ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-135 |
116-000 |
-0-135 |
-0.4% |
115-175 |
| High |
116-140 |
116-217 |
0-077 |
0.2% |
116-217 |
| Low |
115-280 |
115-317 |
0-037 |
0.1% |
115-130 |
| Close |
115-312 |
116-165 |
0-173 |
0.5% |
116-165 |
| Range |
0-180 |
0-220 |
0-040 |
22.2% |
1-087 |
| ATR |
0-190 |
0-192 |
0-003 |
1.3% |
0-000 |
| Volume |
434,175 |
363,203 |
-70,972 |
-16.3% |
1,650,298 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-146 |
118-056 |
116-286 |
|
| R3 |
117-246 |
117-156 |
116-226 |
|
| R2 |
117-026 |
117-026 |
116-205 |
|
| R1 |
116-256 |
116-256 |
116-185 |
116-301 |
| PP |
116-126 |
116-126 |
116-126 |
116-149 |
| S1 |
116-036 |
116-036 |
116-145 |
116-081 |
| S2 |
115-226 |
115-226 |
116-125 |
|
| S3 |
115-006 |
115-136 |
116-104 |
|
| S4 |
114-106 |
114-236 |
116-044 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-005 |
119-172 |
117-069 |
|
| R3 |
118-238 |
118-085 |
116-277 |
|
| R2 |
117-151 |
117-151 |
116-240 |
|
| R1 |
116-318 |
116-318 |
116-202 |
117-074 |
| PP |
116-064 |
116-064 |
116-064 |
116-102 |
| S1 |
115-231 |
115-231 |
116-128 |
115-308 |
| S2 |
114-297 |
114-297 |
116-090 |
|
| S3 |
113-210 |
114-144 |
116-053 |
|
| S4 |
112-123 |
113-057 |
115-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-217 |
115-130 |
1-087 |
1.1% |
0-171 |
0.5% |
87% |
True |
False |
330,059 |
| 10 |
116-217 |
114-122 |
2-095 |
2.0% |
0-170 |
0.5% |
93% |
True |
False |
318,033 |
| 20 |
116-217 |
113-010 |
3-207 |
3.1% |
0-186 |
0.5% |
96% |
True |
False |
330,455 |
| 40 |
117-030 |
112-125 |
4-225 |
4.0% |
0-196 |
0.5% |
88% |
False |
False |
292,764 |
| 60 |
117-150 |
112-125 |
5-025 |
4.4% |
0-168 |
0.5% |
81% |
False |
False |
195,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-192 |
|
2.618 |
118-153 |
|
1.618 |
117-253 |
|
1.000 |
117-117 |
|
0.618 |
117-033 |
|
HIGH |
116-217 |
|
0.618 |
116-133 |
|
0.500 |
116-107 |
|
0.382 |
116-081 |
|
LOW |
115-317 |
|
0.618 |
115-181 |
|
1.000 |
115-097 |
|
1.618 |
114-281 |
|
2.618 |
114-061 |
|
4.250 |
113-022 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-146 |
116-135 |
| PP |
116-126 |
116-106 |
| S1 |
116-107 |
116-076 |
|