ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-100 |
116-217 |
0-117 |
0.3% |
117-052 |
| High |
116-267 |
116-217 |
-0-050 |
-0.1% |
117-062 |
| Low |
116-100 |
116-120 |
0-020 |
0.1% |
116-100 |
| Close |
116-245 |
116-120 |
-0-125 |
-0.3% |
116-120 |
| Range |
0-167 |
0-097 |
-0-070 |
-41.9% |
0-282 |
| ATR |
0-159 |
0-156 |
-0-002 |
-1.5% |
0-000 |
| Volume |
10,013 |
14,475 |
4,462 |
44.6% |
46,074 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-123 |
117-059 |
116-173 |
|
| R3 |
117-026 |
116-282 |
116-147 |
|
| R2 |
116-249 |
116-249 |
116-138 |
|
| R1 |
116-185 |
116-185 |
116-129 |
116-168 |
| PP |
116-152 |
116-152 |
116-152 |
116-144 |
| S1 |
116-088 |
116-088 |
116-111 |
116-072 |
| S2 |
116-055 |
116-055 |
116-102 |
|
| S3 |
115-278 |
115-311 |
116-093 |
|
| S4 |
115-181 |
115-214 |
116-067 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-087 |
118-225 |
116-275 |
|
| R3 |
118-125 |
117-263 |
116-198 |
|
| R2 |
117-163 |
117-163 |
116-172 |
|
| R1 |
116-301 |
116-301 |
116-146 |
116-251 |
| PP |
116-201 |
116-201 |
116-201 |
116-176 |
| S1 |
116-019 |
116-019 |
116-094 |
115-289 |
| S2 |
115-239 |
115-239 |
116-068 |
|
| S3 |
114-277 |
115-057 |
116-042 |
|
| S4 |
113-315 |
114-095 |
115-285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-062 |
116-100 |
0-282 |
0.8% |
0-144 |
0.4% |
7% |
False |
False |
9,214 |
| 10 |
117-120 |
116-100 |
1-020 |
0.9% |
0-136 |
0.4% |
6% |
False |
False |
12,599 |
| 20 |
117-120 |
115-087 |
2-033 |
1.8% |
0-146 |
0.4% |
52% |
False |
False |
190,609 |
| 40 |
117-120 |
113-265 |
3-175 |
3.0% |
0-173 |
0.5% |
72% |
False |
False |
301,887 |
| 60 |
117-120 |
113-220 |
3-220 |
3.2% |
0-183 |
0.5% |
73% |
False |
False |
314,830 |
| 80 |
117-120 |
112-125 |
4-315 |
4.3% |
0-190 |
0.5% |
80% |
False |
False |
329,195 |
| 100 |
117-120 |
112-125 |
4-315 |
4.3% |
0-182 |
0.5% |
80% |
False |
False |
270,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-309 |
|
2.618 |
117-151 |
|
1.618 |
117-054 |
|
1.000 |
116-314 |
|
0.618 |
116-277 |
|
HIGH |
116-217 |
|
0.618 |
116-180 |
|
0.500 |
116-168 |
|
0.382 |
116-157 |
|
LOW |
116-120 |
|
0.618 |
116-060 |
|
1.000 |
116-023 |
|
1.618 |
115-283 |
|
2.618 |
115-186 |
|
4.250 |
115-028 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-168 |
116-208 |
| PP |
116-152 |
116-178 |
| S1 |
116-136 |
116-149 |
|