ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-005 |
115-175 |
0-170 |
0.5% |
114-255 |
| High |
115-177 |
115-215 |
0-038 |
0.1% |
115-177 |
| Low |
114-262 |
115-130 |
0-188 |
0.5% |
114-150 |
| Close |
115-152 |
115-195 |
0-043 |
0.1% |
115-152 |
| Range |
0-235 |
0-085 |
-0-150 |
-63.8% |
1-027 |
| ATR |
0-196 |
0-188 |
-0-008 |
-4.0% |
0-000 |
| Volume |
294,229 |
334,557 |
40,328 |
13.7% |
1,201,452 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-115 |
116-080 |
115-242 |
|
| R3 |
116-030 |
115-315 |
115-218 |
|
| R2 |
115-265 |
115-265 |
115-211 |
|
| R1 |
115-230 |
115-230 |
115-203 |
115-248 |
| PP |
115-180 |
115-180 |
115-180 |
115-189 |
| S1 |
115-145 |
115-145 |
115-187 |
115-162 |
| S2 |
115-095 |
115-095 |
115-179 |
|
| S3 |
115-010 |
115-060 |
115-172 |
|
| S4 |
114-245 |
114-295 |
115-148 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-134 |
118-010 |
116-023 |
|
| R3 |
117-107 |
116-303 |
115-247 |
|
| R2 |
116-080 |
116-080 |
115-216 |
|
| R1 |
115-276 |
115-276 |
115-184 |
116-018 |
| PP |
115-053 |
115-053 |
115-053 |
115-084 |
| S1 |
114-249 |
114-249 |
115-120 |
114-311 |
| S2 |
114-026 |
114-026 |
115-088 |
|
| S3 |
112-319 |
113-222 |
115-057 |
|
| S4 |
111-292 |
112-195 |
114-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-215 |
114-150 |
1-065 |
1.0% |
0-150 |
0.4% |
95% |
True |
False |
307,201 |
| 10 |
115-215 |
113-110 |
2-105 |
2.0% |
0-181 |
0.5% |
97% |
True |
False |
309,050 |
| 20 |
115-215 |
112-125 |
3-090 |
2.8% |
0-190 |
0.5% |
98% |
True |
False |
347,666 |
| 40 |
117-030 |
112-125 |
4-225 |
4.1% |
0-191 |
0.5% |
68% |
False |
False |
260,128 |
| 60 |
117-250 |
112-125 |
5-125 |
4.7% |
0-160 |
0.4% |
60% |
False |
False |
173,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-256 |
|
2.618 |
116-118 |
|
1.618 |
116-033 |
|
1.000 |
115-300 |
|
0.618 |
115-268 |
|
HIGH |
115-215 |
|
0.618 |
115-183 |
|
0.500 |
115-172 |
|
0.382 |
115-162 |
|
LOW |
115-130 |
|
0.618 |
115-077 |
|
1.000 |
115-045 |
|
1.618 |
114-312 |
|
2.618 |
114-227 |
|
4.250 |
114-089 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-188 |
115-140 |
| PP |
115-180 |
115-084 |
| S1 |
115-172 |
115-028 |
|