ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-222 |
114-285 |
0-063 |
0.2% |
115-037 |
| High |
114-297 |
115-175 |
0-198 |
0.5% |
115-175 |
| Low |
114-122 |
114-185 |
0-063 |
0.2% |
114-107 |
| Close |
114-225 |
115-122 |
0-217 |
0.6% |
115-122 |
| Range |
0-175 |
0-310 |
0-135 |
77.1% |
1-068 |
| ATR |
0-203 |
0-210 |
0-008 |
3.8% |
0-000 |
| Volume |
522,016 |
413,987 |
-108,029 |
-20.7% |
1,895,795 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-024 |
117-223 |
115-292 |
|
| R3 |
117-034 |
116-233 |
115-207 |
|
| R2 |
116-044 |
116-044 |
115-179 |
|
| R1 |
115-243 |
115-243 |
115-150 |
115-304 |
| PP |
115-054 |
115-054 |
115-054 |
115-084 |
| S1 |
114-253 |
114-253 |
115-094 |
114-314 |
| S2 |
114-064 |
114-064 |
115-065 |
|
| S3 |
113-074 |
113-263 |
115-037 |
|
| S4 |
112-084 |
112-273 |
114-272 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-232 |
118-085 |
116-015 |
|
| R3 |
117-164 |
117-017 |
115-229 |
|
| R2 |
116-096 |
116-096 |
115-193 |
|
| R1 |
115-269 |
115-269 |
115-158 |
116-022 |
| PP |
115-028 |
115-028 |
115-028 |
115-065 |
| S1 |
114-201 |
114-201 |
115-086 |
114-274 |
| S2 |
113-280 |
113-280 |
115-051 |
|
| S3 |
112-212 |
113-133 |
115-015 |
|
| S4 |
111-144 |
112-065 |
114-229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-175 |
114-107 |
1-068 |
1.1% |
0-220 |
0.6% |
86% |
True |
False |
379,159 |
| 10 |
116-082 |
114-107 |
1-295 |
1.7% |
0-225 |
0.6% |
54% |
False |
False |
373,362 |
| 20 |
116-235 |
114-107 |
2-128 |
2.1% |
0-205 |
0.6% |
44% |
False |
False |
360,973 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-207 |
0.6% |
69% |
False |
False |
354,726 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-197 |
0.5% |
64% |
False |
False |
288,192 |
| 80 |
117-250 |
112-125 |
5-125 |
4.7% |
0-171 |
0.5% |
55% |
False |
False |
216,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-212 |
|
2.618 |
118-027 |
|
1.618 |
117-037 |
|
1.000 |
116-165 |
|
0.618 |
116-047 |
|
HIGH |
115-175 |
|
0.618 |
115-057 |
|
0.500 |
115-020 |
|
0.382 |
114-303 |
|
LOW |
114-185 |
|
0.618 |
113-313 |
|
1.000 |
113-195 |
|
1.618 |
113-003 |
|
2.618 |
112-013 |
|
4.250 |
110-148 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-088 |
115-075 |
| PP |
115-054 |
115-028 |
| S1 |
115-020 |
114-301 |
|