ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-052 |
115-162 |
0-110 |
0.3% |
116-165 |
| High |
115-212 |
116-082 |
0-190 |
0.5% |
116-235 |
| Low |
114-272 |
115-075 |
0-123 |
0.3% |
115-015 |
| Close |
115-192 |
116-017 |
0-145 |
0.4% |
115-065 |
| Range |
0-260 |
1-007 |
0-067 |
25.8% |
1-220 |
| ATR |
0-199 |
0-209 |
0-009 |
4.6% |
0-000 |
| Volume |
322,175 |
261,254 |
-60,921 |
-18.9% |
1,835,535 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-292 |
118-162 |
116-197 |
|
| R3 |
117-285 |
117-155 |
116-107 |
|
| R2 |
116-278 |
116-278 |
116-077 |
|
| R1 |
116-148 |
116-148 |
116-047 |
116-213 |
| PP |
115-271 |
115-271 |
115-271 |
115-304 |
| S1 |
115-141 |
115-141 |
115-307 |
115-206 |
| S2 |
114-264 |
114-264 |
115-277 |
|
| S3 |
113-257 |
114-134 |
115-247 |
|
| S4 |
112-250 |
113-127 |
115-157 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-232 |
119-208 |
116-042 |
|
| R3 |
119-012 |
117-308 |
115-214 |
|
| R2 |
117-112 |
117-112 |
115-164 |
|
| R1 |
116-088 |
116-088 |
115-114 |
115-310 |
| PP |
115-212 |
115-212 |
115-212 |
115-162 |
| S1 |
114-188 |
114-188 |
115-016 |
114-090 |
| S2 |
113-312 |
113-312 |
114-286 |
|
| S3 |
112-092 |
112-288 |
114-236 |
|
| S4 |
110-192 |
111-068 |
114-088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-082 |
114-272 |
1-130 |
1.2% |
0-254 |
0.7% |
86% |
True |
False |
369,228 |
| 10 |
116-235 |
114-272 |
1-283 |
1.6% |
0-222 |
0.6% |
64% |
False |
False |
350,120 |
| 20 |
116-235 |
113-215 |
3-020 |
2.6% |
0-198 |
0.5% |
78% |
False |
False |
327,786 |
| 40 |
116-235 |
112-125 |
4-110 |
3.7% |
0-208 |
0.6% |
84% |
False |
False |
345,973 |
| 60 |
117-070 |
112-125 |
4-265 |
4.2% |
0-185 |
0.5% |
76% |
False |
False |
235,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-192 |
|
2.618 |
118-298 |
|
1.618 |
117-291 |
|
1.000 |
117-089 |
|
0.618 |
116-284 |
|
HIGH |
116-082 |
|
0.618 |
115-277 |
|
0.500 |
115-238 |
|
0.382 |
115-200 |
|
LOW |
115-075 |
|
0.618 |
114-193 |
|
1.000 |
114-068 |
|
1.618 |
113-186 |
|
2.618 |
112-179 |
|
4.250 |
110-285 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-304 |
115-284 |
| PP |
115-271 |
115-230 |
| S1 |
115-238 |
115-177 |
|