ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
115-305 |
116-035 |
0-050 |
0.1% |
115-062 |
| High |
116-042 |
116-247 |
0-205 |
0.6% |
115-295 |
| Low |
115-237 |
116-017 |
0-100 |
0.3% |
115-000 |
| Close |
116-030 |
116-225 |
0-195 |
0.5% |
115-255 |
| Range |
0-125 |
0-230 |
0-105 |
84.0% |
0-295 |
| ATR |
0-146 |
0-152 |
0-006 |
4.1% |
0-000 |
| Volume |
367,246 |
543,654 |
176,408 |
48.0% |
1,848,719 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-213 |
118-129 |
117-032 |
|
| R3 |
117-303 |
117-219 |
116-288 |
|
| R2 |
117-073 |
117-073 |
116-267 |
|
| R1 |
116-309 |
116-309 |
116-246 |
117-031 |
| PP |
116-163 |
116-163 |
116-163 |
116-184 |
| S1 |
116-079 |
116-079 |
116-204 |
116-121 |
| S2 |
115-253 |
115-253 |
116-183 |
|
| S3 |
115-023 |
115-169 |
116-162 |
|
| S4 |
114-113 |
114-259 |
116-098 |
|
|
| 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 |
119-264 |
|
2.618 |
118-209 |
|
1.618 |
117-299 |
|
1.000 |
117-157 |
|
0.618 |
117-069 |
|
HIGH |
116-247 |
|
0.618 |
116-159 |
|
0.500 |
116-132 |
|
0.382 |
116-105 |
|
LOW |
116-017 |
|
0.618 |
115-195 |
|
1.000 |
115-107 |
|
1.618 |
114-285 |
|
2.618 |
114-055 |
|
4.250 |
113-000 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-194 |
116-173 |
| PP |
116-163 |
116-121 |
| S1 |
116-132 |
116-068 |
|