ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-245 |
115-005 |
0-080 |
0.2% |
113-135 |
| High |
115-002 |
115-177 |
0-175 |
0.5% |
114-300 |
| Low |
114-162 |
114-262 |
0-100 |
0.3% |
113-110 |
| Close |
114-305 |
115-152 |
0-167 |
0.5% |
114-267 |
| Range |
0-160 |
0-235 |
0-075 |
46.9% |
1-190 |
| ATR |
0-193 |
0-196 |
0-003 |
1.5% |
0-000 |
| Volume |
367,543 |
294,229 |
-73,314 |
-19.9% |
1,554,497 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-155 |
117-069 |
115-281 |
|
| R3 |
116-240 |
116-154 |
115-217 |
|
| R2 |
116-005 |
116-005 |
115-195 |
|
| R1 |
115-239 |
115-239 |
115-174 |
115-282 |
| PP |
115-090 |
115-090 |
115-090 |
115-112 |
| S1 |
115-004 |
115-004 |
115-130 |
115-047 |
| S2 |
114-175 |
114-175 |
115-109 |
|
| S3 |
113-260 |
114-089 |
115-087 |
|
| S4 |
113-025 |
113-174 |
115-023 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-049 |
118-188 |
115-228 |
|
| R3 |
117-179 |
116-318 |
115-087 |
|
| R2 |
115-309 |
115-309 |
115-040 |
|
| R1 |
115-128 |
115-128 |
114-314 |
115-218 |
| PP |
114-119 |
114-119 |
114-119 |
114-164 |
| S1 |
113-258 |
113-258 |
114-220 |
114-028 |
| S2 |
112-249 |
112-249 |
114-174 |
|
| S3 |
111-059 |
112-068 |
114-127 |
|
| S4 |
109-189 |
110-198 |
113-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-177 |
114-122 |
1-055 |
1.0% |
0-169 |
0.5% |
93% |
True |
False |
306,006 |
| 10 |
115-177 |
113-010 |
2-167 |
2.2% |
0-187 |
0.5% |
97% |
True |
False |
323,399 |
| 20 |
115-177 |
112-125 |
3-052 |
2.7% |
0-210 |
0.6% |
98% |
True |
False |
348,479 |
| 40 |
117-030 |
112-125 |
4-225 |
4.1% |
0-193 |
0.5% |
66% |
False |
False |
251,802 |
| 60 |
117-250 |
112-125 |
5-125 |
4.7% |
0-160 |
0.4% |
57% |
False |
False |
167,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-216 |
|
2.618 |
117-152 |
|
1.618 |
116-237 |
|
1.000 |
116-092 |
|
0.618 |
116-002 |
|
HIGH |
115-177 |
|
0.618 |
115-087 |
|
0.500 |
115-060 |
|
0.382 |
115-032 |
|
LOW |
114-262 |
|
0.618 |
114-117 |
|
1.000 |
114-027 |
|
1.618 |
113-202 |
|
2.618 |
112-287 |
|
4.250 |
111-223 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-121 |
115-102 |
| PP |
115-090 |
115-053 |
| S1 |
115-060 |
115-004 |
|