ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-050 |
115-160 |
0-110 |
0.3% |
116-165 |
| High |
115-247 |
115-220 |
-0-027 |
-0.1% |
116-235 |
| Low |
115-050 |
115-035 |
-0-015 |
0.0% |
115-015 |
| Close |
115-172 |
115-065 |
-0-107 |
-0.3% |
115-065 |
| Range |
0-197 |
0-185 |
-0-012 |
-6.1% |
1-220 |
| ATR |
0-196 |
0-195 |
-0-001 |
-0.4% |
0-000 |
| Volume |
463,915 |
420,352 |
-43,563 |
-9.4% |
1,835,535 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-022 |
116-228 |
115-167 |
|
| R3 |
116-157 |
116-043 |
115-116 |
|
| R2 |
115-292 |
115-292 |
115-099 |
|
| R1 |
115-178 |
115-178 |
115-082 |
115-142 |
| PP |
115-107 |
115-107 |
115-107 |
115-089 |
| S1 |
114-313 |
114-313 |
115-048 |
114-278 |
| S2 |
114-242 |
114-242 |
115-031 |
|
| S3 |
114-057 |
114-128 |
115-014 |
|
| S4 |
113-192 |
113-263 |
114-283 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-232 |
119-208 |
116-042 |
|
| R3 |
119-012 |
117-308 |
115-214 |
|
| R2 |
117-112 |
117-112 |
115-164 |
|
| R1 |
116-088 |
116-088 |
115-114 |
115-310 |
| PP |
115-212 |
115-212 |
115-212 |
115-162 |
| S1 |
114-188 |
114-188 |
115-016 |
114-090 |
| S2 |
113-312 |
113-312 |
114-286 |
|
| S3 |
112-092 |
112-288 |
114-236 |
|
| S4 |
110-192 |
111-068 |
114-088 |
|
|
| 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% |
0-198 |
0.5% |
9% |
False |
False |
367,107 |
| 10 |
116-235 |
115-015 |
1-220 |
1.5% |
0-185 |
0.5% |
9% |
False |
False |
348,583 |
| 20 |
116-235 |
113-010 |
3-225 |
3.2% |
0-186 |
0.5% |
59% |
False |
False |
335,991 |
| 40 |
116-280 |
112-125 |
4-155 |
3.9% |
0-204 |
0.6% |
63% |
False |
False |
337,100 |
| 60 |
117-070 |
112-125 |
4-265 |
4.2% |
0-178 |
0.5% |
58% |
False |
False |
226,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-046 |
|
2.618 |
117-064 |
|
1.618 |
116-199 |
|
1.000 |
116-085 |
|
0.618 |
116-014 |
|
HIGH |
115-220 |
|
0.618 |
115-149 |
|
0.500 |
115-128 |
|
0.382 |
115-106 |
|
LOW |
115-035 |
|
0.618 |
114-241 |
|
1.000 |
114-170 |
|
1.618 |
114-056 |
|
2.618 |
113-191 |
|
4.250 |
112-209 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-128 |
115-165 |
| PP |
115-107 |
115-132 |
| S1 |
115-086 |
115-098 |
|