ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-025 |
117-052 |
0-027 |
0.1% |
117-120 |
| High |
117-075 |
117-075 |
0-000 |
0.0% |
118-007 |
| Low |
116-267 |
116-295 |
0-028 |
0.1% |
116-130 |
| Close |
117-045 |
117-030 |
-0-015 |
0.0% |
117-030 |
| Range |
0-128 |
0-100 |
-0-028 |
-21.9% |
1-197 |
| ATR |
0-189 |
0-183 |
-0-006 |
-3.4% |
0-000 |
| Volume |
335,318 |
392,105 |
56,787 |
16.9% |
1,710,622 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-007 |
117-278 |
117-085 |
|
| R3 |
117-227 |
117-178 |
117-058 |
|
| R2 |
117-127 |
117-127 |
117-048 |
|
| R1 |
117-078 |
117-078 |
117-039 |
117-052 |
| PP |
117-027 |
117-027 |
117-027 |
117-014 |
| S1 |
116-298 |
116-298 |
117-021 |
116-272 |
| S2 |
116-247 |
116-247 |
117-012 |
|
| S3 |
116-147 |
116-198 |
117-002 |
|
| S4 |
116-047 |
116-098 |
116-295 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-055 |
117-314 |
|
| R3 |
120-130 |
119-178 |
117-172 |
|
| R2 |
118-253 |
118-253 |
117-125 |
|
| R1 |
117-301 |
117-301 |
117-077 |
117-178 |
| PP |
117-056 |
117-056 |
117-056 |
116-314 |
| S1 |
116-104 |
116-104 |
116-303 |
115-302 |
| S2 |
115-179 |
115-179 |
116-255 |
|
| S3 |
113-302 |
114-227 |
116-208 |
|
| S4 |
112-105 |
113-030 |
116-066 |
|
|
| 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% |
0-203 |
0.5% |
43% |
False |
False |
342,124 |
| 10 |
118-047 |
116-130 |
1-237 |
1.5% |
0-177 |
0.5% |
39% |
False |
False |
325,997 |
| 20 |
118-142 |
116-130 |
2-012 |
1.7% |
0-171 |
0.5% |
34% |
False |
False |
280,112 |
| 40 |
119-152 |
116-110 |
3-042 |
2.7% |
0-194 |
0.5% |
24% |
False |
False |
298,853 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-195 |
0.5% |
30% |
False |
False |
241,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-180 |
|
2.618 |
118-017 |
|
1.618 |
117-237 |
|
1.000 |
117-175 |
|
0.618 |
117-137 |
|
HIGH |
117-075 |
|
0.618 |
117-037 |
|
0.500 |
117-025 |
|
0.382 |
117-013 |
|
LOW |
116-295 |
|
0.618 |
116-233 |
|
1.000 |
116-195 |
|
1.618 |
116-133 |
|
2.618 |
116-033 |
|
4.250 |
115-190 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-028 |
117-023 |
| PP |
117-027 |
117-016 |
| S1 |
117-025 |
117-008 |
|