ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-277 |
116-030 |
0-073 |
0.2% |
113-282 |
| High |
116-107 |
116-052 |
-0-055 |
-0.1% |
115-292 |
| Low |
115-260 |
115-250 |
-0-010 |
0.0% |
113-277 |
| Close |
116-017 |
116-030 |
0-013 |
0.0% |
115-187 |
| Range |
0-167 |
0-122 |
-0-045 |
-26.9% |
2-015 |
| ATR |
0-203 |
0-197 |
-0-006 |
-2.9% |
0-000 |
| Volume |
349,412 |
483,411 |
133,999 |
38.3% |
2,109,325 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-050 |
117-002 |
116-097 |
|
| R3 |
116-248 |
116-200 |
116-064 |
|
| R2 |
116-126 |
116-126 |
116-052 |
|
| R1 |
116-078 |
116-078 |
116-041 |
116-091 |
| PP |
116-004 |
116-004 |
116-004 |
116-010 |
| S1 |
115-276 |
115-276 |
116-019 |
115-289 |
| S2 |
115-202 |
115-202 |
116-008 |
|
| S3 |
115-080 |
115-154 |
115-316 |
|
| S4 |
114-278 |
115-032 |
115-283 |
|
|
| 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 |
115-077 |
1-030 |
0.9% |
0-152 |
0.4% |
78% |
False |
False |
415,408 |
| 10 |
116-107 |
113-265 |
2-162 |
2.2% |
0-194 |
0.5% |
90% |
False |
False |
402,589 |
| 20 |
116-107 |
113-265 |
2-162 |
2.2% |
0-200 |
0.5% |
90% |
False |
False |
413,166 |
| 40 |
116-235 |
113-220 |
3-015 |
2.6% |
0-201 |
0.5% |
79% |
False |
False |
376,941 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-205 |
0.6% |
85% |
False |
False |
375,390 |
| 80 |
117-030 |
112-125 |
4-225 |
4.1% |
0-190 |
0.5% |
79% |
False |
False |
290,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-250 |
|
2.618 |
117-051 |
|
1.618 |
116-249 |
|
1.000 |
116-174 |
|
0.618 |
116-127 |
|
HIGH |
116-052 |
|
0.618 |
116-005 |
|
0.500 |
115-311 |
|
0.382 |
115-297 |
|
LOW |
115-250 |
|
0.618 |
115-175 |
|
1.000 |
115-128 |
|
1.618 |
115-053 |
|
2.618 |
114-251 |
|
4.250 |
114-052 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-017 |
116-025 |
| PP |
116-004 |
116-021 |
| S1 |
115-311 |
116-016 |
|