ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-190 |
-0-050 |
-0.1% |
115-037 |
| High |
115-000 |
115-007 |
0-007 |
0.0% |
115-175 |
| Low |
114-147 |
114-085 |
-0-062 |
-0.2% |
114-107 |
| Close |
114-217 |
114-152 |
-0-065 |
-0.2% |
115-122 |
| Range |
0-173 |
0-242 |
0-069 |
39.9% |
1-068 |
| ATR |
0-215 |
0-217 |
0-002 |
0.9% |
0-000 |
| Volume |
471,029 |
386,553 |
-84,476 |
-17.9% |
1,895,795 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-274 |
116-135 |
114-285 |
|
| R3 |
116-032 |
115-213 |
114-219 |
|
| R2 |
115-110 |
115-110 |
114-196 |
|
| R1 |
114-291 |
114-291 |
114-174 |
114-240 |
| PP |
114-188 |
114-188 |
114-188 |
114-162 |
| S1 |
114-049 |
114-049 |
114-130 |
113-318 |
| S2 |
113-266 |
113-266 |
114-108 |
|
| S3 |
113-024 |
113-127 |
114-085 |
|
| S4 |
112-102 |
112-205 |
114-019 |
|
|
| 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 |
114-085 |
1-090 |
1.1% |
0-243 |
0.7% |
16% |
False |
True |
459,660 |
| 10 |
115-270 |
114-085 |
1-185 |
1.4% |
0-224 |
0.6% |
13% |
False |
True |
405,238 |
| 20 |
116-235 |
114-085 |
2-150 |
2.2% |
0-218 |
0.6% |
8% |
False |
True |
386,442 |
| 40 |
116-235 |
112-130 |
4-105 |
3.8% |
0-204 |
0.6% |
48% |
False |
False |
355,492 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-202 |
0.6% |
44% |
False |
False |
310,767 |
| 80 |
117-250 |
112-125 |
5-125 |
4.7% |
0-178 |
0.5% |
39% |
False |
False |
233,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-076 |
|
2.618 |
117-001 |
|
1.618 |
116-079 |
|
1.000 |
115-249 |
|
0.618 |
115-157 |
|
HIGH |
115-007 |
|
0.618 |
114-235 |
|
0.500 |
114-206 |
|
0.382 |
114-177 |
|
LOW |
114-085 |
|
0.618 |
113-255 |
|
1.000 |
113-163 |
|
1.618 |
113-013 |
|
2.618 |
112-091 |
|
4.250 |
111-016 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-206 |
114-271 |
| PP |
114-188 |
114-231 |
| S1 |
114-170 |
114-192 |
|