ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-190 |
113-282 |
-0-228 |
-0.6% |
115-125 |
| High |
114-242 |
114-180 |
-0-062 |
-0.2% |
115-137 |
| Low |
113-265 |
113-277 |
0-012 |
0.0% |
113-265 |
| Close |
114-015 |
114-165 |
0-150 |
0.4% |
114-015 |
| Range |
0-297 |
0-223 |
-0-074 |
-24.9% |
1-192 |
| ATR |
0-217 |
0-217 |
0-000 |
0.2% |
0-000 |
| Volume |
357,755 |
496,117 |
138,362 |
38.7% |
2,246,392 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-130 |
116-050 |
114-288 |
|
| R3 |
115-227 |
115-147 |
114-226 |
|
| R2 |
115-004 |
115-004 |
114-206 |
|
| R1 |
114-244 |
114-244 |
114-185 |
114-284 |
| PP |
114-101 |
114-101 |
114-101 |
114-120 |
| S1 |
114-021 |
114-021 |
114-145 |
114-061 |
| S2 |
113-198 |
113-198 |
114-124 |
|
| S3 |
112-295 |
113-118 |
114-104 |
|
| S4 |
112-072 |
112-215 |
114-042 |
|
|
| 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 |
115-007 |
113-265 |
1-062 |
1.0% |
0-213 |
0.6% |
58% |
False |
False |
447,558 |
| 10 |
115-175 |
113-265 |
1-230 |
1.5% |
0-232 |
0.6% |
40% |
False |
False |
434,915 |
| 20 |
116-100 |
113-265 |
2-155 |
2.2% |
0-223 |
0.6% |
28% |
False |
False |
398,617 |
| 40 |
116-235 |
113-010 |
3-225 |
3.2% |
0-205 |
0.6% |
40% |
False |
False |
362,224 |
| 60 |
117-010 |
112-125 |
4-205 |
4.1% |
0-207 |
0.6% |
46% |
False |
False |
333,678 |
| 80 |
117-150 |
112-125 |
5-025 |
4.4% |
0-184 |
0.5% |
42% |
False |
False |
250,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-168 |
|
2.618 |
116-124 |
|
1.618 |
115-221 |
|
1.000 |
115-083 |
|
0.618 |
114-318 |
|
HIGH |
114-180 |
|
0.618 |
114-095 |
|
0.500 |
114-068 |
|
0.382 |
114-042 |
|
LOW |
113-277 |
|
0.618 |
113-139 |
|
1.000 |
113-054 |
|
1.618 |
112-236 |
|
2.618 |
112-013 |
|
4.250 |
110-289 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-133 |
114-141 |
| PP |
114-101 |
114-117 |
| S1 |
114-068 |
114-094 |
|