ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-285 |
117-035 |
0-070 |
0.2% |
115-140 |
| High |
117-062 |
117-035 |
-0-027 |
-0.1% |
116-090 |
| Low |
116-247 |
116-277 |
0-030 |
0.1% |
115-087 |
| Close |
117-047 |
117-012 |
-0-035 |
-0.1% |
116-052 |
| Range |
0-135 |
0-078 |
-0-057 |
-42.2% |
1-003 |
| ATR |
0-180 |
0-173 |
-0-006 |
-3.6% |
0-000 |
| Volume |
62,888 |
33,165 |
-29,723 |
-47.3% |
2,726,066 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-235 |
117-202 |
117-055 |
|
| R3 |
117-157 |
117-124 |
117-033 |
|
| R2 |
117-079 |
117-079 |
117-026 |
|
| R1 |
117-046 |
117-046 |
117-019 |
117-024 |
| PP |
117-001 |
117-001 |
117-001 |
116-310 |
| S1 |
116-288 |
116-288 |
117-005 |
116-266 |
| S2 |
116-243 |
116-243 |
116-318 |
|
| S3 |
116-165 |
116-210 |
116-311 |
|
| S4 |
116-087 |
116-132 |
116-289 |
|
|
| 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 |
115-265 |
1-117 |
1.2% |
0-137 |
0.4% |
89% |
False |
False |
257,057 |
| 10 |
117-062 |
115-087 |
1-295 |
1.6% |
0-156 |
0.4% |
92% |
False |
False |
368,618 |
| 20 |
117-062 |
113-265 |
3-117 |
2.9% |
0-175 |
0.5% |
95% |
False |
False |
385,604 |
| 40 |
117-062 |
113-265 |
3-117 |
2.9% |
0-196 |
0.5% |
95% |
False |
False |
388,327 |
| 60 |
117-062 |
112-130 |
4-252 |
4.1% |
0-194 |
0.5% |
97% |
False |
False |
368,098 |
| 80 |
117-062 |
112-125 |
4-257 |
4.1% |
0-196 |
0.5% |
97% |
False |
False |
336,031 |
| 100 |
117-250 |
112-125 |
5-125 |
4.6% |
0-178 |
0.5% |
86% |
False |
False |
268,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-046 |
|
2.618 |
117-239 |
|
1.618 |
117-161 |
|
1.000 |
117-113 |
|
0.618 |
117-083 |
|
HIGH |
117-035 |
|
0.618 |
117-005 |
|
0.500 |
116-316 |
|
0.382 |
116-307 |
|
LOW |
116-277 |
|
0.618 |
116-229 |
|
1.000 |
116-199 |
|
1.618 |
116-151 |
|
2.618 |
116-073 |
|
4.250 |
115-266 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-007 |
116-302 |
| PP |
117-001 |
116-271 |
| S1 |
116-316 |
116-241 |
|