ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-020 |
114-050 |
-0-290 |
-0.8% |
114-160 |
| High |
115-030 |
114-180 |
-0-170 |
-0.5% |
115-030 |
| Low |
114-030 |
113-310 |
-0-040 |
-0.1% |
114-030 |
| Close |
114-050 |
114-150 |
0-100 |
0.3% |
114-050 |
| Range |
1-000 |
0-190 |
-0-130 |
-40.6% |
1-000 |
| ATR |
0-196 |
0-195 |
0-000 |
-0.2% |
0-000 |
| Volume |
31,277 |
38,418 |
7,141 |
22.8% |
86,056 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-037 |
115-283 |
114-254 |
|
| R3 |
115-167 |
115-093 |
114-202 |
|
| R2 |
114-297 |
114-297 |
114-185 |
|
| R1 |
114-223 |
114-223 |
114-167 |
114-260 |
| PP |
114-107 |
114-107 |
114-107 |
114-125 |
| S1 |
114-033 |
114-033 |
114-133 |
114-070 |
| S2 |
113-237 |
113-237 |
114-115 |
|
| S3 |
113-047 |
113-163 |
114-098 |
|
| S4 |
112-177 |
112-293 |
114-046 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-143 |
116-257 |
114-226 |
|
| R3 |
116-143 |
115-257 |
114-138 |
|
| R2 |
115-143 |
115-143 |
114-109 |
|
| R1 |
114-257 |
114-257 |
114-079 |
114-200 |
| PP |
114-143 |
114-143 |
114-143 |
114-115 |
| S1 |
113-257 |
113-257 |
114-021 |
113-200 |
| S2 |
113-143 |
113-143 |
113-311 |
|
| S3 |
112-143 |
112-257 |
113-282 |
|
| S4 |
111-143 |
111-257 |
113-194 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-028 |
|
2.618 |
116-037 |
|
1.618 |
115-167 |
|
1.000 |
115-050 |
|
0.618 |
114-297 |
|
HIGH |
114-180 |
|
0.618 |
114-107 |
|
0.500 |
114-085 |
|
0.382 |
114-063 |
|
LOW |
113-310 |
|
0.618 |
113-193 |
|
1.000 |
113-120 |
|
1.618 |
113-003 |
|
2.618 |
112-133 |
|
4.250 |
111-142 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-128 |
114-170 |
| PP |
114-107 |
114-163 |
| S1 |
114-085 |
114-157 |
|