ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-290 |
114-277 |
-0-013 |
0.0% |
115-052 |
| High |
115-117 |
115-042 |
-0-075 |
-0.2% |
116-082 |
| Low |
114-235 |
114-107 |
-0-128 |
-0.3% |
114-272 |
| Close |
114-282 |
114-220 |
-0-062 |
-0.2% |
115-027 |
| Range |
0-202 |
0-255 |
0-053 |
26.2% |
1-130 |
| ATR |
0-201 |
0-205 |
0-004 |
1.9% |
0-000 |
| Volume |
291,853 |
378,788 |
86,935 |
29.8% |
1,837,832 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-035 |
116-222 |
115-040 |
|
| R3 |
116-100 |
115-287 |
114-290 |
|
| R2 |
115-165 |
115-165 |
114-267 |
|
| R1 |
115-032 |
115-032 |
114-243 |
114-291 |
| PP |
114-230 |
114-230 |
114-230 |
114-199 |
| S1 |
114-097 |
114-097 |
114-197 |
114-036 |
| S2 |
113-295 |
113-295 |
114-173 |
|
| S3 |
113-040 |
113-162 |
114-150 |
|
| S4 |
112-105 |
112-227 |
114-080 |
|
|
| 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 |
115-270 |
114-107 |
1-163 |
1.3% |
0-204 |
0.6% |
23% |
False |
True |
350,817 |
| 10 |
116-082 |
114-107 |
1-295 |
1.7% |
0-214 |
0.6% |
18% |
False |
True |
368,189 |
| 20 |
116-235 |
114-107 |
2-128 |
2.1% |
0-200 |
0.5% |
15% |
False |
True |
347,261 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-205 |
0.6% |
53% |
False |
False |
350,934 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-193 |
0.5% |
49% |
False |
False |
272,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-166 |
|
2.618 |
117-070 |
|
1.618 |
116-135 |
|
1.000 |
115-297 |
|
0.618 |
115-200 |
|
HIGH |
115-042 |
|
0.618 |
114-265 |
|
0.500 |
114-234 |
|
0.382 |
114-204 |
|
LOW |
114-107 |
|
0.618 |
113-269 |
|
1.000 |
113-172 |
|
1.618 |
113-014 |
|
2.618 |
112-079 |
|
4.250 |
110-303 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-234 |
114-272 |
| PP |
114-230 |
114-255 |
| S1 |
114-225 |
114-237 |
|