ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
117-035 |
117-005 |
-0-030 |
-0.1% |
116-087 |
| High |
117-035 |
117-027 |
-0-008 |
0.0% |
117-062 |
| Low |
116-277 |
116-215 |
-0-062 |
-0.2% |
116-045 |
| Close |
117-012 |
116-230 |
-0-102 |
-0.3% |
116-230 |
| Range |
0-078 |
0-132 |
0-054 |
69.2% |
1-017 |
| ATR |
0-173 |
0-170 |
-0-003 |
-1.7% |
0-000 |
| Volume |
33,165 |
13,952 |
-19,213 |
-57.9% |
613,073 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-020 |
117-257 |
116-303 |
|
| R3 |
117-208 |
117-125 |
116-266 |
|
| R2 |
117-076 |
117-076 |
116-254 |
|
| R1 |
116-313 |
116-313 |
116-242 |
116-288 |
| PP |
116-264 |
116-264 |
116-264 |
116-252 |
| S1 |
116-181 |
116-181 |
116-218 |
116-156 |
| S2 |
116-132 |
116-132 |
116-206 |
|
| S3 |
116-000 |
116-049 |
116-194 |
|
| S4 |
115-188 |
115-237 |
116-157 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-270 |
119-107 |
117-095 |
|
| R3 |
118-253 |
118-090 |
117-003 |
|
| R2 |
117-236 |
117-236 |
116-292 |
|
| R1 |
117-073 |
117-073 |
116-261 |
117-154 |
| PP |
116-219 |
116-219 |
116-219 |
116-260 |
| S1 |
116-056 |
116-056 |
116-199 |
116-138 |
| S2 |
115-202 |
115-202 |
116-168 |
|
| S3 |
114-185 |
115-039 |
116-137 |
|
| S4 |
113-168 |
114-022 |
116-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-062 |
116-045 |
1-017 |
0.9% |
0-135 |
0.4% |
55% |
False |
False |
122,614 |
| 10 |
117-062 |
115-087 |
1-295 |
1.6% |
0-138 |
0.4% |
75% |
False |
False |
333,913 |
| 20 |
117-062 |
113-277 |
3-105 |
2.9% |
0-167 |
0.4% |
86% |
False |
False |
368,413 |
| 40 |
117-062 |
113-265 |
3-117 |
2.9% |
0-193 |
0.5% |
86% |
False |
False |
379,595 |
| 60 |
117-062 |
113-010 |
4-052 |
3.6% |
0-191 |
0.5% |
89% |
False |
False |
363,215 |
| 80 |
117-062 |
112-125 |
4-257 |
4.1% |
0-195 |
0.5% |
90% |
False |
False |
336,180 |
| 100 |
117-150 |
112-125 |
5-025 |
4.4% |
0-178 |
0.5% |
85% |
False |
False |
269,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-268 |
|
2.618 |
118-053 |
|
1.618 |
117-241 |
|
1.000 |
117-159 |
|
0.618 |
117-109 |
|
HIGH |
117-027 |
|
0.618 |
116-297 |
|
0.500 |
116-281 |
|
0.382 |
116-265 |
|
LOW |
116-215 |
|
0.618 |
116-133 |
|
1.000 |
116-083 |
|
1.618 |
116-001 |
|
2.618 |
115-189 |
|
4.250 |
114-294 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-281 |
116-298 |
| PP |
116-264 |
116-276 |
| S1 |
116-247 |
116-253 |
|