ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
113-000 |
112-300 |
-0-020 |
-0.1% |
113-210 |
| High |
113-190 |
113-100 |
-0-090 |
-0.2% |
114-050 |
| Low |
112-280 |
112-300 |
0-020 |
0.1% |
113-000 |
| Close |
113-020 |
113-060 |
0-040 |
0.1% |
114-010 |
| Range |
0-230 |
0-120 |
-0-110 |
-47.8% |
1-050 |
| ATR |
|
|
|
|
|
| Volume |
2,073 |
560 |
-1,513 |
-73.0% |
12,892 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-087 |
114-033 |
113-126 |
|
| R3 |
113-287 |
113-233 |
113-093 |
|
| R2 |
113-167 |
113-167 |
113-082 |
|
| R1 |
113-113 |
113-113 |
113-071 |
113-140 |
| PP |
113-047 |
113-047 |
113-047 |
113-060 |
| S1 |
112-313 |
112-313 |
113-049 |
113-020 |
| S2 |
112-247 |
112-247 |
113-038 |
|
| S3 |
112-127 |
112-193 |
113-027 |
|
| S4 |
112-007 |
112-073 |
112-314 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-063 |
116-247 |
114-214 |
|
| R3 |
116-013 |
115-197 |
114-112 |
|
| R2 |
114-283 |
114-283 |
114-078 |
|
| R1 |
114-147 |
114-147 |
114-044 |
114-215 |
| PP |
113-233 |
113-233 |
113-233 |
113-268 |
| S1 |
113-097 |
113-097 |
113-296 |
113-165 |
| S2 |
112-183 |
112-183 |
113-262 |
|
| S3 |
111-133 |
112-047 |
113-228 |
|
| S4 |
110-083 |
110-317 |
113-126 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-290 |
|
2.618 |
114-094 |
|
1.618 |
113-294 |
|
1.000 |
113-220 |
|
0.618 |
113-174 |
|
HIGH |
113-100 |
|
0.618 |
113-054 |
|
0.500 |
113-040 |
|
0.382 |
113-026 |
|
LOW |
112-300 |
|
0.618 |
112-226 |
|
1.000 |
112-180 |
|
1.618 |
112-106 |
|
2.618 |
111-306 |
|
4.250 |
111-110 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-053 |
113-080 |
| PP |
113-047 |
113-073 |
| S1 |
113-040 |
113-067 |
|