ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-245 |
116-207 |
-0-038 |
-0.1% |
116-087 |
| High |
116-297 |
116-242 |
-0-055 |
-0.1% |
117-062 |
| Low |
116-190 |
116-150 |
-0-040 |
-0.1% |
116-045 |
| Close |
116-222 |
116-222 |
0-000 |
0.0% |
116-230 |
| Range |
0-107 |
0-092 |
-0-015 |
-14.0% |
1-017 |
| ATR |
0-166 |
0-160 |
-0-005 |
-3.2% |
0-000 |
| Volume |
18,039 |
24,135 |
6,096 |
33.8% |
613,073 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-161 |
117-123 |
116-273 |
|
| R3 |
117-069 |
117-031 |
116-247 |
|
| R2 |
116-297 |
116-297 |
116-239 |
|
| R1 |
116-259 |
116-259 |
116-230 |
116-278 |
| PP |
116-205 |
116-205 |
116-205 |
116-214 |
| S1 |
116-167 |
116-167 |
116-214 |
116-186 |
| S2 |
116-113 |
116-113 |
116-205 |
|
| S3 |
116-021 |
116-075 |
116-197 |
|
| S4 |
115-249 |
115-303 |
116-171 |
|
|
| 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 |
116-150 |
0-232 |
0.6% |
0-109 |
0.3% |
31% |
False |
True |
30,435 |
| 10 |
117-062 |
115-247 |
1-135 |
1.2% |
0-126 |
0.3% |
65% |
False |
False |
249,096 |
| 20 |
117-062 |
114-115 |
2-267 |
2.4% |
0-157 |
0.4% |
82% |
False |
False |
330,716 |
| 40 |
117-062 |
113-265 |
3-117 |
2.9% |
0-191 |
0.5% |
85% |
False |
False |
366,329 |
| 60 |
117-062 |
113-010 |
4-052 |
3.6% |
0-190 |
0.5% |
88% |
False |
False |
352,003 |
| 80 |
117-062 |
112-125 |
4-257 |
4.1% |
0-195 |
0.5% |
90% |
False |
False |
336,630 |
| 100 |
117-150 |
112-125 |
5-025 |
4.4% |
0-180 |
0.5% |
85% |
False |
False |
269,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-313 |
|
2.618 |
117-163 |
|
1.618 |
117-071 |
|
1.000 |
117-014 |
|
0.618 |
116-299 |
|
HIGH |
116-242 |
|
0.618 |
116-207 |
|
0.500 |
116-196 |
|
0.382 |
116-185 |
|
LOW |
116-150 |
|
0.618 |
116-093 |
|
1.000 |
116-058 |
|
1.618 |
116-001 |
|
2.618 |
115-229 |
|
4.250 |
115-079 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-213 |
116-248 |
| PP |
116-205 |
116-240 |
| S1 |
116-196 |
116-231 |
|