ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
115-120 |
115-160 |
0-040 |
0.1% |
114-300 |
| High |
115-175 |
115-315 |
0-140 |
0.4% |
115-312 |
| Low |
115-060 |
115-125 |
0-065 |
0.2% |
114-282 |
| Close |
115-147 |
115-290 |
0-143 |
0.4% |
115-160 |
| Range |
0-115 |
0-190 |
0-075 |
65.2% |
1-030 |
| ATR |
0-160 |
0-162 |
0-002 |
1.3% |
0-000 |
| Volume |
314,439 |
331,860 |
17,421 |
5.5% |
1,731,232 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-102 |
116-074 |
|
| R3 |
116-303 |
116-232 |
116-022 |
|
| R2 |
116-113 |
116-113 |
116-005 |
|
| R1 |
116-042 |
116-042 |
115-307 |
116-078 |
| PP |
115-243 |
115-243 |
115-243 |
115-261 |
| S1 |
115-172 |
115-172 |
115-273 |
115-208 |
| S2 |
115-053 |
115-053 |
115-255 |
|
| S3 |
114-183 |
114-302 |
115-238 |
|
| S4 |
113-313 |
114-112 |
115-186 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-235 |
118-067 |
116-032 |
|
| R3 |
117-205 |
117-037 |
115-256 |
|
| R2 |
116-175 |
116-175 |
115-224 |
|
| R1 |
116-007 |
116-007 |
115-192 |
116-091 |
| PP |
115-145 |
115-145 |
115-145 |
115-186 |
| S1 |
114-297 |
114-297 |
115-128 |
115-061 |
| S2 |
114-115 |
114-115 |
115-096 |
|
| S3 |
113-085 |
113-267 |
115-064 |
|
| S4 |
112-055 |
112-237 |
114-288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-162 |
|
2.618 |
117-172 |
|
1.618 |
116-302 |
|
1.000 |
116-185 |
|
0.618 |
116-112 |
|
HIGH |
115-315 |
|
0.618 |
115-242 |
|
0.500 |
115-220 |
|
0.382 |
115-198 |
|
LOW |
115-125 |
|
0.618 |
115-008 |
|
1.000 |
114-255 |
|
1.618 |
114-138 |
|
2.618 |
113-268 |
|
4.250 |
112-278 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-267 |
115-256 |
| PP |
115-243 |
115-222 |
| S1 |
115-220 |
115-188 |
|