ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-175 |
115-185 |
0-010 |
0.0% |
114-255 |
| High |
115-215 |
115-272 |
0-057 |
0.2% |
115-177 |
| Low |
115-130 |
115-145 |
0-015 |
0.0% |
114-150 |
| Close |
115-195 |
115-252 |
0-057 |
0.2% |
115-152 |
| Range |
0-085 |
0-127 |
0-042 |
49.4% |
1-027 |
| ATR |
0-188 |
0-184 |
-0-004 |
-2.3% |
0-000 |
| Volume |
334,557 |
233,498 |
-101,059 |
-30.2% |
1,201,452 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-284 |
116-235 |
116-002 |
|
| R3 |
116-157 |
116-108 |
115-287 |
|
| R2 |
116-030 |
116-030 |
115-275 |
|
| R1 |
115-301 |
115-301 |
115-264 |
116-006 |
| PP |
115-223 |
115-223 |
115-223 |
115-235 |
| S1 |
115-174 |
115-174 |
115-240 |
115-198 |
| S2 |
115-096 |
115-096 |
115-229 |
|
| S3 |
114-289 |
115-047 |
115-217 |
|
| S4 |
114-162 |
114-240 |
115-182 |
|
|
| 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 |
115-272 |
114-150 |
1-122 |
1.2% |
0-150 |
0.4% |
95% |
True |
False |
290,712 |
| 10 |
115-272 |
113-215 |
2-057 |
1.9% |
0-174 |
0.5% |
97% |
True |
False |
305,451 |
| 20 |
115-272 |
112-130 |
3-142 |
3.0% |
0-186 |
0.5% |
98% |
True |
False |
330,056 |
| 40 |
117-030 |
112-125 |
4-225 |
4.1% |
0-191 |
0.5% |
72% |
False |
False |
265,856 |
| 60 |
117-250 |
112-125 |
5-125 |
4.7% |
0-161 |
0.4% |
63% |
False |
False |
177,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-172 |
|
2.618 |
116-284 |
|
1.618 |
116-157 |
|
1.000 |
116-079 |
|
0.618 |
116-030 |
|
HIGH |
115-272 |
|
0.618 |
115-223 |
|
0.500 |
115-208 |
|
0.382 |
115-194 |
|
LOW |
115-145 |
|
0.618 |
115-067 |
|
1.000 |
115-018 |
|
1.618 |
114-260 |
|
2.618 |
114-133 |
|
4.250 |
113-245 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-238 |
115-204 |
| PP |
115-223 |
115-155 |
| S1 |
115-208 |
115-107 |
|