ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-015 |
116-037 |
0-022 |
0.1% |
115-140 |
| High |
116-090 |
116-087 |
-0-003 |
0.0% |
116-090 |
| Low |
115-247 |
115-265 |
0-018 |
0.0% |
115-087 |
| Close |
116-015 |
116-052 |
0-037 |
0.1% |
116-052 |
| Range |
0-163 |
0-142 |
-0-021 |
-12.9% |
1-003 |
| ATR |
0-189 |
0-185 |
-0-003 |
-1.8% |
0-000 |
| Volume |
576,864 |
686,168 |
109,304 |
18.9% |
2,726,066 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-134 |
117-075 |
116-130 |
|
| R3 |
116-312 |
116-253 |
116-091 |
|
| R2 |
116-170 |
116-170 |
116-078 |
|
| R1 |
116-111 |
116-111 |
116-065 |
116-140 |
| PP |
116-028 |
116-028 |
116-028 |
116-043 |
| S1 |
115-289 |
115-289 |
116-039 |
115-318 |
| S2 |
115-206 |
115-206 |
116-026 |
|
| S3 |
115-064 |
115-147 |
116-013 |
|
| S4 |
114-242 |
115-005 |
115-294 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-299 |
118-178 |
116-230 |
|
| R3 |
117-296 |
117-175 |
116-141 |
|
| R2 |
116-293 |
116-293 |
116-111 |
|
| R1 |
116-172 |
116-172 |
116-082 |
116-232 |
| PP |
115-290 |
115-290 |
115-290 |
116-000 |
| S1 |
115-169 |
115-169 |
116-022 |
115-230 |
| S2 |
114-287 |
114-287 |
115-313 |
|
| S3 |
113-284 |
114-166 |
115-283 |
|
| S4 |
112-281 |
113-163 |
115-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-090 |
115-087 |
1-003 |
0.9% |
0-141 |
0.4% |
88% |
False |
False |
545,213 |
| 10 |
116-117 |
115-087 |
1-030 |
0.9% |
0-156 |
0.4% |
81% |
False |
False |
464,588 |
| 20 |
116-117 |
113-265 |
2-172 |
2.2% |
0-191 |
0.5% |
92% |
False |
False |
450,079 |
| 40 |
116-235 |
113-265 |
2-290 |
2.5% |
0-198 |
0.5% |
80% |
False |
False |
405,526 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-202 |
0.5% |
87% |
False |
False |
386,510 |
| 80 |
117-030 |
112-125 |
4-225 |
4.0% |
0-195 |
0.5% |
80% |
False |
False |
328,664 |
| 100 |
117-250 |
112-125 |
5-125 |
4.6% |
0-175 |
0.5% |
70% |
False |
False |
263,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-050 |
|
2.618 |
117-139 |
|
1.618 |
116-317 |
|
1.000 |
116-229 |
|
0.618 |
116-175 |
|
HIGH |
116-087 |
|
0.618 |
116-033 |
|
0.500 |
116-016 |
|
0.382 |
115-319 |
|
LOW |
115-265 |
|
0.618 |
115-177 |
|
1.000 |
115-123 |
|
1.618 |
115-035 |
|
2.618 |
114-213 |
|
4.250 |
113-302 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-040 |
116-038 |
| PP |
116-028 |
116-023 |
| S1 |
116-016 |
116-008 |
|