ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-277 |
114-222 |
-0-055 |
-0.1% |
115-052 |
| High |
115-042 |
114-297 |
-0-065 |
-0.2% |
116-082 |
| Low |
114-107 |
114-122 |
0-015 |
0.0% |
114-272 |
| Close |
114-220 |
114-225 |
0-005 |
0.0% |
115-027 |
| Range |
0-255 |
0-175 |
-0-080 |
-31.4% |
1-130 |
| ATR |
0-205 |
0-203 |
-0-002 |
-1.0% |
0-000 |
| Volume |
378,788 |
522,016 |
143,228 |
37.8% |
1,837,832 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-100 |
116-017 |
115-001 |
|
| R3 |
115-245 |
115-162 |
114-273 |
|
| R2 |
115-070 |
115-070 |
114-257 |
|
| R1 |
114-307 |
114-307 |
114-241 |
115-028 |
| PP |
114-215 |
114-215 |
114-215 |
114-235 |
| S1 |
114-132 |
114-132 |
114-209 |
114-174 |
| S2 |
114-040 |
114-040 |
114-193 |
|
| S3 |
113-185 |
113-277 |
114-177 |
|
| S4 |
113-010 |
113-102 |
114-129 |
|
|
| 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 |
115-117 |
114-107 |
1-010 |
0.9% |
0-178 |
0.5% |
36% |
False |
False |
386,961 |
| 10 |
116-082 |
114-107 |
1-295 |
1.7% |
0-212 |
0.6% |
19% |
False |
False |
373,999 |
| 20 |
116-235 |
114-107 |
2-128 |
2.1% |
0-201 |
0.5% |
15% |
False |
False |
354,985 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-206 |
0.6% |
53% |
False |
False |
354,590 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-194 |
0.5% |
49% |
False |
False |
281,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-081 |
|
2.618 |
116-115 |
|
1.618 |
115-260 |
|
1.000 |
115-152 |
|
0.618 |
115-085 |
|
HIGH |
114-297 |
|
0.618 |
114-230 |
|
0.500 |
114-210 |
|
0.382 |
114-189 |
|
LOW |
114-122 |
|
0.618 |
114-014 |
|
1.000 |
113-267 |
|
1.618 |
113-159 |
|
2.618 |
112-304 |
|
4.250 |
112-018 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-220 |
114-272 |
| PP |
114-215 |
114-256 |
| S1 |
114-210 |
114-241 |
|