ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
113-130 |
-0-030 |
-0.1% |
113-220 |
| High |
113-190 |
114-020 |
0-150 |
0.4% |
113-220 |
| Low |
113-010 |
113-070 |
0-060 |
0.2% |
112-130 |
| Close |
113-170 |
114-000 |
0-150 |
0.4% |
112-190 |
| Range |
0-180 |
0-270 |
0-090 |
50.0% |
1-090 |
| ATR |
0-199 |
0-204 |
0-005 |
2.5% |
0-000 |
| Volume |
12,420 |
7,219 |
-5,201 |
-41.9% |
8,314 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-093 |
115-317 |
114-148 |
|
| R3 |
115-143 |
115-047 |
114-074 |
|
| R2 |
114-193 |
114-193 |
114-050 |
|
| R1 |
114-097 |
114-097 |
114-025 |
114-145 |
| PP |
113-243 |
113-243 |
113-243 |
113-268 |
| S1 |
113-147 |
113-147 |
113-295 |
113-195 |
| S2 |
112-293 |
112-293 |
113-270 |
|
| S3 |
112-023 |
112-197 |
113-246 |
|
| S4 |
111-073 |
111-247 |
113-172 |
|
|
| 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 |
117-208 |
|
2.618 |
116-087 |
|
1.618 |
115-137 |
|
1.000 |
114-290 |
|
0.618 |
114-187 |
|
HIGH |
114-020 |
|
0.618 |
113-237 |
|
0.500 |
113-205 |
|
0.382 |
113-173 |
|
LOW |
113-070 |
|
0.618 |
112-223 |
|
1.000 |
112-120 |
|
1.618 |
111-273 |
|
2.618 |
111-003 |
|
4.250 |
109-202 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-282 |
113-267 |
| PP |
113-243 |
113-213 |
| S1 |
113-205 |
113-160 |
|