ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-230 |
114-240 |
0-010 |
0.0% |
114-160 |
| High |
114-250 |
114-310 |
0-060 |
0.2% |
115-030 |
| Low |
114-180 |
114-150 |
-0-030 |
-0.1% |
114-030 |
| Close |
114-240 |
114-240 |
0-000 |
0.0% |
114-050 |
| Range |
0-070 |
0-160 |
0-090 |
128.6% |
1-000 |
| ATR |
0-182 |
0-180 |
-0-002 |
-0.9% |
0-000 |
| Volume |
210,862 |
227,155 |
16,293 |
7.7% |
86,056 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-073 |
115-317 |
115-008 |
|
| R3 |
115-233 |
115-157 |
114-284 |
|
| R2 |
115-073 |
115-073 |
114-269 |
|
| R1 |
114-317 |
114-317 |
114-255 |
115-000 |
| PP |
114-233 |
114-233 |
114-233 |
114-235 |
| S1 |
114-157 |
114-157 |
114-225 |
114-160 |
| S2 |
114-073 |
114-073 |
114-211 |
|
| S3 |
113-233 |
113-317 |
114-196 |
|
| S4 |
113-073 |
113-157 |
114-152 |
|
|
| 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 |
117-030 |
|
2.618 |
116-089 |
|
1.618 |
115-249 |
|
1.000 |
115-150 |
|
0.618 |
115-089 |
|
HIGH |
114-310 |
|
0.618 |
114-249 |
|
0.500 |
114-230 |
|
0.382 |
114-211 |
|
LOW |
114-150 |
|
0.618 |
114-051 |
|
1.000 |
113-310 |
|
1.618 |
113-211 |
|
2.618 |
113-051 |
|
4.250 |
112-110 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-237 |
114-228 |
| PP |
114-233 |
114-217 |
| S1 |
114-230 |
114-205 |
|