ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
115-075 |
0-095 |
0.3% |
114-050 |
| High |
115-095 |
115-225 |
0-130 |
0.4% |
115-000 |
| Low |
114-282 |
115-017 |
0-055 |
0.1% |
113-310 |
| Close |
115-080 |
115-192 |
0-112 |
0.3% |
114-290 |
| Range |
0-133 |
0-208 |
0-075 |
56.4% |
1-010 |
| ATR |
0-175 |
0-177 |
0-002 |
1.3% |
0-000 |
| Volume |
243,449 |
307,813 |
64,364 |
26.4% |
917,531 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-129 |
117-048 |
115-306 |
|
| R3 |
116-241 |
116-160 |
115-249 |
|
| R2 |
116-033 |
116-033 |
115-230 |
|
| R1 |
115-272 |
115-272 |
115-211 |
115-312 |
| PP |
115-145 |
115-145 |
115-145 |
115-165 |
| S1 |
115-064 |
115-064 |
115-173 |
115-104 |
| S2 |
114-257 |
114-257 |
115-154 |
|
| S3 |
114-049 |
114-176 |
115-135 |
|
| S4 |
113-161 |
113-288 |
115-078 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-230 |
117-110 |
115-152 |
|
| R3 |
116-220 |
116-100 |
115-061 |
|
| R2 |
115-210 |
115-210 |
115-030 |
|
| R1 |
115-090 |
115-090 |
115-000 |
115-150 |
| PP |
114-200 |
114-200 |
114-200 |
114-230 |
| S1 |
114-080 |
114-080 |
114-260 |
114-140 |
| S2 |
113-190 |
113-190 |
114-230 |
|
| S3 |
112-180 |
113-070 |
114-199 |
|
| S4 |
111-170 |
112-060 |
114-108 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-149 |
|
2.618 |
117-130 |
|
1.618 |
116-242 |
|
1.000 |
116-113 |
|
0.618 |
116-034 |
|
HIGH |
115-225 |
|
0.618 |
115-146 |
|
0.500 |
115-121 |
|
0.382 |
115-096 |
|
LOW |
115-017 |
|
0.618 |
114-208 |
|
1.000 |
114-129 |
|
1.618 |
114-000 |
|
2.618 |
113-112 |
|
4.250 |
112-093 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-168 |
115-140 |
| PP |
115-145 |
115-089 |
| S1 |
115-121 |
115-038 |
|