ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-202 |
116-100 |
-0-102 |
-0.3% |
116-245 |
| High |
116-315 |
116-267 |
-0-048 |
-0.1% |
117-120 |
| Low |
116-105 |
116-100 |
-0-005 |
0.0% |
116-150 |
| Close |
116-142 |
116-245 |
0-103 |
0.3% |
117-037 |
| Range |
0-210 |
0-167 |
-0-043 |
-20.5% |
0-290 |
| ATR |
0-158 |
0-159 |
0-001 |
0.4% |
0-000 |
| Volume |
13,091 |
10,013 |
-3,078 |
-23.5% |
65,971 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-065 |
118-002 |
117-017 |
|
| R3 |
117-218 |
117-155 |
116-291 |
|
| R2 |
117-051 |
117-051 |
116-276 |
|
| R1 |
116-308 |
116-308 |
116-260 |
117-020 |
| PP |
116-204 |
116-204 |
116-204 |
116-220 |
| S1 |
116-141 |
116-141 |
116-230 |
116-172 |
| S2 |
116-037 |
116-037 |
116-214 |
|
| S3 |
115-190 |
115-294 |
116-199 |
|
| S4 |
115-023 |
115-127 |
116-153 |
|
|
| 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 |
116-100 |
1-020 |
0.9% |
0-148 |
0.4% |
43% |
False |
True |
7,743 |
| 10 |
117-120 |
116-100 |
1-020 |
0.9% |
0-134 |
0.4% |
43% |
False |
True |
14,468 |
| 20 |
117-120 |
115-087 |
2-033 |
1.8% |
0-148 |
0.4% |
71% |
False |
False |
214,056 |
| 40 |
117-120 |
113-265 |
3-175 |
3.0% |
0-178 |
0.5% |
83% |
False |
False |
310,058 |
| 60 |
117-120 |
113-220 |
3-220 |
3.2% |
0-185 |
0.5% |
83% |
False |
False |
319,539 |
| 80 |
117-120 |
112-125 |
4-315 |
4.3% |
0-192 |
0.5% |
88% |
False |
False |
332,070 |
| 100 |
117-120 |
112-125 |
4-315 |
4.3% |
0-183 |
0.5% |
88% |
False |
False |
270,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-017 |
|
2.618 |
118-064 |
|
1.618 |
117-217 |
|
1.000 |
117-114 |
|
0.618 |
117-050 |
|
HIGH |
116-267 |
|
0.618 |
116-203 |
|
0.500 |
116-184 |
|
0.382 |
116-164 |
|
LOW |
116-100 |
|
0.618 |
115-317 |
|
1.000 |
115-253 |
|
1.618 |
115-150 |
|
2.618 |
114-303 |
|
4.250 |
114-030 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-224 |
116-232 |
| PP |
116-204 |
116-220 |
| S1 |
116-184 |
116-208 |
|