ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-162 |
116-000 |
0-158 |
0.4% |
116-165 |
| High |
116-082 |
116-050 |
-0-032 |
-0.1% |
116-235 |
| Low |
115-075 |
115-215 |
0-140 |
0.4% |
115-015 |
| Close |
116-017 |
115-230 |
-0-107 |
-0.3% |
115-065 |
| Range |
1-007 |
0-155 |
-0-172 |
-52.6% |
1-220 |
| ATR |
0-209 |
0-205 |
-0-004 |
-1.8% |
0-000 |
| Volume |
261,254 |
460,109 |
198,855 |
76.1% |
1,835,535 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-097 |
116-318 |
115-315 |
|
| R3 |
116-262 |
116-163 |
115-273 |
|
| R2 |
116-107 |
116-107 |
115-258 |
|
| R1 |
116-008 |
116-008 |
115-244 |
115-300 |
| PP |
115-272 |
115-272 |
115-272 |
115-258 |
| S1 |
115-173 |
115-173 |
115-216 |
115-145 |
| S2 |
115-117 |
115-117 |
115-202 |
|
| S3 |
114-282 |
115-018 |
115-187 |
|
| S4 |
114-127 |
114-183 |
115-145 |
|
|
| 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% |
0-225 |
0.6% |
62% |
False |
False |
385,561 |
| 10 |
116-235 |
114-272 |
1-283 |
1.6% |
0-213 |
0.6% |
46% |
False |
False |
367,645 |
| 20 |
116-235 |
113-220 |
3-015 |
2.6% |
0-199 |
0.5% |
67% |
False |
False |
338,501 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-206 |
0.6% |
77% |
False |
False |
354,083 |
| 60 |
117-070 |
112-125 |
4-265 |
4.2% |
0-185 |
0.5% |
69% |
False |
False |
243,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-069 |
|
2.618 |
117-136 |
|
1.618 |
116-301 |
|
1.000 |
116-205 |
|
0.618 |
116-146 |
|
HIGH |
116-050 |
|
0.618 |
115-311 |
|
0.500 |
115-292 |
|
0.382 |
115-274 |
|
LOW |
115-215 |
|
0.618 |
115-119 |
|
1.000 |
115-060 |
|
1.618 |
114-284 |
|
2.618 |
114-129 |
|
4.250 |
113-196 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-292 |
115-212 |
| PP |
115-272 |
115-195 |
| S1 |
115-251 |
115-177 |
|