ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
113-130 |
114-020 |
0-210 |
0.6% |
112-190 |
| High |
114-020 |
114-190 |
0-170 |
0.5% |
114-190 |
| Low |
113-070 |
113-300 |
0-230 |
0.6% |
112-150 |
| Close |
114-000 |
114-090 |
0-090 |
0.2% |
114-090 |
| Range |
0-270 |
0-210 |
-0-060 |
-22.2% |
2-040 |
| ATR |
0-204 |
0-205 |
0-000 |
0.2% |
0-000 |
| Volume |
7,219 |
3,232 |
-3,987 |
-55.2% |
24,840 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-077 |
115-293 |
114-206 |
|
| R3 |
115-187 |
115-083 |
114-148 |
|
| R2 |
114-297 |
114-297 |
114-128 |
|
| R1 |
114-193 |
114-193 |
114-109 |
114-245 |
| PP |
114-087 |
114-087 |
114-087 |
114-112 |
| S1 |
113-303 |
113-303 |
114-071 |
114-035 |
| S2 |
113-197 |
113-197 |
114-052 |
|
| S3 |
112-307 |
113-093 |
114-032 |
|
| S4 |
112-097 |
112-203 |
113-294 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-050 |
119-110 |
115-144 |
|
| R3 |
118-010 |
117-070 |
114-277 |
|
| R2 |
115-290 |
115-290 |
114-215 |
|
| R1 |
115-030 |
115-030 |
114-152 |
115-160 |
| PP |
113-250 |
113-250 |
113-250 |
113-315 |
| S1 |
112-310 |
112-310 |
114-028 |
113-120 |
| S2 |
111-210 |
111-210 |
113-285 |
|
| S3 |
109-170 |
110-270 |
113-223 |
|
| S4 |
107-130 |
108-230 |
113-036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-122 |
|
2.618 |
116-100 |
|
1.618 |
115-210 |
|
1.000 |
115-080 |
|
0.618 |
115-000 |
|
HIGH |
114-190 |
|
0.618 |
114-110 |
|
0.500 |
114-085 |
|
0.382 |
114-060 |
|
LOW |
113-300 |
|
0.618 |
113-170 |
|
1.000 |
113-090 |
|
1.618 |
112-280 |
|
2.618 |
112-070 |
|
4.250 |
111-048 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-088 |
114-040 |
| PP |
114-087 |
113-310 |
| S1 |
114-085 |
113-260 |
|