ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-165 |
116-095 |
-0-070 |
-0.2% |
115-175 |
| High |
116-235 |
116-100 |
-0-135 |
-0.4% |
116-217 |
| Low |
116-077 |
115-270 |
-0-127 |
-0.3% |
115-130 |
| Close |
116-102 |
116-000 |
-0-102 |
-0.3% |
116-165 |
| Range |
0-158 |
0-150 |
-0-008 |
-5.1% |
1-087 |
| ATR |
0-190 |
0-187 |
-0-003 |
-1.4% |
0-000 |
| Volume |
339,321 |
233,499 |
-105,822 |
-31.2% |
1,650,298 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-147 |
117-063 |
116-082 |
|
| R3 |
116-317 |
116-233 |
116-041 |
|
| R2 |
116-167 |
116-167 |
116-028 |
|
| R1 |
116-083 |
116-083 |
116-014 |
116-050 |
| PP |
116-017 |
116-017 |
116-017 |
116-000 |
| S1 |
115-253 |
115-253 |
115-306 |
115-220 |
| S2 |
115-187 |
115-187 |
115-292 |
|
| S3 |
115-037 |
115-103 |
115-279 |
|
| S4 |
114-207 |
114-273 |
115-238 |
|
|
| 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 |
115-255 |
0-300 |
0.8% |
0-191 |
0.5% |
22% |
False |
False |
331,012 |
| 10 |
116-235 |
114-150 |
2-085 |
2.0% |
0-170 |
0.5% |
68% |
False |
False |
310,862 |
| 20 |
116-235 |
113-010 |
3-225 |
3.2% |
0-189 |
0.5% |
80% |
False |
False |
323,351 |
| 40 |
116-300 |
112-125 |
4-175 |
3.9% |
0-200 |
0.5% |
79% |
False |
False |
306,931 |
| 60 |
117-150 |
112-125 |
5-025 |
4.4% |
0-172 |
0.5% |
71% |
False |
False |
205,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-098 |
|
2.618 |
117-173 |
|
1.618 |
117-023 |
|
1.000 |
116-250 |
|
0.618 |
116-193 |
|
HIGH |
116-100 |
|
0.618 |
116-043 |
|
0.500 |
116-025 |
|
0.382 |
116-007 |
|
LOW |
115-270 |
|
0.618 |
115-177 |
|
1.000 |
115-120 |
|
1.618 |
115-027 |
|
2.618 |
114-197 |
|
4.250 |
113-272 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-025 |
116-092 |
| PP |
116-017 |
116-062 |
| S1 |
116-008 |
116-031 |
|