ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-182 |
116-015 |
0-153 |
0.4% |
113-282 |
| High |
116-025 |
116-015 |
-0-010 |
0.0% |
115-292 |
| Low |
115-180 |
115-245 |
0-065 |
0.2% |
113-277 |
| Close |
115-312 |
115-250 |
-0-062 |
-0.2% |
115-187 |
| Range |
0-165 |
0-090 |
-0-075 |
-45.5% |
2-015 |
| ATR |
0-214 |
0-205 |
-0-009 |
-4.1% |
0-000 |
| Volume |
393,764 |
332,225 |
-61,539 |
-15.6% |
2,109,325 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-227 |
116-168 |
115-300 |
|
| R3 |
116-137 |
116-078 |
115-275 |
|
| R2 |
116-047 |
116-047 |
115-266 |
|
| R1 |
115-308 |
115-308 |
115-258 |
115-292 |
| PP |
115-277 |
115-277 |
115-277 |
115-269 |
| S1 |
115-218 |
115-218 |
115-242 |
115-202 |
| S2 |
115-187 |
115-187 |
115-234 |
|
| S3 |
115-097 |
115-128 |
115-225 |
|
| S4 |
115-007 |
115-038 |
115-200 |
|
|
| 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 |
114-115 |
1-230 |
1.5% |
0-191 |
0.5% |
83% |
False |
False |
407,839 |
| 10 |
116-025 |
113-265 |
2-080 |
1.9% |
0-202 |
0.5% |
87% |
False |
False |
410,595 |
| 20 |
116-050 |
113-265 |
2-105 |
2.0% |
0-209 |
0.6% |
84% |
False |
False |
411,595 |
| 40 |
116-235 |
113-215 |
3-020 |
2.6% |
0-203 |
0.5% |
69% |
False |
False |
369,690 |
| 60 |
116-235 |
112-125 |
4-110 |
3.8% |
0-208 |
0.6% |
78% |
False |
False |
367,847 |
| 80 |
117-070 |
112-125 |
4-265 |
4.2% |
0-191 |
0.5% |
70% |
False |
False |
279,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-078 |
|
2.618 |
116-251 |
|
1.618 |
116-161 |
|
1.000 |
116-105 |
|
0.618 |
116-071 |
|
HIGH |
116-015 |
|
0.618 |
115-301 |
|
0.500 |
115-290 |
|
0.382 |
115-279 |
|
LOW |
115-245 |
|
0.618 |
115-189 |
|
1.000 |
115-155 |
|
1.618 |
115-099 |
|
2.618 |
115-009 |
|
4.250 |
114-182 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-290 |
115-237 |
| PP |
115-277 |
115-224 |
| S1 |
115-263 |
115-211 |
|