ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
115-062 |
115-065 |
0-003 |
0.0% |
115-280 |
| High |
115-157 |
115-137 |
-0-020 |
-0.1% |
116-000 |
| Low |
115-030 |
115-000 |
-0-030 |
-0.1% |
114-315 |
| Close |
115-042 |
115-105 |
0-063 |
0.2% |
115-042 |
| Range |
0-127 |
0-137 |
0-010 |
7.9% |
1-005 |
| ATR |
0-164 |
0-162 |
-0-002 |
-1.2% |
0-000 |
| Volume |
294,142 |
340,656 |
46,514 |
15.8% |
2,051,078 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-172 |
116-115 |
115-180 |
|
| R3 |
116-035 |
115-298 |
115-143 |
|
| R2 |
115-218 |
115-218 |
115-130 |
|
| R1 |
115-161 |
115-161 |
115-118 |
115-190 |
| PP |
115-081 |
115-081 |
115-081 |
115-095 |
| S1 |
115-024 |
115-024 |
115-092 |
115-052 |
| S2 |
114-264 |
114-264 |
115-080 |
|
| S3 |
114-127 |
114-207 |
115-067 |
|
| S4 |
113-310 |
114-070 |
115-030 |
|
|
| 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 |
117-079 |
|
2.618 |
116-176 |
|
1.618 |
116-039 |
|
1.000 |
115-274 |
|
0.618 |
115-222 |
|
HIGH |
115-137 |
|
0.618 |
115-085 |
|
0.500 |
115-068 |
|
0.382 |
115-052 |
|
LOW |
115-000 |
|
0.618 |
114-235 |
|
1.000 |
114-183 |
|
1.618 |
114-098 |
|
2.618 |
113-281 |
|
4.250 |
113-058 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-093 |
115-106 |
| PP |
115-081 |
115-106 |
| S1 |
115-068 |
115-105 |
|