ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-275 |
115-050 |
-0-225 |
-0.6% |
115-175 |
| High |
115-315 |
115-247 |
-0-068 |
-0.2% |
116-217 |
| Low |
115-015 |
115-050 |
0-035 |
0.1% |
115-130 |
| Close |
115-065 |
115-172 |
0-107 |
0.3% |
116-165 |
| Range |
0-300 |
0-197 |
-0-103 |
-34.3% |
1-087 |
| ATR |
0-195 |
0-196 |
0-000 |
0.1% |
0-000 |
| Volume |
378,448 |
463,915 |
85,467 |
22.6% |
1,650,298 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-107 |
117-017 |
115-280 |
|
| R3 |
116-230 |
116-140 |
115-226 |
|
| R2 |
116-033 |
116-033 |
115-208 |
|
| R1 |
115-263 |
115-263 |
115-190 |
115-308 |
| PP |
115-156 |
115-156 |
115-156 |
115-179 |
| S1 |
115-066 |
115-066 |
115-154 |
115-111 |
| S2 |
114-279 |
114-279 |
115-136 |
|
| S3 |
114-082 |
114-189 |
115-118 |
|
| S4 |
113-205 |
113-312 |
115-064 |
|
|
| 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% |
0-205 |
0.6% |
29% |
False |
False |
355,677 |
| 10 |
116-235 |
114-262 |
1-293 |
1.7% |
0-190 |
0.5% |
38% |
False |
False |
335,971 |
| 20 |
116-235 |
113-010 |
3-225 |
3.2% |
0-192 |
0.5% |
68% |
False |
False |
334,354 |
| 40 |
116-280 |
112-125 |
4-155 |
3.9% |
0-205 |
0.6% |
70% |
False |
False |
327,481 |
| 60 |
117-070 |
112-125 |
4-265 |
4.2% |
0-177 |
0.5% |
65% |
False |
False |
219,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-124 |
|
2.618 |
117-123 |
|
1.618 |
116-246 |
|
1.000 |
116-124 |
|
0.618 |
116-049 |
|
HIGH |
115-247 |
|
0.618 |
115-172 |
|
0.500 |
115-148 |
|
0.382 |
115-125 |
|
LOW |
115-050 |
|
0.618 |
114-248 |
|
1.000 |
114-173 |
|
1.618 |
114-051 |
|
2.618 |
113-174 |
|
4.250 |
112-173 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-164 |
115-218 |
| PP |
115-156 |
115-202 |
| S1 |
115-148 |
115-187 |
|