ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-087 |
116-152 |
0-065 |
0.2% |
115-140 |
| High |
116-180 |
116-297 |
0-117 |
0.3% |
116-090 |
| Low |
116-045 |
116-100 |
0-055 |
0.1% |
115-087 |
| Close |
116-165 |
116-272 |
0-107 |
0.3% |
116-052 |
| Range |
0-135 |
0-197 |
0-062 |
45.9% |
1-003 |
| ATR |
0-182 |
0-183 |
0-001 |
0.6% |
0-000 |
| Volume |
418,220 |
84,848 |
-333,372 |
-79.7% |
2,726,066 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-174 |
118-100 |
117-060 |
|
| R3 |
117-297 |
117-223 |
117-006 |
|
| R2 |
117-100 |
117-100 |
116-308 |
|
| R1 |
117-026 |
117-026 |
116-290 |
117-063 |
| PP |
116-223 |
116-223 |
116-223 |
116-242 |
| S1 |
116-149 |
116-149 |
116-254 |
116-186 |
| S2 |
116-026 |
116-026 |
116-236 |
|
| S3 |
115-149 |
115-272 |
116-218 |
|
| S4 |
114-272 |
115-075 |
116-164 |
|
|
| 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 |
116-297 |
115-247 |
1-050 |
1.0% |
0-142 |
0.4% |
93% |
True |
False |
467,757 |
| 10 |
116-297 |
115-087 |
1-210 |
1.4% |
0-164 |
0.4% |
95% |
True |
False |
442,295 |
| 20 |
116-297 |
113-265 |
3-032 |
2.7% |
0-183 |
0.5% |
97% |
True |
False |
426,445 |
| 40 |
116-297 |
113-265 |
3-032 |
2.7% |
0-201 |
0.5% |
97% |
True |
False |
403,901 |
| 60 |
116-297 |
112-130 |
4-167 |
3.9% |
0-196 |
0.5% |
98% |
True |
False |
379,286 |
| 80 |
117-030 |
112-125 |
4-225 |
4.0% |
0-196 |
0.5% |
95% |
False |
False |
334,878 |
| 100 |
117-250 |
112-125 |
5-125 |
4.6% |
0-177 |
0.5% |
83% |
False |
False |
268,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-174 |
|
2.618 |
118-173 |
|
1.618 |
117-296 |
|
1.000 |
117-174 |
|
0.618 |
117-099 |
|
HIGH |
116-297 |
|
0.618 |
116-222 |
|
0.500 |
116-198 |
|
0.382 |
116-175 |
|
LOW |
116-100 |
|
0.618 |
115-298 |
|
1.000 |
115-223 |
|
1.618 |
115-101 |
|
2.618 |
114-224 |
|
4.250 |
113-223 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-248 |
116-222 |
| PP |
116-223 |
116-171 |
| S1 |
116-198 |
116-121 |
|