ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
117-052 |
116-232 |
-0-140 |
-0.4% |
116-245 |
| High |
117-062 |
116-260 |
-0-122 |
-0.3% |
117-120 |
| Low |
116-242 |
116-155 |
-0-087 |
-0.2% |
116-150 |
| Close |
116-260 |
116-207 |
-0-053 |
-0.1% |
117-037 |
| Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
0-290 |
| ATR |
0-158 |
0-154 |
-0-004 |
-2.4% |
0-000 |
| Volume |
2,520 |
5,975 |
3,455 |
137.1% |
65,971 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-202 |
117-150 |
116-265 |
|
| R3 |
117-097 |
117-045 |
116-236 |
|
| R2 |
116-312 |
116-312 |
116-226 |
|
| R1 |
116-260 |
116-260 |
116-217 |
116-234 |
| PP |
116-207 |
116-207 |
116-207 |
116-194 |
| S1 |
116-155 |
116-155 |
116-197 |
116-128 |
| S2 |
116-102 |
116-102 |
116-188 |
|
| S3 |
115-317 |
116-050 |
116-178 |
|
| S4 |
115-212 |
115-265 |
116-149 |
|
|
| 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% |
0-129 |
0.3% |
20% |
False |
False |
11,285 |
| 10 |
117-120 |
116-100 |
1-020 |
0.9% |
0-130 |
0.3% |
31% |
False |
False |
26,931 |
| 20 |
117-120 |
115-087 |
2-033 |
1.8% |
0-142 |
0.4% |
65% |
False |
False |
246,982 |
| 40 |
117-120 |
113-265 |
3-175 |
3.0% |
0-181 |
0.5% |
79% |
False |
False |
327,514 |
| 60 |
117-120 |
113-110 |
4-010 |
3.5% |
0-184 |
0.5% |
82% |
False |
False |
327,742 |
| 80 |
117-120 |
112-125 |
4-315 |
4.3% |
0-193 |
0.5% |
85% |
False |
False |
335,276 |
| 100 |
117-120 |
112-125 |
4-315 |
4.3% |
0-181 |
0.5% |
85% |
False |
False |
269,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-066 |
|
2.618 |
117-215 |
|
1.618 |
117-110 |
|
1.000 |
117-045 |
|
0.618 |
117-005 |
|
HIGH |
116-260 |
|
0.618 |
116-220 |
|
0.500 |
116-208 |
|
0.382 |
116-195 |
|
LOW |
116-155 |
|
0.618 |
116-090 |
|
1.000 |
116-050 |
|
1.618 |
115-305 |
|
2.618 |
115-200 |
|
4.250 |
115-029 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-208 |
116-298 |
| PP |
116-207 |
116-267 |
| S1 |
116-207 |
116-237 |
|