ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-250 |
115-092 |
0-162 |
0.4% |
113-282 |
| High |
115-132 |
115-292 |
0-160 |
0.4% |
115-292 |
| Low |
114-177 |
115-077 |
0-220 |
0.6% |
113-277 |
| Close |
115-110 |
115-187 |
0-077 |
0.2% |
115-187 |
| Range |
0-275 |
0-215 |
-0-060 |
-21.8% |
2-015 |
| ATR |
0-218 |
0-218 |
0-000 |
-0.1% |
0-000 |
| Volume |
383,468 |
518,231 |
134,763 |
35.1% |
2,109,325 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-190 |
117-084 |
115-305 |
|
| R3 |
116-295 |
116-189 |
115-246 |
|
| R2 |
116-080 |
116-080 |
115-226 |
|
| R1 |
115-294 |
115-294 |
115-207 |
116-027 |
| PP |
115-185 |
115-185 |
115-185 |
115-212 |
| S1 |
115-079 |
115-079 |
115-167 |
115-132 |
| S2 |
114-290 |
114-290 |
115-148 |
|
| S3 |
114-075 |
114-184 |
115-128 |
|
| S4 |
113-180 |
113-289 |
115-069 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-084 |
120-150 |
116-227 |
|
| R3 |
119-069 |
118-135 |
116-047 |
|
| R2 |
117-054 |
117-054 |
115-307 |
|
| R1 |
116-120 |
116-120 |
115-247 |
116-247 |
| PP |
115-039 |
115-039 |
115-039 |
115-102 |
| S1 |
114-105 |
114-105 |
115-127 |
114-232 |
| S2 |
113-024 |
113-024 |
115-067 |
|
| S3 |
111-009 |
112-090 |
115-007 |
|
| S4 |
108-314 |
110-075 |
114-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-292 |
113-277 |
2-015 |
1.8% |
0-220 |
0.6% |
84% |
True |
False |
421,865 |
| 10 |
115-292 |
113-265 |
2-027 |
1.8% |
0-226 |
0.6% |
84% |
True |
False |
435,571 |
| 20 |
116-082 |
113-265 |
2-137 |
2.1% |
0-225 |
0.6% |
72% |
False |
False |
404,467 |
| 40 |
116-235 |
113-010 |
3-225 |
3.2% |
0-206 |
0.6% |
69% |
False |
False |
370,229 |
| 60 |
116-280 |
112-125 |
4-155 |
3.9% |
0-211 |
0.6% |
71% |
False |
False |
359,555 |
| 80 |
117-070 |
112-125 |
4-265 |
4.2% |
0-190 |
0.5% |
66% |
False |
False |
270,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-246 |
|
2.618 |
117-215 |
|
1.618 |
117-000 |
|
1.000 |
116-187 |
|
0.618 |
116-105 |
|
HIGH |
115-292 |
|
0.618 |
115-210 |
|
0.500 |
115-184 |
|
0.382 |
115-159 |
|
LOW |
115-077 |
|
0.618 |
114-264 |
|
1.000 |
114-182 |
|
1.618 |
114-049 |
|
2.618 |
113-154 |
|
4.250 |
112-123 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-186 |
115-139 |
| PP |
115-185 |
115-091 |
| S1 |
115-184 |
115-044 |
|