ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-185 |
115-265 |
0-080 |
0.2% |
114-255 |
| High |
115-272 |
116-180 |
0-228 |
0.6% |
115-177 |
| Low |
115-145 |
115-255 |
0-110 |
0.3% |
114-150 |
| Close |
115-252 |
116-165 |
0-233 |
0.6% |
115-152 |
| Range |
0-127 |
0-245 |
0-118 |
92.9% |
1-027 |
| ATR |
0-184 |
0-188 |
0-005 |
2.5% |
0-000 |
| Volume |
233,498 |
284,865 |
51,367 |
22.0% |
1,201,452 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-188 |
118-102 |
116-300 |
|
| R3 |
117-263 |
117-177 |
116-232 |
|
| R2 |
117-018 |
117-018 |
116-210 |
|
| R1 |
116-252 |
116-252 |
116-187 |
116-295 |
| PP |
116-093 |
116-093 |
116-093 |
116-115 |
| S1 |
116-007 |
116-007 |
116-143 |
116-050 |
| S2 |
115-168 |
115-168 |
116-120 |
|
| S3 |
114-243 |
115-082 |
116-098 |
|
| S4 |
113-318 |
114-157 |
116-030 |
|
|
| 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 |
116-180 |
114-162 |
2-018 |
1.8% |
0-170 |
0.5% |
98% |
True |
False |
302,938 |
| 10 |
116-180 |
113-220 |
2-280 |
2.5% |
0-185 |
0.5% |
98% |
True |
False |
309,357 |
| 20 |
116-180 |
112-130 |
4-050 |
3.6% |
0-189 |
0.5% |
99% |
True |
False |
324,543 |
| 40 |
117-030 |
112-125 |
4-225 |
4.0% |
0-194 |
0.5% |
88% |
False |
False |
272,929 |
| 60 |
117-250 |
112-125 |
5-125 |
4.6% |
0-165 |
0.4% |
77% |
False |
False |
182,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-261 |
|
2.618 |
118-181 |
|
1.618 |
117-256 |
|
1.000 |
117-105 |
|
0.618 |
117-011 |
|
HIGH |
116-180 |
|
0.618 |
116-086 |
|
0.500 |
116-058 |
|
0.382 |
116-029 |
|
LOW |
115-255 |
|
0.618 |
115-104 |
|
1.000 |
115-010 |
|
1.618 |
114-179 |
|
2.618 |
113-254 |
|
4.250 |
112-174 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-129 |
116-108 |
| PP |
116-093 |
116-052 |
| S1 |
116-058 |
115-315 |
|