ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
113-030 |
113-160 |
0-130 |
0.4% |
113-220 |
| High |
113-140 |
113-190 |
0-050 |
0.1% |
113-220 |
| Low |
112-300 |
113-010 |
0-030 |
0.1% |
112-130 |
| Close |
113-090 |
113-170 |
0-080 |
0.2% |
112-190 |
| Range |
0-160 |
0-180 |
0-020 |
12.5% |
1-090 |
| ATR |
0-201 |
0-199 |
-0-001 |
-0.7% |
0-000 |
| Volume |
586 |
12,420 |
11,834 |
2,019.5% |
8,314 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-023 |
114-277 |
113-269 |
|
| R3 |
114-163 |
114-097 |
113-220 |
|
| R2 |
113-303 |
113-303 |
113-203 |
|
| R1 |
113-237 |
113-237 |
113-186 |
113-270 |
| PP |
113-123 |
113-123 |
113-123 |
113-140 |
| S1 |
113-057 |
113-057 |
113-154 |
113-090 |
| S2 |
112-263 |
112-263 |
113-137 |
|
| S3 |
112-083 |
112-197 |
113-120 |
|
| S4 |
111-223 |
112-017 |
113-071 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-237 |
115-303 |
113-096 |
|
| R3 |
115-147 |
114-213 |
112-303 |
|
| R2 |
114-057 |
114-057 |
112-265 |
|
| R1 |
113-123 |
113-123 |
112-228 |
113-045 |
| PP |
112-287 |
112-287 |
112-287 |
112-248 |
| S1 |
112-033 |
112-033 |
112-152 |
111-275 |
| S2 |
111-197 |
111-197 |
112-115 |
|
| S3 |
110-107 |
110-263 |
112-077 |
|
| S4 |
109-017 |
109-173 |
111-284 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-315 |
|
2.618 |
115-021 |
|
1.618 |
114-161 |
|
1.000 |
114-050 |
|
0.618 |
113-301 |
|
HIGH |
113-190 |
|
0.618 |
113-121 |
|
0.500 |
113-100 |
|
0.382 |
113-079 |
|
LOW |
113-010 |
|
0.618 |
112-219 |
|
1.000 |
112-150 |
|
1.618 |
112-039 |
|
2.618 |
111-179 |
|
4.250 |
110-205 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-147 |
113-117 |
| PP |
113-123 |
113-063 |
| S1 |
113-100 |
113-010 |
|