ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
115-065 |
115-120 |
0-055 |
0.1% |
115-280 |
| High |
115-137 |
115-215 |
0-078 |
0.2% |
116-000 |
| Low |
115-000 |
115-040 |
0-040 |
0.1% |
114-315 |
| Close |
115-105 |
115-200 |
0-095 |
0.3% |
115-042 |
| Range |
0-137 |
0-175 |
0-038 |
27.7% |
1-005 |
| ATR |
0-162 |
0-163 |
0-001 |
0.6% |
0-000 |
| Volume |
340,656 |
331,834 |
-8,822 |
-2.6% |
2,051,078 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-037 |
116-293 |
115-296 |
|
| R3 |
116-182 |
116-118 |
115-248 |
|
| R2 |
116-007 |
116-007 |
115-232 |
|
| R1 |
115-263 |
115-263 |
115-216 |
115-295 |
| PP |
115-152 |
115-152 |
115-152 |
115-168 |
| S1 |
115-088 |
115-088 |
115-184 |
115-120 |
| S2 |
114-297 |
114-297 |
115-168 |
|
| S3 |
114-122 |
114-233 |
115-152 |
|
| S4 |
113-267 |
114-058 |
115-104 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-134 |
117-253 |
115-221 |
|
| R3 |
117-129 |
116-248 |
115-131 |
|
| R2 |
116-124 |
116-124 |
115-102 |
|
| R1 |
115-243 |
115-243 |
115-072 |
115-181 |
| PP |
115-119 |
115-119 |
115-119 |
115-088 |
| S1 |
114-238 |
114-238 |
115-012 |
114-176 |
| S2 |
114-114 |
114-114 |
114-302 |
|
| S3 |
113-109 |
113-233 |
114-273 |
|
| S4 |
112-104 |
112-228 |
114-183 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-319 |
|
2.618 |
117-033 |
|
1.618 |
116-178 |
|
1.000 |
116-070 |
|
0.618 |
116-003 |
|
HIGH |
115-215 |
|
0.618 |
115-148 |
|
0.500 |
115-128 |
|
0.382 |
115-107 |
|
LOW |
115-040 |
|
0.618 |
114-252 |
|
1.000 |
114-185 |
|
1.618 |
114-077 |
|
2.618 |
113-222 |
|
4.250 |
112-256 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-176 |
115-169 |
| PP |
115-152 |
115-138 |
| S1 |
115-128 |
115-108 |
|