ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
115-172 |
115-142 |
-0-030 |
-0.1% |
115-180 |
| High |
115-200 |
115-237 |
0-037 |
0.1% |
116-060 |
| Low |
115-072 |
115-012 |
-0-060 |
-0.2% |
115-060 |
| Close |
115-132 |
115-067 |
-0-065 |
-0.2% |
115-287 |
| Range |
0-128 |
0-225 |
0-097 |
75.8% |
1-000 |
| ATR |
0-158 |
0-163 |
0-005 |
3.0% |
0-000 |
| Volume |
294,346 |
381,491 |
87,145 |
29.6% |
1,429,520 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-140 |
117-009 |
115-191 |
|
| R3 |
116-235 |
116-104 |
115-129 |
|
| R2 |
116-010 |
116-010 |
115-108 |
|
| R1 |
115-199 |
115-199 |
115-088 |
115-152 |
| PP |
115-105 |
115-105 |
115-105 |
115-082 |
| S1 |
114-294 |
114-294 |
115-046 |
114-247 |
| S2 |
114-200 |
114-200 |
115-026 |
|
| S3 |
113-295 |
114-069 |
115-005 |
|
| S4 |
113-070 |
113-164 |
114-263 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-242 |
118-105 |
116-143 |
|
| R3 |
117-242 |
117-105 |
116-055 |
|
| R2 |
116-242 |
116-242 |
116-026 |
|
| R1 |
116-105 |
116-105 |
115-316 |
116-174 |
| PP |
115-242 |
115-242 |
115-242 |
115-277 |
| S1 |
115-105 |
115-105 |
115-258 |
115-174 |
| S2 |
114-242 |
114-242 |
115-228 |
|
| S3 |
113-242 |
114-105 |
115-199 |
|
| S4 |
112-242 |
113-105 |
115-111 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-233 |
|
2.618 |
117-186 |
|
1.618 |
116-281 |
|
1.000 |
116-142 |
|
0.618 |
116-056 |
|
HIGH |
115-237 |
|
0.618 |
115-151 |
|
0.500 |
115-124 |
|
0.382 |
115-098 |
|
LOW |
115-012 |
|
0.618 |
114-193 |
|
1.000 |
114-107 |
|
1.618 |
113-288 |
|
2.618 |
113-063 |
|
4.250 |
112-016 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-124 |
115-166 |
| PP |
115-105 |
115-133 |
| S1 |
115-086 |
115-100 |
|