ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-092 |
115-182 |
0-090 |
0.2% |
113-282 |
| High |
115-292 |
116-025 |
0-053 |
0.1% |
115-292 |
| Low |
115-077 |
115-180 |
0-103 |
0.3% |
113-277 |
| Close |
115-187 |
115-312 |
0-125 |
0.3% |
115-187 |
| Range |
0-215 |
0-165 |
-0-050 |
-23.3% |
2-015 |
| ATR |
0-218 |
0-214 |
-0-004 |
-1.7% |
0-000 |
| Volume |
518,231 |
393,764 |
-124,467 |
-24.0% |
2,109,325 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-134 |
117-068 |
116-083 |
|
| R3 |
116-289 |
116-223 |
116-037 |
|
| R2 |
116-124 |
116-124 |
116-022 |
|
| R1 |
116-058 |
116-058 |
116-007 |
116-091 |
| PP |
115-279 |
115-279 |
115-279 |
115-296 |
| S1 |
115-213 |
115-213 |
115-297 |
115-246 |
| S2 |
115-114 |
115-114 |
115-282 |
|
| S3 |
114-269 |
115-048 |
115-267 |
|
| S4 |
114-104 |
114-203 |
115-221 |
|
|
| 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 |
116-025 |
114-100 |
1-245 |
1.5% |
0-208 |
0.6% |
94% |
True |
False |
401,394 |
| 10 |
116-025 |
113-265 |
2-080 |
1.9% |
0-210 |
0.6% |
95% |
True |
False |
424,476 |
| 20 |
116-082 |
113-265 |
2-137 |
2.1% |
0-220 |
0.6% |
88% |
False |
False |
408,046 |
| 40 |
116-235 |
113-110 |
3-125 |
2.9% |
0-206 |
0.6% |
78% |
False |
False |
368,122 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-210 |
0.6% |
83% |
False |
False |
364,708 |
| 80 |
117-070 |
112-125 |
4-265 |
4.2% |
0-191 |
0.5% |
74% |
False |
False |
275,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-086 |
|
2.618 |
117-137 |
|
1.618 |
116-292 |
|
1.000 |
116-190 |
|
0.618 |
116-127 |
|
HIGH |
116-025 |
|
0.618 |
115-282 |
|
0.500 |
115-262 |
|
0.382 |
115-243 |
|
LOW |
115-180 |
|
0.618 |
115-078 |
|
1.000 |
115-015 |
|
1.618 |
114-233 |
|
2.618 |
114-068 |
|
4.250 |
113-119 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-296 |
115-242 |
| PP |
115-279 |
115-171 |
| S1 |
115-262 |
115-101 |
|