ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-000 |
116-165 |
0-165 |
0.4% |
115-175 |
| High |
116-217 |
116-235 |
0-018 |
0.0% |
116-217 |
| Low |
115-317 |
116-077 |
0-080 |
0.2% |
115-130 |
| Close |
116-165 |
116-102 |
-0-063 |
-0.2% |
116-165 |
| Range |
0-220 |
0-158 |
-0-062 |
-28.2% |
1-087 |
| ATR |
0-192 |
0-190 |
-0-002 |
-1.3% |
0-000 |
| Volume |
363,203 |
339,321 |
-23,882 |
-6.6% |
1,650,298 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-292 |
117-195 |
116-189 |
|
| R3 |
117-134 |
117-037 |
116-145 |
|
| R2 |
116-296 |
116-296 |
116-131 |
|
| R1 |
116-199 |
116-199 |
116-116 |
116-168 |
| PP |
116-138 |
116-138 |
116-138 |
116-123 |
| S1 |
116-041 |
116-041 |
116-088 |
116-010 |
| S2 |
115-300 |
115-300 |
116-073 |
|
| S3 |
115-142 |
115-203 |
116-059 |
|
| S4 |
114-304 |
115-045 |
116-015 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-005 |
119-172 |
117-069 |
|
| R3 |
118-238 |
118-085 |
116-277 |
|
| R2 |
117-151 |
117-151 |
116-240 |
|
| R1 |
116-318 |
116-318 |
116-202 |
117-074 |
| PP |
116-064 |
116-064 |
116-064 |
116-102 |
| S1 |
115-231 |
115-231 |
116-128 |
115-308 |
| S2 |
114-297 |
114-297 |
116-090 |
|
| S3 |
113-210 |
114-144 |
116-053 |
|
| S4 |
112-123 |
113-057 |
115-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-235 |
115-145 |
1-090 |
1.1% |
0-186 |
0.5% |
68% |
True |
False |
331,012 |
| 10 |
116-235 |
114-150 |
2-085 |
1.9% |
0-168 |
0.5% |
82% |
True |
False |
319,107 |
| 20 |
116-235 |
113-010 |
3-225 |
3.2% |
0-187 |
0.5% |
89% |
True |
False |
325,832 |
| 40 |
117-010 |
112-125 |
4-205 |
4.0% |
0-198 |
0.5% |
85% |
False |
False |
301,209 |
| 60 |
117-150 |
112-125 |
5-025 |
4.4% |
0-171 |
0.5% |
77% |
False |
False |
201,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-266 |
|
2.618 |
118-009 |
|
1.618 |
117-171 |
|
1.000 |
117-073 |
|
0.618 |
117-013 |
|
HIGH |
116-235 |
|
0.618 |
116-175 |
|
0.500 |
116-156 |
|
0.382 |
116-137 |
|
LOW |
116-077 |
|
0.618 |
115-299 |
|
1.000 |
115-239 |
|
1.618 |
115-141 |
|
2.618 |
114-303 |
|
4.250 |
114-046 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-156 |
116-100 |
| PP |
116-138 |
116-099 |
| S1 |
116-120 |
116-098 |
|