ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-220 |
117-000 |
0-100 |
0.3% |
116-245 |
| High |
117-072 |
117-120 |
0-048 |
0.1% |
117-120 |
| Low |
116-202 |
117-000 |
0-118 |
0.3% |
116-150 |
| Close |
117-035 |
117-037 |
0-002 |
0.0% |
117-037 |
| Range |
0-190 |
0-120 |
-0-070 |
-36.8% |
0-290 |
| ATR |
0-163 |
0-159 |
-0-003 |
-1.9% |
0-000 |
| Volume |
16,681 |
7,116 |
-9,565 |
-57.3% |
65,971 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-092 |
118-025 |
117-103 |
|
| R3 |
117-292 |
117-225 |
117-070 |
|
| R2 |
117-172 |
117-172 |
117-059 |
|
| R1 |
117-105 |
117-105 |
117-048 |
117-138 |
| PP |
117-052 |
117-052 |
117-052 |
117-069 |
| S1 |
116-305 |
116-305 |
117-026 |
117-018 |
| S2 |
116-252 |
116-252 |
117-015 |
|
| S3 |
116-132 |
116-185 |
117-004 |
|
| S4 |
116-012 |
116-065 |
116-291 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-226 |
119-101 |
117-196 |
|
| R3 |
118-256 |
118-131 |
117-117 |
|
| R2 |
117-286 |
117-286 |
117-090 |
|
| R1 |
117-161 |
117-161 |
117-064 |
117-224 |
| PP |
116-316 |
116-316 |
116-316 |
117-027 |
| S1 |
116-191 |
116-191 |
117-010 |
116-254 |
| S2 |
116-026 |
116-026 |
116-304 |
|
| S3 |
115-056 |
115-221 |
116-277 |
|
| S4 |
114-086 |
114-251 |
116-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-120 |
116-150 |
0-290 |
0.8% |
0-128 |
0.3% |
71% |
True |
False |
15,984 |
| 10 |
117-120 |
115-265 |
1-175 |
1.3% |
0-133 |
0.4% |
83% |
True |
False |
136,521 |
| 20 |
117-120 |
115-077 |
2-043 |
1.8% |
0-148 |
0.4% |
88% |
True |
False |
292,157 |
| 40 |
117-120 |
113-265 |
3-175 |
3.0% |
0-186 |
0.5% |
93% |
True |
False |
345,865 |
| 60 |
117-120 |
113-010 |
4-110 |
3.7% |
0-188 |
0.5% |
94% |
True |
False |
342,028 |
| 80 |
117-120 |
112-125 |
4-315 |
4.3% |
0-195 |
0.5% |
95% |
True |
False |
336,673 |
| 100 |
117-120 |
112-125 |
4-315 |
4.3% |
0-181 |
0.5% |
95% |
True |
False |
269,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-310 |
|
2.618 |
118-114 |
|
1.618 |
117-314 |
|
1.000 |
117-240 |
|
0.618 |
117-194 |
|
HIGH |
117-120 |
|
0.618 |
117-074 |
|
0.500 |
117-060 |
|
0.382 |
117-046 |
|
LOW |
117-000 |
|
0.618 |
116-246 |
|
1.000 |
116-200 |
|
1.618 |
116-126 |
|
2.618 |
116-006 |
|
4.250 |
115-130 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-060 |
117-016 |
| PP |
117-052 |
116-316 |
| S1 |
117-045 |
116-295 |
|