ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
113-282 |
114-135 |
0-173 |
0.5% |
115-125 |
| High |
114-180 |
114-275 |
0-095 |
0.3% |
115-137 |
| Low |
113-277 |
114-100 |
0-143 |
0.4% |
113-265 |
| Close |
114-165 |
114-220 |
0-055 |
0.2% |
114-015 |
| Range |
0-223 |
0-175 |
-0-048 |
-21.5% |
1-192 |
| ATR |
0-217 |
0-214 |
-0-003 |
-1.4% |
0-000 |
| Volume |
496,117 |
300,001 |
-196,116 |
-39.5% |
2,246,392 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-083 |
116-007 |
114-316 |
|
| R3 |
115-228 |
115-152 |
114-268 |
|
| R2 |
115-053 |
115-053 |
114-252 |
|
| R1 |
114-297 |
114-297 |
114-236 |
115-015 |
| PP |
114-198 |
114-198 |
114-198 |
114-218 |
| S1 |
114-122 |
114-122 |
114-204 |
114-160 |
| S2 |
114-023 |
114-023 |
114-188 |
|
| S3 |
113-168 |
113-267 |
114-172 |
|
| S4 |
112-313 |
113-092 |
114-124 |
|
|
| 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% |
72% |
False |
False |
413,352 |
| 10 |
115-175 |
113-265 |
1-230 |
1.5% |
0-230 |
0.6% |
50% |
False |
False |
435,730 |
| 20 |
116-082 |
113-265 |
2-137 |
2.1% |
0-224 |
0.6% |
35% |
False |
False |
401,942 |
| 40 |
116-235 |
113-010 |
3-225 |
3.2% |
0-206 |
0.6% |
45% |
False |
False |
362,646 |
| 60 |
116-300 |
112-125 |
4-175 |
4.0% |
0-208 |
0.6% |
51% |
False |
False |
338,601 |
| 80 |
117-150 |
112-125 |
5-025 |
4.4% |
0-185 |
0.5% |
45% |
False |
False |
254,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-059 |
|
2.618 |
116-093 |
|
1.618 |
115-238 |
|
1.000 |
115-130 |
|
0.618 |
115-063 |
|
HIGH |
114-275 |
|
0.618 |
114-208 |
|
0.500 |
114-188 |
|
0.382 |
114-167 |
|
LOW |
114-100 |
|
0.618 |
113-312 |
|
1.000 |
113-245 |
|
1.618 |
113-137 |
|
2.618 |
112-282 |
|
4.250 |
111-316 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-209 |
114-183 |
| PP |
114-198 |
114-147 |
| S1 |
114-188 |
114-110 |
|