ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-015 |
115-277 |
-0-058 |
-0.2% |
113-282 |
| High |
116-015 |
116-107 |
0-092 |
0.2% |
115-292 |
| Low |
115-245 |
115-260 |
0-015 |
0.0% |
113-277 |
| Close |
115-250 |
116-017 |
0-087 |
0.2% |
115-187 |
| Range |
0-090 |
0-167 |
0-077 |
85.6% |
2-015 |
| ATR |
0-205 |
0-203 |
-0-002 |
-1.0% |
0-000 |
| Volume |
332,225 |
349,412 |
17,187 |
5.2% |
2,109,325 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-202 |
117-117 |
116-109 |
|
| R3 |
117-035 |
116-270 |
116-063 |
|
| R2 |
116-188 |
116-188 |
116-048 |
|
| R1 |
116-103 |
116-103 |
116-032 |
116-146 |
| PP |
116-021 |
116-021 |
116-021 |
116-043 |
| S1 |
115-256 |
115-256 |
116-002 |
115-298 |
| S2 |
115-174 |
115-174 |
115-306 |
|
| S3 |
115-007 |
115-089 |
115-291 |
|
| S4 |
114-160 |
114-242 |
115-245 |
|
|
| 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 |
116-107 |
114-177 |
1-250 |
1.5% |
0-182 |
0.5% |
84% |
True |
False |
395,420 |
| 10 |
116-107 |
113-265 |
2-162 |
2.2% |
0-195 |
0.5% |
89% |
True |
False |
406,881 |
| 20 |
116-107 |
113-265 |
2-162 |
2.2% |
0-209 |
0.6% |
89% |
True |
False |
406,060 |
| 40 |
116-235 |
113-220 |
3-015 |
2.6% |
0-204 |
0.5% |
78% |
False |
False |
372,280 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-207 |
0.6% |
84% |
False |
False |
371,408 |
| 80 |
117-070 |
112-125 |
4-265 |
4.2% |
0-191 |
0.5% |
76% |
False |
False |
284,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-177 |
|
2.618 |
117-224 |
|
1.618 |
117-057 |
|
1.000 |
116-274 |
|
0.618 |
116-210 |
|
HIGH |
116-107 |
|
0.618 |
116-043 |
|
0.500 |
116-024 |
|
0.382 |
116-004 |
|
LOW |
115-260 |
|
0.618 |
115-157 |
|
1.000 |
115-093 |
|
1.618 |
114-310 |
|
2.618 |
114-143 |
|
4.250 |
113-190 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-024 |
116-006 |
| PP |
116-021 |
115-315 |
| S1 |
116-019 |
115-304 |
|