ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
115-317 |
115-305 |
-0-012 |
0.0% |
115-062 |
| High |
116-002 |
116-042 |
0-040 |
0.1% |
115-295 |
| Low |
115-210 |
115-237 |
0-027 |
0.1% |
115-000 |
| Close |
115-302 |
116-030 |
0-048 |
0.1% |
115-255 |
| Range |
0-112 |
0-125 |
0-013 |
11.6% |
0-295 |
| ATR |
0-148 |
0-146 |
-0-002 |
-1.1% |
0-000 |
| Volume |
246,304 |
367,246 |
120,942 |
49.1% |
1,848,719 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-051 |
117-006 |
116-099 |
|
| R3 |
116-246 |
116-201 |
116-064 |
|
| R2 |
116-121 |
116-121 |
116-053 |
|
| R1 |
116-076 |
116-076 |
116-041 |
116-098 |
| PP |
115-316 |
115-316 |
115-316 |
116-008 |
| S1 |
115-271 |
115-271 |
116-019 |
115-294 |
| S2 |
115-191 |
115-191 |
116-007 |
|
| S3 |
115-066 |
115-146 |
115-316 |
|
| S4 |
114-261 |
115-021 |
115-281 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-108 |
117-317 |
116-097 |
|
| R3 |
117-133 |
117-022 |
116-016 |
|
| R2 |
116-158 |
116-158 |
115-309 |
|
| R1 |
116-047 |
116-047 |
115-282 |
116-102 |
| PP |
115-183 |
115-183 |
115-183 |
115-211 |
| S1 |
115-072 |
115-072 |
115-228 |
115-128 |
| S2 |
114-208 |
114-208 |
115-201 |
|
| S3 |
113-233 |
114-097 |
115-174 |
|
| S4 |
112-258 |
113-122 |
115-093 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-253 |
|
2.618 |
117-049 |
|
1.618 |
116-244 |
|
1.000 |
116-167 |
|
0.618 |
116-119 |
|
HIGH |
116-042 |
|
0.618 |
115-314 |
|
0.500 |
115-300 |
|
0.382 |
115-285 |
|
LOW |
115-237 |
|
0.618 |
115-160 |
|
1.000 |
115-112 |
|
1.618 |
115-035 |
|
2.618 |
114-230 |
|
4.250 |
114-026 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-013 |
116-009 |
| PP |
115-316 |
115-307 |
| S1 |
115-300 |
115-286 |
|