ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-080 |
-0-010 |
0.0% |
116-070 |
| High |
116-120 |
116-260 |
0-140 |
0.4% |
117-030 |
| Low |
116-030 |
116-070 |
0-040 |
0.1% |
116-060 |
| Close |
116-100 |
116-220 |
0-120 |
0.3% |
116-280 |
| Range |
0-090 |
0-190 |
0-100 |
111.1% |
0-290 |
| ATR |
0-138 |
0-142 |
0-004 |
2.7% |
0-000 |
| Volume |
16,679 |
35,603 |
18,924 |
113.5% |
12,046 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-113 |
118-037 |
117-004 |
|
| R3 |
117-243 |
117-167 |
116-272 |
|
| R2 |
117-053 |
117-053 |
116-255 |
|
| R1 |
116-297 |
116-297 |
116-237 |
117-015 |
| PP |
116-183 |
116-183 |
116-183 |
116-202 |
| S1 |
116-107 |
116-107 |
116-203 |
116-145 |
| S2 |
115-313 |
115-313 |
116-185 |
|
| S3 |
115-123 |
115-237 |
116-168 |
|
| S4 |
114-253 |
115-047 |
116-116 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
119-020 |
117-120 |
|
| R3 |
118-170 |
118-050 |
117-040 |
|
| R2 |
117-200 |
117-200 |
117-013 |
|
| R1 |
117-080 |
117-080 |
116-307 |
117-140 |
| PP |
116-230 |
116-230 |
116-230 |
116-260 |
| S1 |
116-110 |
116-110 |
116-253 |
116-170 |
| S2 |
115-260 |
115-260 |
116-227 |
|
| S3 |
114-290 |
115-140 |
116-200 |
|
| S4 |
114-000 |
114-170 |
116-120 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-108 |
|
2.618 |
118-117 |
|
1.618 |
117-247 |
|
1.000 |
117-130 |
|
0.618 |
117-057 |
|
HIGH |
116-260 |
|
0.618 |
116-187 |
|
0.500 |
116-165 |
|
0.382 |
116-143 |
|
LOW |
116-070 |
|
0.618 |
115-273 |
|
1.000 |
115-200 |
|
1.618 |
115-083 |
|
2.618 |
114-213 |
|
4.250 |
113-222 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-202 |
116-202 |
| PP |
116-183 |
116-183 |
| S1 |
116-165 |
116-165 |
|