ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-285 |
115-125 |
0-160 |
0.4% |
115-037 |
| High |
115-175 |
115-137 |
-0-038 |
-0.1% |
115-175 |
| Low |
114-185 |
114-140 |
-0-045 |
-0.1% |
114-107 |
| Close |
115-122 |
114-230 |
-0-212 |
-0.6% |
115-122 |
| Range |
0-310 |
0-317 |
0-007 |
2.3% |
1-068 |
| ATR |
0-210 |
0-218 |
0-008 |
3.6% |
0-000 |
| Volume |
413,987 |
504,718 |
90,731 |
21.9% |
1,895,795 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-267 |
117-085 |
115-084 |
|
| R3 |
116-270 |
116-088 |
114-317 |
|
| R2 |
115-273 |
115-273 |
114-288 |
|
| R1 |
115-091 |
115-091 |
114-259 |
115-024 |
| PP |
114-276 |
114-276 |
114-276 |
114-242 |
| S1 |
114-094 |
114-094 |
114-201 |
114-026 |
| S2 |
113-279 |
113-279 |
114-172 |
|
| S3 |
112-282 |
113-097 |
114-143 |
|
| S4 |
111-285 |
112-100 |
114-056 |
|
|
| 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% |
0-252 |
0.7% |
32% |
False |
False |
422,272 |
| 10 |
116-082 |
114-107 |
1-295 |
1.7% |
0-230 |
0.6% |
20% |
False |
False |
391,617 |
| 20 |
116-235 |
114-107 |
2-128 |
2.1% |
0-216 |
0.6% |
16% |
False |
False |
369,481 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-203 |
0.6% |
54% |
False |
False |
358,573 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-200 |
0.5% |
50% |
False |
False |
296,579 |
| 80 |
117-250 |
112-125 |
5-125 |
4.7% |
0-174 |
0.5% |
43% |
False |
False |
222,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-204 |
|
2.618 |
118-007 |
|
1.618 |
117-010 |
|
1.000 |
116-134 |
|
0.618 |
116-013 |
|
HIGH |
115-137 |
|
0.618 |
115-016 |
|
0.500 |
114-298 |
|
0.382 |
114-261 |
|
LOW |
114-140 |
|
0.618 |
113-264 |
|
1.000 |
113-143 |
|
1.618 |
112-267 |
|
2.618 |
111-270 |
|
4.250 |
110-073 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-298 |
114-308 |
| PP |
114-276 |
114-282 |
| S1 |
114-253 |
114-256 |
|