ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-035 |
117-020 |
-0-015 |
0.0% |
117-120 |
| High |
117-087 |
117-067 |
-0-020 |
-0.1% |
118-007 |
| Low |
116-310 |
116-270 |
-0-040 |
-0.1% |
116-130 |
| Close |
117-027 |
117-012 |
-0-015 |
0.0% |
117-030 |
| Range |
0-097 |
0-117 |
0-020 |
20.6% |
1-197 |
| ATR |
0-176 |
0-172 |
-0-004 |
-2.4% |
0-000 |
| Volume |
217,376 |
199,269 |
-18,107 |
-8.3% |
1,710,622 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-041 |
117-303 |
117-076 |
|
| R3 |
117-244 |
117-186 |
117-044 |
|
| R2 |
117-127 |
117-127 |
117-033 |
|
| R1 |
117-069 |
117-069 |
117-023 |
117-040 |
| PP |
117-010 |
117-010 |
117-010 |
116-315 |
| S1 |
116-272 |
116-272 |
117-001 |
116-242 |
| S2 |
116-213 |
116-213 |
116-311 |
|
| S3 |
116-096 |
116-155 |
116-300 |
|
| S4 |
115-299 |
116-038 |
116-268 |
|
|
| 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 |
117-207 |
116-130 |
1-077 |
1.1% |
0-168 |
0.4% |
51% |
False |
False |
309,124 |
| 10 |
118-007 |
116-130 |
1-197 |
1.4% |
0-161 |
0.4% |
39% |
False |
False |
308,934 |
| 20 |
118-142 |
116-130 |
2-012 |
1.7% |
0-162 |
0.4% |
31% |
False |
False |
270,081 |
| 40 |
119-152 |
116-110 |
3-042 |
2.7% |
0-186 |
0.5% |
22% |
False |
False |
290,778 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-194 |
0.5% |
29% |
False |
False |
248,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-244 |
|
2.618 |
118-053 |
|
1.618 |
117-256 |
|
1.000 |
117-184 |
|
0.618 |
117-139 |
|
HIGH |
117-067 |
|
0.618 |
117-022 |
|
0.500 |
117-008 |
|
0.382 |
116-315 |
|
LOW |
116-270 |
|
0.618 |
116-198 |
|
1.000 |
116-153 |
|
1.618 |
116-081 |
|
2.618 |
115-284 |
|
4.250 |
115-093 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-011 |
117-018 |
| PP |
117-010 |
117-016 |
| S1 |
117-008 |
117-014 |
|