ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-037 |
114-290 |
-0-067 |
-0.2% |
115-052 |
| High |
115-045 |
115-117 |
0-072 |
0.2% |
116-082 |
| Low |
114-205 |
114-235 |
0-030 |
0.1% |
114-272 |
| Close |
114-312 |
114-282 |
-0-030 |
-0.1% |
115-027 |
| Range |
0-160 |
0-202 |
0-042 |
26.3% |
1-130 |
| ATR |
0-201 |
0-201 |
0-000 |
0.0% |
0-000 |
| Volume |
289,151 |
291,853 |
2,702 |
0.9% |
1,837,832 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-284 |
116-165 |
115-073 |
|
| R3 |
116-082 |
115-283 |
115-018 |
|
| R2 |
115-200 |
115-200 |
114-319 |
|
| R1 |
115-081 |
115-081 |
114-301 |
115-040 |
| PP |
114-318 |
114-318 |
114-318 |
114-297 |
| S1 |
114-199 |
114-199 |
114-263 |
114-158 |
| S2 |
114-116 |
114-116 |
114-245 |
|
| S3 |
113-234 |
113-317 |
114-226 |
|
| S4 |
113-032 |
113-115 |
114-171 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-197 |
118-242 |
115-274 |
|
| R3 |
118-067 |
117-112 |
115-151 |
|
| R2 |
116-257 |
116-257 |
115-110 |
|
| R1 |
115-302 |
115-302 |
115-068 |
115-214 |
| PP |
115-127 |
115-127 |
115-127 |
115-083 |
| S1 |
114-172 |
114-172 |
114-306 |
114-084 |
| S2 |
113-317 |
113-317 |
114-264 |
|
| S3 |
112-187 |
113-042 |
114-223 |
|
| S4 |
111-057 |
111-232 |
114-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-050 |
114-205 |
1-165 |
1.3% |
0-184 |
0.5% |
16% |
False |
False |
367,081 |
| 10 |
116-082 |
114-205 |
1-197 |
1.4% |
0-219 |
0.6% |
15% |
False |
False |
368,155 |
| 20 |
116-235 |
114-150 |
2-085 |
2.0% |
0-195 |
0.5% |
18% |
False |
False |
339,508 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-202 |
0.6% |
57% |
False |
False |
353,153 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-190 |
0.5% |
53% |
False |
False |
266,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-016 |
|
2.618 |
117-006 |
|
1.618 |
116-124 |
|
1.000 |
115-319 |
|
0.618 |
115-242 |
|
HIGH |
115-117 |
|
0.618 |
115-040 |
|
0.500 |
115-016 |
|
0.382 |
114-312 |
|
LOW |
114-235 |
|
0.618 |
114-110 |
|
1.000 |
114-033 |
|
1.618 |
113-228 |
|
2.618 |
113-026 |
|
4.250 |
112-016 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-016 |
115-001 |
| PP |
114-318 |
114-308 |
| S1 |
114-300 |
114-295 |
|