-258 |
117-172 |
|
| R2 |
118-153 |
118-153 |
117-144 |
|
| R1 |
117-281 |
117-281 |
117-117 |
117-228 |
| PP |
117-176 |
117-176 |
117-176 |
117-149 |
| S1 |
116-304 |
116-304 |
117-063 |
116-252 |
| S2 |
116-199 |
116-199 |
117-036 |
|
| S3 |
115-222 |
116-007 |
117-008 |
|
| S4 |
114-245 |
115-030 |
116-247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-007 |
116-130 |
1-197 |
1.4% |
0-205 |
0.5% |
46% |
False |
True |
329,262 |
| 10 |
118-120 |
116-130 |
1-310 |
1.7% |
0-193 |
0.5% |
38% |
False |
True |
303,109 |
| 20 |
118-295 |
116-130 |
2-165 |
2.1% |
0-174 |
0.5% |
30% |
False |
True |
267,822 |
| 40 |
119-152 |
116-110 |
3-042 |
2.7% |
0-199 |
0.5% |
26% |
False |
False |
298,522 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-196 |
0.5% |
32% |
False |
False |
229,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-294 |
|
2.618 |
120-286 |
|
1.618 |
119-209 |
|
1.000 |
118-284 |
|
0.618 |
118-132 |
|
HIGH |
117-207 |
|
0.618 |
117-055 |
|
0.500 |
117-008 |
|
0.382 |
116-282 |
|
LOW |
116-130 |
|
0.618 |
115-205 |
|
1.000 |
115-053 |
|
1.618 |
114-128 |
|
2.618 |
113-051 |
|
4.250 |
111-043 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-036 |
117-068 |
| PP |
117-022 |
117-062 |
| S1 |
117-008 |
117-056 |
|