ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-000 |
115-255 |
-0-065 |
-0.2% |
116-165 |
| High |
116-050 |
115-270 |
-0-100 |
-0.3% |
116-235 |
| Low |
115-215 |
114-287 |
-0-248 |
-0.7% |
115-015 |
| Close |
115-230 |
114-300 |
-0-250 |
-0.7% |
115-065 |
| Range |
0-155 |
0-303 |
0-148 |
95.5% |
1-220 |
| ATR |
0-205 |
0-212 |
0-007 |
3.4% |
0-000 |
| Volume |
460,109 |
341,296 |
-118,813 |
-25.8% |
1,835,535 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-021 |
117-144 |
115-147 |
|
| R3 |
117-038 |
116-161 |
115-063 |
|
| R2 |
116-055 |
116-055 |
115-036 |
|
| R1 |
115-178 |
115-178 |
115-008 |
115-125 |
| PP |
115-072 |
115-072 |
115-072 |
115-046 |
| S1 |
114-195 |
114-195 |
114-272 |
114-142 |
| S2 |
114-089 |
114-089 |
114-244 |
|
| S3 |
113-106 |
113-212 |
114-217 |
|
| S4 |
112-123 |
112-229 |
114-133 |
|
|
| 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% |
0-246 |
0.7% |
6% |
False |
False |
361,037 |
| 10 |
116-235 |
114-272 |
1-283 |
1.6% |
0-226 |
0.6% |
5% |
False |
False |
358,357 |
| 20 |
116-235 |
113-220 |
3-015 |
2.7% |
0-203 |
0.6% |
41% |
False |
False |
340,717 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-208 |
0.6% |
59% |
False |
False |
356,502 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-187 |
0.5% |
54% |
False |
False |
249,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-278 |
|
2.618 |
118-103 |
|
1.618 |
117-120 |
|
1.000 |
116-253 |
|
0.618 |
116-137 |
|
HIGH |
115-270 |
|
0.618 |
115-154 |
|
0.500 |
115-118 |
|
0.382 |
115-083 |
|
LOW |
114-287 |
|
0.618 |
114-100 |
|
1.000 |
113-304 |
|
1.618 |
113-117 |
|
2.618 |
112-134 |
|
4.250 |
110-279 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-118 |
115-184 |
| PP |
115-072 |
115-116 |
| S1 |
115-026 |
115-048 |
|