ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-035 |
115-140 |
-0-215 |
-0.6% |
115-182 |
| High |
116-117 |
115-280 |
-0-157 |
-0.4% |
116-117 |
| Low |
115-120 |
115-087 |
-0-033 |
-0.1% |
115-120 |
| Close |
115-145 |
115-252 |
0-107 |
0.3% |
115-145 |
| Range |
0-317 |
0-193 |
-0-124 |
-39.1% |
0-317 |
| ATR |
0-206 |
0-205 |
-0-001 |
-0.4% |
0-000 |
| Volume |
361,002 |
425,870 |
64,868 |
18.0% |
1,919,814 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-145 |
117-072 |
116-038 |
|
| R3 |
116-272 |
116-199 |
115-305 |
|
| R2 |
116-079 |
116-079 |
115-287 |
|
| R1 |
116-006 |
116-006 |
115-270 |
116-042 |
| PP |
115-206 |
115-206 |
115-206 |
115-225 |
| S1 |
115-133 |
115-133 |
115-234 |
115-170 |
| S2 |
115-013 |
115-013 |
115-217 |
|
| S3 |
114-140 |
114-260 |
115-199 |
|
| S4 |
113-267 |
114-067 |
115-146 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-225 |
118-022 |
115-319 |
|
| R3 |
117-228 |
117-025 |
115-232 |
|
| R2 |
116-231 |
116-231 |
115-203 |
|
| R1 |
116-028 |
116-028 |
115-174 |
115-291 |
| PP |
115-234 |
115-234 |
115-234 |
115-206 |
| S1 |
115-031 |
115-031 |
115-116 |
114-294 |
| S2 |
114-237 |
114-237 |
115-087 |
|
| S3 |
113-240 |
114-034 |
115-058 |
|
| S4 |
112-243 |
113-037 |
114-291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-117 |
115-087 |
1-030 |
0.9% |
0-178 |
0.5% |
47% |
False |
True |
390,384 |
| 10 |
116-117 |
114-100 |
2-017 |
1.8% |
0-193 |
0.5% |
72% |
False |
False |
395,889 |
| 20 |
116-117 |
113-265 |
2-172 |
2.2% |
0-213 |
0.6% |
77% |
False |
False |
415,402 |
| 40 |
116-235 |
113-265 |
2-290 |
2.5% |
0-202 |
0.5% |
67% |
False |
False |
378,057 |
| 60 |
116-235 |
112-125 |
4-110 |
3.8% |
0-207 |
0.6% |
78% |
False |
False |
376,584 |
| 80 |
117-030 |
112-125 |
4-225 |
4.1% |
0-194 |
0.5% |
72% |
False |
False |
299,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-140 |
|
2.618 |
117-145 |
|
1.618 |
116-272 |
|
1.000 |
116-153 |
|
0.618 |
116-079 |
|
HIGH |
115-280 |
|
0.618 |
115-206 |
|
0.500 |
115-184 |
|
0.382 |
115-161 |
|
LOW |
115-087 |
|
0.618 |
114-288 |
|
1.000 |
114-214 |
|
1.618 |
114-095 |
|
2.618 |
113-222 |
|
4.250 |
112-227 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-229 |
115-262 |
| PP |
115-206 |
115-259 |
| S1 |
115-184 |
115-255 |
|