ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-255 |
114-250 |
-0-005 |
0.0% |
115-125 |
| High |
115-005 |
115-132 |
0-127 |
0.3% |
115-137 |
| Low |
114-115 |
114-177 |
0-062 |
0.2% |
113-265 |
| Close |
114-282 |
115-110 |
0-148 |
0.4% |
114-015 |
| Range |
0-210 |
0-275 |
0-065 |
31.0% |
1-192 |
| ATR |
0-214 |
0-218 |
0-004 |
2.0% |
0-000 |
| Volume |
411,508 |
383,468 |
-28,040 |
-6.8% |
2,246,392 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-218 |
117-119 |
115-261 |
|
| R3 |
116-263 |
116-164 |
115-186 |
|
| R2 |
115-308 |
115-308 |
115-160 |
|
| R1 |
115-209 |
115-209 |
115-135 |
115-258 |
| PP |
115-033 |
115-033 |
115-033 |
115-058 |
| S1 |
114-254 |
114-254 |
115-085 |
114-304 |
| S2 |
114-078 |
114-078 |
115-060 |
|
| S3 |
113-123 |
113-299 |
115-034 |
|
| S4 |
112-168 |
113-024 |
114-279 |
|
|
| 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 |
115-132 |
113-265 |
1-187 |
1.4% |
0-236 |
0.6% |
96% |
True |
False |
389,769 |
| 10 |
115-175 |
113-265 |
1-230 |
1.5% |
0-235 |
0.6% |
88% |
False |
False |
425,147 |
| 20 |
116-082 |
113-265 |
2-137 |
2.1% |
0-224 |
0.6% |
62% |
False |
False |
399,573 |
| 40 |
116-235 |
113-010 |
3-225 |
3.2% |
0-208 |
0.6% |
62% |
False |
False |
366,963 |
| 60 |
116-280 |
112-125 |
4-155 |
3.9% |
0-211 |
0.6% |
66% |
False |
False |
351,512 |
| 80 |
117-070 |
112-125 |
4-265 |
4.2% |
0-189 |
0.5% |
61% |
False |
False |
264,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-021 |
|
2.618 |
117-212 |
|
1.618 |
116-257 |
|
1.000 |
116-087 |
|
0.618 |
115-302 |
|
HIGH |
115-132 |
|
0.618 |
115-027 |
|
0.500 |
114-314 |
|
0.382 |
114-282 |
|
LOW |
114-177 |
|
0.618 |
114-007 |
|
1.000 |
113-222 |
|
1.618 |
113-052 |
|
2.618 |
112-097 |
|
4.250 |
110-288 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-072 |
115-059 |
| PP |
115-033 |
115-007 |
| S1 |
114-314 |
114-276 |
|