ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
116-245 |
-0-080 |
-0.2% |
116-087 |
| High |
117-027 |
116-297 |
-0-050 |
-0.1% |
117-062 |
| Low |
116-215 |
116-190 |
-0-025 |
-0.1% |
116-045 |
| Close |
116-230 |
116-222 |
-0-008 |
0.0% |
116-230 |
| Range |
0-132 |
0-107 |
-0-025 |
-18.9% |
1-017 |
| ATR |
0-170 |
0-166 |
-0-005 |
-2.7% |
0-000 |
| Volume |
13,952 |
18,039 |
4,087 |
29.3% |
613,073 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-237 |
117-177 |
116-281 |
|
| R3 |
117-130 |
117-070 |
116-251 |
|
| R2 |
117-023 |
117-023 |
116-242 |
|
| R1 |
116-283 |
116-283 |
116-232 |
116-260 |
| PP |
116-236 |
116-236 |
116-236 |
116-225 |
| S1 |
116-176 |
116-176 |
116-212 |
116-152 |
| S2 |
116-129 |
116-129 |
116-202 |
|
| S3 |
116-022 |
116-069 |
116-193 |
|
| S4 |
115-235 |
115-282 |
116-163 |
|
|
| 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 |
116-100 |
0-282 |
0.8% |
0-130 |
0.3% |
43% |
False |
False |
42,578 |
| 10 |
117-062 |
115-202 |
1-180 |
1.3% |
0-129 |
0.3% |
68% |
False |
False |
293,130 |
| 20 |
117-062 |
114-100 |
2-282 |
2.5% |
0-161 |
0.4% |
83% |
False |
False |
344,510 |
| 40 |
117-062 |
113-265 |
3-117 |
2.9% |
0-192 |
0.5% |
85% |
False |
False |
371,563 |
| 60 |
117-062 |
113-010 |
4-052 |
3.6% |
0-190 |
0.5% |
88% |
False |
False |
356,319 |
| 80 |
117-062 |
112-125 |
4-257 |
4.1% |
0-195 |
0.5% |
90% |
False |
False |
336,386 |
| 100 |
117-150 |
112-125 |
5-025 |
4.4% |
0-179 |
0.5% |
85% |
False |
False |
269,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-112 |
|
2.618 |
117-257 |
|
1.618 |
117-150 |
|
1.000 |
117-084 |
|
0.618 |
117-043 |
|
HIGH |
116-297 |
|
0.618 |
116-256 |
|
0.500 |
116-244 |
|
0.382 |
116-231 |
|
LOW |
116-190 |
|
0.618 |
116-124 |
|
1.000 |
116-083 |
|
1.618 |
116-017 |
|
2.618 |
115-230 |
|
4.250 |
115-055 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-244 |
116-272 |
| PP |
116-236 |
116-256 |
| S1 |
116-229 |
116-239 |
|