ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-207 |
116-220 |
0-013 |
0.0% |
116-087 |
| High |
116-242 |
117-072 |
0-150 |
0.4% |
117-062 |
| Low |
116-150 |
116-202 |
0-052 |
0.1% |
116-045 |
| Close |
116-222 |
117-035 |
0-133 |
0.4% |
116-230 |
| Range |
0-092 |
0-190 |
0-098 |
106.5% |
1-017 |
| ATR |
0-160 |
0-163 |
0-002 |
1.3% |
0-000 |
| Volume |
24,135 |
16,681 |
-7,454 |
-30.9% |
613,073 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-246 |
118-171 |
117-140 |
|
| R3 |
118-056 |
117-301 |
117-087 |
|
| R2 |
117-186 |
117-186 |
117-070 |
|
| R1 |
117-111 |
117-111 |
117-052 |
117-148 |
| PP |
116-316 |
116-316 |
116-316 |
117-015 |
| S1 |
116-241 |
116-241 |
117-018 |
116-278 |
| S2 |
116-126 |
116-126 |
117-000 |
|
| S3 |
115-256 |
116-051 |
116-303 |
|
| S4 |
115-066 |
115-181 |
116-250 |
|
|
| 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 |
117-072 |
116-150 |
0-242 |
0.6% |
0-120 |
0.3% |
85% |
True |
False |
21,194 |
| 10 |
117-072 |
115-247 |
1-145 |
1.2% |
0-137 |
0.4% |
92% |
True |
False |
193,496 |
| 20 |
117-072 |
114-177 |
2-215 |
2.3% |
0-156 |
0.4% |
96% |
True |
False |
310,975 |
| 40 |
117-072 |
113-265 |
3-127 |
2.9% |
0-188 |
0.5% |
97% |
True |
False |
357,285 |
| 60 |
117-072 |
113-010 |
4-062 |
3.6% |
0-189 |
0.5% |
97% |
True |
False |
347,136 |
| 80 |
117-072 |
112-125 |
4-267 |
4.1% |
0-195 |
0.5% |
98% |
True |
False |
336,793 |
| 100 |
117-150 |
112-125 |
5-025 |
4.3% |
0-181 |
0.5% |
93% |
False |
False |
269,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-240 |
|
2.618 |
118-249 |
|
1.618 |
118-059 |
|
1.000 |
117-262 |
|
0.618 |
117-189 |
|
HIGH |
117-072 |
|
0.618 |
116-319 |
|
0.500 |
116-297 |
|
0.382 |
116-275 |
|
LOW |
116-202 |
|
0.618 |
116-085 |
|
1.000 |
116-012 |
|
1.618 |
115-215 |
|
2.618 |
115-025 |
|
4.250 |
114-034 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-016 |
117-007 |
| PP |
116-316 |
116-299 |
| S1 |
116-297 |
116-271 |
|