ECBOT 5 Year T-Note Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
117-005 |
0-000 |
0.0% |
117-120 |
| High |
117-102 |
117-022 |
-0-080 |
-0.2% |
118-007 |
| Low |
116-277 |
116-140 |
-0-137 |
-0.4% |
116-130 |
| Close |
117-040 |
116-205 |
-0-155 |
-0.4% |
117-030 |
| Range |
0-145 |
0-202 |
0-057 |
39.3% |
1-197 |
| ATR |
0-170 |
0-174 |
0-004 |
2.1% |
0-000 |
| Volume |
260,934 |
334,489 |
73,555 |
28.2% |
1,710,622 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-195 |
118-082 |
116-316 |
|
| R3 |
117-313 |
117-200 |
116-261 |
|
| R2 |
117-111 |
117-111 |
116-242 |
|
| R1 |
116-318 |
116-318 |
116-224 |
116-274 |
| PP |
116-229 |
116-229 |
116-229 |
116-207 |
| S1 |
116-116 |
116-116 |
116-186 |
116-072 |
| S2 |
116-027 |
116-027 |
116-168 |
|
| S3 |
115-145 |
115-234 |
116-149 |
|
| S4 |
114-263 |
115-032 |
116-094 |
|
|
| 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 |
117-102 |
116-140 |
0-282 |
0.8% |
0-132 |
0.4% |
23% |
False |
True |
280,834 |
| 10 |
118-007 |
116-130 |
1-197 |
1.4% |
0-171 |
0.5% |
15% |
False |
False |
307,720 |
| 20 |
118-142 |
116-130 |
2-012 |
1.7% |
0-168 |
0.4% |
12% |
False |
False |
279,461 |
| 40 |
119-152 |
116-130 |
3-022 |
2.6% |
0-184 |
0.5% |
8% |
False |
False |
286,374 |
| 60 |
119-152 |
116-020 |
3-132 |
2.9% |
0-195 |
0.5% |
17% |
False |
False |
257,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-240 |
|
2.618 |
118-231 |
|
1.618 |
118-029 |
|
1.000 |
117-224 |
|
0.618 |
117-147 |
|
HIGH |
117-022 |
|
0.618 |
116-265 |
|
0.500 |
116-241 |
|
0.382 |
116-217 |
|
LOW |
116-140 |
|
0.618 |
116-015 |
|
1.000 |
115-258 |
|
1.618 |
115-133 |
|
2.618 |
114-251 |
|
4.250 |
113-242 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-241 |
116-281 |
| PP |
116-229 |
116-256 |
| S1 |
116-217 |
116-230 |
|