ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-030 |
116-035 |
0-005 |
0.0% |
115-182 |
| High |
116-052 |
116-117 |
0-065 |
0.2% |
116-117 |
| Low |
115-250 |
115-120 |
-0-130 |
-0.4% |
115-120 |
| Close |
116-030 |
115-145 |
-0-205 |
-0.6% |
115-145 |
| Range |
0-122 |
0-317 |
0-195 |
159.8% |
0-317 |
| ATR |
0-197 |
0-206 |
0-009 |
4.3% |
0-000 |
| Volume |
483,411 |
361,002 |
-122,409 |
-25.3% |
1,919,814 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-225 |
118-022 |
115-319 |
|
| R3 |
117-228 |
117-025 |
115-232 |
|
| R2 |
116-231 |
116-231 |
115-203 |
|
| R1 |
116-028 |
116-028 |
115-174 |
115-291 |
| PP |
115-234 |
115-234 |
115-234 |
115-206 |
| S1 |
115-031 |
115-031 |
115-116 |
114-294 |
| S2 |
114-237 |
114-237 |
115-087 |
|
| S3 |
113-240 |
114-034 |
115-058 |
|
| S4 |
112-243 |
113-037 |
114-291 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-225 |
118-022 |
115-319 |
|
| R3 |
117-228 |
117-025 |
115-232 |
|
| R2 |
116-231 |
116-231 |
115-203 |
|
| R1 |
116-028 |
116-028 |
115-174 |
115-291 |
| PP |
115-234 |
115-234 |
115-234 |
115-206 |
| S1 |
115-031 |
115-031 |
115-116 |
114-294 |
| S2 |
114-237 |
114-237 |
115-087 |
|
| S3 |
113-240 |
114-034 |
115-058 |
|
| S4 |
112-243 |
113-037 |
114-291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-117 |
115-120 |
0-317 |
0.9% |
0-172 |
0.5% |
8% |
True |
True |
383,962 |
| 10 |
116-117 |
113-277 |
2-160 |
2.2% |
0-196 |
0.5% |
64% |
True |
False |
402,913 |
| 20 |
116-117 |
113-265 |
2-172 |
2.2% |
0-211 |
0.6% |
64% |
True |
False |
408,566 |
| 40 |
116-235 |
113-265 |
2-290 |
2.5% |
0-201 |
0.5% |
56% |
False |
False |
375,625 |
| 60 |
116-235 |
112-125 |
4-110 |
3.8% |
0-207 |
0.6% |
71% |
False |
False |
376,229 |
| 80 |
117-030 |
112-125 |
4-225 |
4.1% |
0-192 |
0.5% |
65% |
False |
False |
294,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-184 |
|
2.618 |
118-307 |
|
1.618 |
117-310 |
|
1.000 |
117-114 |
|
0.618 |
116-313 |
|
HIGH |
116-117 |
|
0.618 |
115-316 |
|
0.500 |
115-278 |
|
0.382 |
115-241 |
|
LOW |
115-120 |
|
0.618 |
114-244 |
|
1.000 |
114-123 |
|
1.618 |
113-247 |
|
2.618 |
112-250 |
|
4.250 |
111-053 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-278 |
115-278 |
| PP |
115-234 |
115-234 |
| S1 |
115-190 |
115-190 |
|