ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-125 |
114-240 |
-0-205 |
-0.6% |
115-037 |
| High |
115-137 |
115-000 |
-0-137 |
-0.4% |
115-175 |
| Low |
114-140 |
114-147 |
0-007 |
0.0% |
114-107 |
| Close |
114-230 |
114-217 |
-0-013 |
0.0% |
115-122 |
| Range |
0-317 |
0-173 |
-0-144 |
-45.4% |
1-068 |
| ATR |
0-218 |
0-215 |
-0-003 |
-1.5% |
0-000 |
| Volume |
504,718 |
471,029 |
-33,689 |
-6.7% |
1,895,795 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-107 |
116-015 |
114-312 |
|
| R3 |
115-254 |
115-162 |
114-265 |
|
| R2 |
115-081 |
115-081 |
114-249 |
|
| R1 |
114-309 |
114-309 |
114-233 |
114-268 |
| PP |
114-228 |
114-228 |
114-228 |
114-208 |
| S1 |
114-136 |
114-136 |
114-201 |
114-096 |
| S2 |
114-055 |
114-055 |
114-185 |
|
| S3 |
113-202 |
113-283 |
114-169 |
|
| S4 |
113-029 |
113-110 |
114-122 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-232 |
118-085 |
116-015 |
|
| R3 |
117-164 |
117-017 |
115-229 |
|
| R2 |
116-096 |
116-096 |
115-193 |
|
| R1 |
115-269 |
115-269 |
115-158 |
116-022 |
| PP |
115-028 |
115-028 |
115-028 |
115-065 |
| S1 |
114-201 |
114-201 |
115-086 |
114-274 |
| S2 |
113-280 |
113-280 |
115-051 |
|
| S3 |
112-212 |
113-133 |
115-015 |
|
| S4 |
111-144 |
112-065 |
114-229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-175 |
114-107 |
1-068 |
1.1% |
0-246 |
0.7% |
28% |
False |
False |
458,107 |
| 10 |
116-050 |
114-107 |
1-263 |
1.6% |
0-215 |
0.6% |
19% |
False |
False |
412,594 |
| 20 |
116-235 |
114-107 |
2-128 |
2.1% |
0-219 |
0.6% |
14% |
False |
False |
381,357 |
| 40 |
116-235 |
112-130 |
4-105 |
3.8% |
0-202 |
0.6% |
52% |
False |
False |
355,707 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-200 |
0.5% |
49% |
False |
False |
304,356 |
| 80 |
117-250 |
112-125 |
5-125 |
4.7% |
0-175 |
0.5% |
42% |
False |
False |
228,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-095 |
|
2.618 |
116-133 |
|
1.618 |
115-280 |
|
1.000 |
115-173 |
|
0.618 |
115-107 |
|
HIGH |
115-000 |
|
0.618 |
114-254 |
|
0.500 |
114-234 |
|
0.382 |
114-213 |
|
LOW |
114-147 |
|
0.618 |
114-040 |
|
1.000 |
113-294 |
|
1.618 |
113-187 |
|
2.618 |
113-014 |
|
4.250 |
112-052 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-234 |
114-318 |
| PP |
114-228 |
114-284 |
| S1 |
114-222 |
114-250 |
|