ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-152 |
116-285 |
0-133 |
0.4% |
115-140 |
| High |
116-297 |
117-062 |
0-085 |
0.2% |
116-090 |
| Low |
116-100 |
116-247 |
0-147 |
0.4% |
115-087 |
| Close |
116-272 |
117-047 |
0-095 |
0.3% |
116-052 |
| Range |
0-197 |
0-135 |
-0-062 |
-31.5% |
1-003 |
| ATR |
0-183 |
0-180 |
-0-003 |
-1.9% |
0-000 |
| Volume |
84,848 |
62,888 |
-21,960 |
-25.9% |
2,726,066 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-097 |
118-047 |
117-121 |
|
| R3 |
117-282 |
117-232 |
117-084 |
|
| R2 |
117-147 |
117-147 |
117-072 |
|
| R1 |
117-097 |
117-097 |
117-059 |
117-122 |
| PP |
117-012 |
117-012 |
117-012 |
117-024 |
| S1 |
116-282 |
116-282 |
117-035 |
116-307 |
| S2 |
116-197 |
116-197 |
117-022 |
|
| S3 |
116-062 |
116-147 |
117-010 |
|
| S4 |
115-247 |
116-012 |
116-293 |
|
|
| 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 |
117-062 |
115-247 |
1-135 |
1.2% |
0-154 |
0.4% |
97% |
True |
False |
365,797 |
| 10 |
117-062 |
115-087 |
1-295 |
1.6% |
0-161 |
0.4% |
98% |
True |
False |
413,643 |
| 20 |
117-062 |
113-265 |
3-117 |
2.9% |
0-178 |
0.5% |
99% |
True |
False |
410,262 |
| 40 |
117-062 |
113-265 |
3-117 |
2.9% |
0-198 |
0.5% |
99% |
True |
False |
398,352 |
| 60 |
117-062 |
112-130 |
4-252 |
4.1% |
0-195 |
0.5% |
99% |
True |
False |
373,749 |
| 80 |
117-062 |
112-125 |
4-257 |
4.1% |
0-196 |
0.5% |
99% |
True |
False |
335,640 |
| 100 |
117-250 |
112-125 |
5-125 |
4.6% |
0-178 |
0.5% |
88% |
False |
False |
268,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-316 |
|
2.618 |
118-095 |
|
1.618 |
117-280 |
|
1.000 |
117-197 |
|
0.618 |
117-145 |
|
HIGH |
117-062 |
|
0.618 |
117-010 |
|
0.500 |
116-314 |
|
0.382 |
116-299 |
|
LOW |
116-247 |
|
0.618 |
116-164 |
|
1.000 |
116-112 |
|
1.618 |
116-029 |
|
2.618 |
115-214 |
|
4.250 |
114-313 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-030 |
116-316 |
| PP |
117-012 |
116-265 |
| S1 |
116-314 |
116-214 |
|