ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-022 |
115-037 |
0-015 |
0.0% |
115-052 |
| High |
115-057 |
115-045 |
-0-012 |
0.0% |
116-082 |
| Low |
114-277 |
114-205 |
-0-072 |
-0.2% |
114-272 |
| Close |
115-027 |
114-312 |
-0-035 |
-0.1% |
115-027 |
| Range |
0-100 |
0-160 |
0-060 |
60.0% |
1-130 |
| ATR |
0-204 |
0-201 |
-0-003 |
-1.5% |
0-000 |
| Volume |
452,998 |
289,151 |
-163,847 |
-36.2% |
1,837,832 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-134 |
116-063 |
115-080 |
|
| R3 |
115-294 |
115-223 |
115-036 |
|
| R2 |
115-134 |
115-134 |
115-021 |
|
| R1 |
115-063 |
115-063 |
115-007 |
115-018 |
| PP |
114-294 |
114-294 |
114-294 |
114-272 |
| S1 |
114-223 |
114-223 |
114-297 |
114-178 |
| S2 |
114-134 |
114-134 |
114-283 |
|
| S3 |
113-294 |
114-063 |
114-268 |
|
| S4 |
113-134 |
113-223 |
114-224 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-197 |
118-242 |
115-274 |
|
| R3 |
118-067 |
117-112 |
115-151 |
|
| R2 |
116-257 |
116-257 |
115-110 |
|
| R1 |
115-302 |
115-302 |
115-068 |
115-214 |
| PP |
115-127 |
115-127 |
115-127 |
115-083 |
| S1 |
114-172 |
114-172 |
114-306 |
114-084 |
| S2 |
113-317 |
113-317 |
114-264 |
|
| S3 |
112-187 |
113-042 |
114-223 |
|
| S4 |
111-057 |
111-232 |
114-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-082 |
114-205 |
1-197 |
1.4% |
0-209 |
0.6% |
21% |
False |
True |
360,961 |
| 10 |
116-100 |
114-205 |
1-215 |
1.5% |
0-214 |
0.6% |
20% |
False |
True |
362,319 |
| 20 |
116-235 |
114-150 |
2-085 |
2.0% |
0-191 |
0.5% |
22% |
False |
False |
340,713 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-205 |
0.6% |
59% |
False |
False |
357,176 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-187 |
0.5% |
55% |
False |
False |
261,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-085 |
|
2.618 |
116-144 |
|
1.618 |
115-304 |
|
1.000 |
115-205 |
|
0.618 |
115-144 |
|
HIGH |
115-045 |
|
0.618 |
114-304 |
|
0.500 |
114-285 |
|
0.382 |
114-266 |
|
LOW |
114-205 |
|
0.618 |
114-106 |
|
1.000 |
114-045 |
|
1.618 |
113-266 |
|
2.618 |
113-106 |
|
4.250 |
112-165 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-303 |
115-078 |
| PP |
114-294 |
115-049 |
| S1 |
114-285 |
115-020 |
|