ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
114-190 |
0-030 |
0.1% |
115-125 |
| High |
114-242 |
114-242 |
0-000 |
0.0% |
115-137 |
| Low |
114-112 |
113-265 |
-0-167 |
-0.5% |
113-265 |
| Close |
114-190 |
114-015 |
-0-175 |
-0.5% |
114-015 |
| Range |
0-130 |
0-297 |
0-167 |
128.5% |
1-192 |
| ATR |
0-210 |
0-217 |
0-006 |
2.9% |
0-000 |
| Volume |
526,337 |
357,755 |
-168,582 |
-32.0% |
2,246,392 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-318 |
116-144 |
114-178 |
|
| R3 |
116-021 |
115-167 |
114-097 |
|
| R2 |
115-044 |
115-044 |
114-069 |
|
| R1 |
114-190 |
114-190 |
114-042 |
114-128 |
| PP |
114-067 |
114-067 |
114-067 |
114-037 |
| S1 |
113-213 |
113-213 |
113-308 |
113-152 |
| S2 |
113-090 |
113-090 |
113-281 |
|
| S3 |
112-113 |
112-236 |
113-253 |
|
| S4 |
111-136 |
111-259 |
113-172 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
118-077 |
114-297 |
|
| R3 |
117-203 |
116-205 |
114-156 |
|
| R2 |
116-011 |
116-011 |
114-109 |
|
| R1 |
115-013 |
115-013 |
114-062 |
114-236 |
| PP |
114-139 |
114-139 |
114-139 |
114-090 |
| S1 |
113-141 |
113-141 |
113-288 |
113-044 |
| S2 |
112-267 |
112-267 |
113-241 |
|
| S3 |
111-075 |
111-269 |
113-194 |
|
| S4 |
109-203 |
110-077 |
113-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-137 |
113-265 |
1-192 |
1.4% |
0-232 |
0.6% |
14% |
False |
True |
449,278 |
| 10 |
115-175 |
113-265 |
1-230 |
1.5% |
0-226 |
0.6% |
13% |
False |
True |
414,218 |
| 20 |
116-235 |
113-265 |
2-290 |
2.5% |
0-220 |
0.6% |
8% |
False |
True |
390,777 |
| 40 |
116-235 |
113-010 |
3-225 |
3.2% |
0-203 |
0.6% |
27% |
False |
False |
360,616 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-204 |
0.6% |
35% |
False |
False |
325,435 |
| 80 |
117-150 |
112-125 |
5-025 |
4.5% |
0-181 |
0.5% |
33% |
False |
False |
244,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-224 |
|
2.618 |
117-060 |
|
1.618 |
116-083 |
|
1.000 |
115-219 |
|
0.618 |
115-106 |
|
HIGH |
114-242 |
|
0.618 |
114-129 |
|
0.500 |
114-094 |
|
0.382 |
114-058 |
|
LOW |
113-265 |
|
0.618 |
113-081 |
|
1.000 |
112-288 |
|
1.618 |
112-104 |
|
2.618 |
111-127 |
|
4.250 |
109-283 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-094 |
114-136 |
| PP |
114-067 |
114-096 |
| S1 |
114-041 |
114-055 |
|