ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-062 |
116-087 |
0-025 |
0.1% |
116-210 |
| High |
116-165 |
116-112 |
-0-053 |
-0.1% |
116-302 |
| Low |
116-037 |
115-300 |
-0-057 |
-0.2% |
115-295 |
| Close |
116-145 |
116-030 |
-0-115 |
-0.3% |
115-312 |
| Range |
0-128 |
0-132 |
0-004 |
3.1% |
1-007 |
| ATR |
0-148 |
0-149 |
0-001 |
0.8% |
0-000 |
| Volume |
54,596 |
327,983 |
273,387 |
500.7% |
2,128,370 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-117 |
117-045 |
116-103 |
|
| R3 |
116-305 |
116-233 |
116-066 |
|
| R2 |
116-173 |
116-173 |
116-054 |
|
| R1 |
116-101 |
116-101 |
116-042 |
116-071 |
| PP |
116-041 |
116-041 |
116-041 |
116-026 |
| S1 |
115-289 |
115-289 |
116-018 |
115-259 |
| S2 |
115-229 |
115-229 |
116-006 |
|
| S3 |
115-097 |
115-157 |
115-314 |
|
| S4 |
114-285 |
115-025 |
115-277 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-111 |
118-218 |
116-172 |
|
| R3 |
118-104 |
117-211 |
116-082 |
|
| R2 |
117-097 |
117-097 |
116-052 |
|
| R1 |
116-204 |
116-204 |
116-022 |
116-147 |
| PP |
116-090 |
116-090 |
116-090 |
116-061 |
| S1 |
115-197 |
115-197 |
115-282 |
115-140 |
| S2 |
115-083 |
115-083 |
115-252 |
|
| S3 |
114-076 |
114-190 |
115-222 |
|
| S4 |
113-069 |
113-183 |
115-132 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-033 |
|
2.618 |
117-138 |
|
1.618 |
117-006 |
|
1.000 |
116-244 |
|
0.618 |
116-194 |
|
HIGH |
116-112 |
|
0.618 |
116-062 |
|
0.500 |
116-046 |
|
0.382 |
116-030 |
|
LOW |
115-300 |
|
0.618 |
115-218 |
|
1.000 |
115-168 |
|
1.618 |
115-086 |
|
2.618 |
114-274 |
|
4.250 |
114-059 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-046 |
116-062 |
| PP |
116-041 |
116-052 |
| S1 |
116-035 |
116-041 |
|