ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-095 |
115-275 |
-0-140 |
-0.4% |
115-175 |
| High |
116-100 |
115-315 |
-0-105 |
-0.3% |
116-217 |
| Low |
115-270 |
115-015 |
-0-255 |
-0.7% |
115-130 |
| Close |
116-000 |
115-065 |
-0-255 |
-0.7% |
116-165 |
| Range |
0-150 |
0-300 |
0-150 |
100.0% |
1-087 |
| ATR |
0-187 |
0-195 |
0-008 |
4.5% |
0-000 |
| Volume |
233,499 |
378,448 |
144,949 |
62.1% |
1,650,298 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-072 |
117-208 |
115-230 |
|
| R3 |
117-092 |
116-228 |
115-148 |
|
| R2 |
116-112 |
116-112 |
115-120 |
|
| R1 |
115-248 |
115-248 |
115-092 |
115-190 |
| PP |
115-132 |
115-132 |
115-132 |
115-102 |
| S1 |
114-268 |
114-268 |
115-038 |
114-210 |
| S2 |
114-152 |
114-152 |
115-010 |
|
| S3 |
113-172 |
113-288 |
114-302 |
|
| S4 |
112-192 |
112-308 |
114-220 |
|
|
| 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 |
116-235 |
115-015 |
1-220 |
1.5% |
0-202 |
0.5% |
9% |
False |
True |
349,729 |
| 10 |
116-235 |
114-162 |
2-073 |
1.9% |
0-186 |
0.5% |
31% |
False |
False |
326,333 |
| 20 |
116-235 |
113-010 |
3-225 |
3.2% |
0-193 |
0.5% |
59% |
False |
False |
326,839 |
| 40 |
116-280 |
112-125 |
4-155 |
3.9% |
0-202 |
0.5% |
63% |
False |
False |
316,300 |
| 60 |
117-150 |
112-125 |
5-025 |
4.4% |
0-177 |
0.5% |
55% |
False |
False |
211,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-310 |
|
2.618 |
118-140 |
|
1.618 |
117-160 |
|
1.000 |
116-295 |
|
0.618 |
116-180 |
|
HIGH |
115-315 |
|
0.618 |
115-200 |
|
0.500 |
115-165 |
|
0.382 |
115-130 |
|
LOW |
115-015 |
|
0.618 |
114-150 |
|
1.000 |
114-035 |
|
1.618 |
113-170 |
|
2.618 |
112-190 |
|
4.250 |
111-020 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-165 |
115-285 |
| PP |
115-132 |
115-212 |
| S1 |
115-098 |
115-138 |
|