ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-020 |
114-160 |
0-140 |
0.4% |
112-190 |
| High |
114-190 |
114-250 |
0-060 |
0.2% |
114-190 |
| Low |
113-300 |
114-160 |
0-180 |
0.5% |
112-150 |
| Close |
114-090 |
114-230 |
0-140 |
0.4% |
114-090 |
| Range |
0-210 |
0-090 |
-0-120 |
-57.1% |
2-040 |
| ATR |
0-205 |
0-202 |
-0-003 |
-1.6% |
0-000 |
| Volume |
3,232 |
5,511 |
2,279 |
70.5% |
24,840 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-163 |
115-127 |
114-280 |
|
| R3 |
115-073 |
115-037 |
114-255 |
|
| R2 |
114-303 |
114-303 |
114-246 |
|
| R1 |
114-267 |
114-267 |
114-238 |
114-285 |
| PP |
114-213 |
114-213 |
114-213 |
114-222 |
| S1 |
114-177 |
114-177 |
114-222 |
114-195 |
| S2 |
114-123 |
114-123 |
114-214 |
|
| S3 |
114-033 |
114-087 |
114-205 |
|
| S4 |
113-263 |
113-317 |
114-180 |
|
|
| 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 |
115-312 |
|
2.618 |
115-166 |
|
1.618 |
115-076 |
|
1.000 |
115-020 |
|
0.618 |
114-306 |
|
HIGH |
114-250 |
|
0.618 |
114-216 |
|
0.500 |
114-205 |
|
0.382 |
114-194 |
|
LOW |
114-160 |
|
0.618 |
114-104 |
|
1.000 |
114-070 |
|
1.618 |
114-014 |
|
2.618 |
113-244 |
|
4.250 |
113-098 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-222 |
114-153 |
| PP |
114-213 |
114-077 |
| S1 |
114-205 |
114-000 |
|