ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-182 |
115-300 |
-0-202 |
-0.5% |
116-210 |
| High |
116-195 |
116-110 |
-0-085 |
-0.2% |
116-302 |
| Low |
115-295 |
115-280 |
-0-015 |
0.0% |
115-295 |
| Close |
115-312 |
116-060 |
0-068 |
0.2% |
115-312 |
| Range |
0-220 |
0-150 |
-0-070 |
-31.8% |
1-007 |
| ATR |
0-150 |
0-150 |
0-000 |
0.0% |
0-000 |
| Volume |
428,556 |
538,448 |
109,892 |
25.6% |
2,128,370 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-107 |
116-142 |
|
| R3 |
117-023 |
116-277 |
116-101 |
|
| R2 |
116-193 |
116-193 |
116-088 |
|
| R1 |
116-127 |
116-127 |
116-074 |
116-160 |
| PP |
116-043 |
116-043 |
116-043 |
116-060 |
| S1 |
115-297 |
115-297 |
116-046 |
116-010 |
| S2 |
115-213 |
115-213 |
116-032 |
|
| S3 |
115-063 |
115-147 |
116-019 |
|
| S4 |
114-233 |
114-317 |
115-298 |
|
|
| 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 |
118-108 |
|
2.618 |
117-183 |
|
1.618 |
117-033 |
|
1.000 |
116-260 |
|
0.618 |
116-203 |
|
HIGH |
116-110 |
|
0.618 |
116-053 |
|
0.500 |
116-035 |
|
0.382 |
116-017 |
|
LOW |
115-280 |
|
0.618 |
115-187 |
|
1.000 |
115-130 |
|
1.618 |
115-037 |
|
2.618 |
114-207 |
|
4.250 |
113-282 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-052 |
116-131 |
| PP |
116-043 |
116-107 |
| S1 |
116-035 |
116-084 |
|