ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-037 |
116-087 |
0-050 |
0.1% |
115-140 |
| High |
116-087 |
116-180 |
0-093 |
0.2% |
116-090 |
| Low |
115-265 |
116-045 |
0-100 |
0.3% |
115-087 |
| Close |
116-052 |
116-165 |
0-113 |
0.3% |
116-052 |
| Range |
0-142 |
0-135 |
-0-007 |
-4.9% |
1-003 |
| ATR |
0-185 |
0-182 |
-0-004 |
-1.9% |
0-000 |
| Volume |
686,168 |
418,220 |
-267,948 |
-39.0% |
2,726,066 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-215 |
117-165 |
116-239 |
|
| R3 |
117-080 |
117-030 |
116-202 |
|
| R2 |
116-265 |
116-265 |
116-190 |
|
| R1 |
116-215 |
116-215 |
116-177 |
116-240 |
| PP |
116-130 |
116-130 |
116-130 |
116-142 |
| S1 |
116-080 |
116-080 |
116-153 |
116-105 |
| S2 |
115-315 |
115-315 |
116-140 |
|
| S3 |
115-180 |
115-265 |
116-128 |
|
| S4 |
115-045 |
115-130 |
116-091 |
|
|
| 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 |
116-180 |
115-202 |
0-298 |
0.8% |
0-129 |
0.3% |
95% |
True |
False |
543,683 |
| 10 |
116-180 |
115-087 |
1-093 |
1.1% |
0-153 |
0.4% |
96% |
True |
False |
467,033 |
| 20 |
116-180 |
113-265 |
2-235 |
2.3% |
0-182 |
0.5% |
98% |
True |
False |
445,754 |
| 40 |
116-235 |
113-265 |
2-290 |
2.5% |
0-199 |
0.5% |
92% |
False |
False |
407,618 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-196 |
0.5% |
95% |
False |
False |
387,634 |
| 80 |
117-030 |
112-125 |
4-225 |
4.0% |
0-195 |
0.5% |
88% |
False |
False |
333,873 |
| 100 |
117-250 |
112-125 |
5-125 |
4.6% |
0-176 |
0.5% |
77% |
False |
False |
267,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-114 |
|
2.618 |
117-213 |
|
1.618 |
117-078 |
|
1.000 |
116-315 |
|
0.618 |
116-263 |
|
HIGH |
116-180 |
|
0.618 |
116-128 |
|
0.500 |
116-112 |
|
0.382 |
116-097 |
|
LOW |
116-045 |
|
0.618 |
115-282 |
|
1.000 |
115-230 |
|
1.618 |
115-147 |
|
2.618 |
115-012 |
|
4.250 |
114-111 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-148 |
116-128 |
| PP |
116-130 |
116-091 |
| S1 |
116-112 |
116-054 |
|