ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-160 |
115-052 |
-0-108 |
-0.3% |
116-165 |
| High |
115-220 |
115-212 |
-0-008 |
0.0% |
116-235 |
| Low |
115-035 |
114-272 |
-0-083 |
-0.2% |
115-015 |
| Close |
115-065 |
115-192 |
0-127 |
0.3% |
115-065 |
| Range |
0-185 |
0-260 |
0-075 |
40.5% |
1-220 |
| ATR |
0-195 |
0-199 |
0-005 |
2.4% |
0-000 |
| Volume |
420,352 |
322,175 |
-98,177 |
-23.4% |
1,835,535 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-259 |
117-165 |
116-015 |
|
| R3 |
116-319 |
116-225 |
115-264 |
|
| R2 |
116-059 |
116-059 |
115-240 |
|
| R1 |
115-285 |
115-285 |
115-216 |
116-012 |
| PP |
115-119 |
115-119 |
115-119 |
115-142 |
| S1 |
115-025 |
115-025 |
115-168 |
115-072 |
| S2 |
114-179 |
114-179 |
115-144 |
|
| S3 |
113-239 |
114-085 |
115-120 |
|
| S4 |
112-299 |
113-145 |
115-049 |
|
|
| 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 |
116-100 |
114-272 |
1-148 |
1.3% |
0-218 |
0.6% |
51% |
False |
True |
363,677 |
| 10 |
116-235 |
114-272 |
1-283 |
1.6% |
0-202 |
0.5% |
40% |
False |
True |
347,345 |
| 20 |
116-235 |
113-110 |
3-125 |
2.9% |
0-191 |
0.5% |
67% |
False |
False |
328,197 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-204 |
0.6% |
74% |
False |
False |
343,039 |
| 60 |
117-070 |
112-125 |
4-265 |
4.2% |
0-181 |
0.5% |
66% |
False |
False |
231,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-037 |
|
2.618 |
117-253 |
|
1.618 |
116-313 |
|
1.000 |
116-152 |
|
0.618 |
116-053 |
|
HIGH |
115-212 |
|
0.618 |
115-113 |
|
0.500 |
115-082 |
|
0.382 |
115-051 |
|
LOW |
114-272 |
|
0.618 |
114-111 |
|
1.000 |
114-012 |
|
1.618 |
113-171 |
|
2.618 |
112-231 |
|
4.250 |
111-127 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-155 |
115-161 |
| PP |
115-119 |
115-130 |
| S1 |
115-082 |
115-100 |
|