ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-190 |
114-160 |
-0-030 |
-0.1% |
115-037 |
| High |
115-007 |
114-242 |
-0-085 |
-0.2% |
115-175 |
| Low |
114-085 |
114-112 |
0-027 |
0.1% |
114-107 |
| Close |
114-152 |
114-190 |
0-038 |
0.1% |
115-122 |
| Range |
0-242 |
0-130 |
-0-112 |
-46.3% |
1-068 |
| ATR |
0-217 |
0-210 |
-0-006 |
-2.9% |
0-000 |
| Volume |
386,553 |
526,337 |
139,784 |
36.2% |
1,895,795 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-251 |
115-191 |
114-262 |
|
| R3 |
115-121 |
115-061 |
114-226 |
|
| R2 |
114-311 |
114-311 |
114-214 |
|
| R1 |
114-251 |
114-251 |
114-202 |
114-281 |
| PP |
114-181 |
114-181 |
114-181 |
114-196 |
| S1 |
114-121 |
114-121 |
114-178 |
114-151 |
| S2 |
114-051 |
114-051 |
114-166 |
|
| S3 |
113-241 |
113-311 |
114-154 |
|
| S4 |
113-111 |
113-181 |
114-118 |
|
|
| 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 |
114-085 |
1-090 |
1.1% |
0-234 |
0.6% |
26% |
False |
False |
460,524 |
| 10 |
115-175 |
114-085 |
1-090 |
1.1% |
0-206 |
0.6% |
26% |
False |
False |
423,743 |
| 20 |
116-235 |
114-085 |
2-150 |
2.2% |
0-216 |
0.6% |
13% |
False |
False |
391,050 |
| 40 |
116-235 |
112-130 |
4-105 |
3.8% |
0-203 |
0.6% |
51% |
False |
False |
359,346 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-202 |
0.6% |
47% |
False |
False |
319,507 |
| 80 |
117-250 |
112-125 |
5-125 |
4.7% |
0-178 |
0.5% |
41% |
False |
False |
239,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-154 |
|
2.618 |
115-262 |
|
1.618 |
115-132 |
|
1.000 |
115-052 |
|
0.618 |
115-002 |
|
HIGH |
114-242 |
|
0.618 |
114-192 |
|
0.500 |
114-177 |
|
0.382 |
114-162 |
|
LOW |
114-112 |
|
0.618 |
114-032 |
|
1.000 |
113-302 |
|
1.618 |
113-222 |
|
2.618 |
113-092 |
|
4.250 |
112-200 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-186 |
114-206 |
| PP |
114-181 |
114-201 |
| S1 |
114-177 |
114-195 |
|