ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-135 |
114-255 |
0-120 |
0.3% |
115-125 |
| High |
114-275 |
115-005 |
0-050 |
0.1% |
115-137 |
| Low |
114-100 |
114-115 |
0-015 |
0.0% |
113-265 |
| Close |
114-220 |
114-282 |
0-062 |
0.2% |
114-015 |
| Range |
0-175 |
0-210 |
0-035 |
20.0% |
1-192 |
| ATR |
0-214 |
0-214 |
0-000 |
-0.1% |
0-000 |
| Volume |
300,001 |
411,508 |
111,507 |
37.2% |
2,246,392 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-231 |
116-146 |
115-078 |
|
| R3 |
116-021 |
115-256 |
115-020 |
|
| R2 |
115-131 |
115-131 |
115-000 |
|
| R1 |
115-046 |
115-046 |
114-301 |
115-088 |
| PP |
114-241 |
114-241 |
114-241 |
114-262 |
| S1 |
114-156 |
114-156 |
114-263 |
114-198 |
| S2 |
114-031 |
114-031 |
114-244 |
|
| S3 |
113-141 |
113-266 |
114-224 |
|
| S4 |
112-251 |
113-056 |
114-166 |
|
|
| 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 |
115-005 |
113-265 |
1-060 |
1.0% |
0-207 |
0.6% |
89% |
True |
False |
418,343 |
| 10 |
115-175 |
113-265 |
1-230 |
1.5% |
0-225 |
0.6% |
61% |
False |
False |
439,002 |
| 20 |
116-082 |
113-265 |
2-137 |
2.1% |
0-220 |
0.6% |
43% |
False |
False |
403,595 |
| 40 |
116-235 |
113-010 |
3-225 |
3.2% |
0-206 |
0.6% |
50% |
False |
False |
365,217 |
| 60 |
116-280 |
112-125 |
4-155 |
3.9% |
0-208 |
0.6% |
56% |
False |
False |
345,399 |
| 80 |
117-150 |
112-125 |
5-025 |
4.4% |
0-188 |
0.5% |
49% |
False |
False |
259,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-258 |
|
2.618 |
116-235 |
|
1.618 |
116-025 |
|
1.000 |
115-215 |
|
0.618 |
115-135 |
|
HIGH |
115-005 |
|
0.618 |
114-245 |
|
0.500 |
114-220 |
|
0.382 |
114-195 |
|
LOW |
114-115 |
|
0.618 |
113-305 |
|
1.000 |
113-225 |
|
1.618 |
113-095 |
|
2.618 |
112-205 |
|
4.250 |
111-182 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-261 |
114-235 |
| PP |
114-241 |
114-188 |
| S1 |
114-220 |
114-141 |
|