ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
112-190 |
113-030 |
0-160 |
0.4% |
113-220 |
| High |
113-040 |
113-140 |
0-100 |
0.3% |
113-220 |
| Low |
112-150 |
112-300 |
0-150 |
0.4% |
112-130 |
| Close |
113-020 |
113-090 |
0-070 |
0.2% |
112-190 |
| Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
1-090 |
| ATR |
0-000 |
0-201 |
0-201 |
|
0-000 |
| Volume |
1,383 |
586 |
-797 |
-57.6% |
8,314 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-230 |
114-160 |
113-178 |
|
| R3 |
114-070 |
114-000 |
113-134 |
|
| R2 |
113-230 |
113-230 |
113-119 |
|
| R1 |
113-160 |
113-160 |
113-105 |
113-195 |
| PP |
113-070 |
113-070 |
113-070 |
113-088 |
| S1 |
113-000 |
113-000 |
113-075 |
113-035 |
| S2 |
112-230 |
112-230 |
113-061 |
|
| S3 |
112-070 |
112-160 |
113-046 |
|
| S4 |
111-230 |
112-000 |
113-002 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-237 |
115-303 |
113-096 |
|
| R3 |
115-147 |
114-213 |
112-303 |
|
| R2 |
114-057 |
114-057 |
112-265 |
|
| R1 |
113-123 |
113-123 |
112-228 |
113-045 |
| PP |
112-287 |
112-287 |
112-287 |
112-248 |
| S1 |
112-033 |
112-033 |
112-152 |
111-275 |
| S2 |
111-197 |
111-197 |
112-115 |
|
| S3 |
110-107 |
110-263 |
112-077 |
|
| S4 |
109-017 |
109-173 |
111-284 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-180 |
|
2.618 |
114-239 |
|
1.618 |
114-079 |
|
1.000 |
113-300 |
|
0.618 |
113-239 |
|
HIGH |
113-140 |
|
0.618 |
113-079 |
|
0.500 |
113-060 |
|
0.382 |
113-041 |
|
LOW |
112-300 |
|
0.618 |
112-201 |
|
1.000 |
112-140 |
|
1.618 |
112-041 |
|
2.618 |
111-201 |
|
4.250 |
110-260 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-080 |
113-052 |
| PP |
113-070 |
113-013 |
| S1 |
113-060 |
112-295 |
|