ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-210 |
-0-030 |
-0.1% |
112-190 |
| High |
114-240 |
115-020 |
0-100 |
0.3% |
114-190 |
| Low |
114-160 |
114-180 |
0-020 |
0.1% |
112-150 |
| Close |
114-160 |
114-250 |
0-090 |
0.2% |
114-090 |
| Range |
0-080 |
0-160 |
0-080 |
100.0% |
2-040 |
| ATR |
0-193 |
0-192 |
-0-001 |
-0.5% |
0-000 |
| Volume |
12,482 |
11,251 |
-1,231 |
-9.9% |
24,840 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-097 |
116-013 |
115-018 |
|
| R3 |
115-257 |
115-173 |
114-294 |
|
| R2 |
115-097 |
115-097 |
114-279 |
|
| R1 |
115-013 |
115-013 |
114-265 |
115-055 |
| PP |
114-257 |
114-257 |
114-257 |
114-278 |
| S1 |
114-173 |
114-173 |
114-235 |
114-215 |
| S2 |
114-097 |
114-097 |
114-221 |
|
| S3 |
113-257 |
114-013 |
114-206 |
|
| S4 |
113-097 |
113-173 |
114-162 |
|
|
| 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 |
117-060 |
|
2.618 |
116-119 |
|
1.618 |
115-279 |
|
1.000 |
115-180 |
|
0.618 |
115-119 |
|
HIGH |
115-020 |
|
0.618 |
114-279 |
|
0.500 |
114-260 |
|
0.382 |
114-241 |
|
LOW |
114-180 |
|
0.618 |
114-081 |
|
1.000 |
114-020 |
|
1.618 |
113-241 |
|
2.618 |
113-081 |
|
4.250 |
112-140 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-260 |
114-250 |
| PP |
114-257 |
114-250 |
| S1 |
114-253 |
114-250 |
|