ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-140 |
115-262 |
0-122 |
0.3% |
115-182 |
| High |
115-280 |
116-012 |
0-052 |
0.1% |
116-117 |
| Low |
115-087 |
115-202 |
0-115 |
0.3% |
115-120 |
| Close |
115-252 |
115-307 |
0-055 |
0.1% |
115-145 |
| Range |
0-193 |
0-130 |
-0-063 |
-32.6% |
0-317 |
| ATR |
0-205 |
0-200 |
-0-005 |
-2.6% |
0-000 |
| Volume |
425,870 |
464,479 |
38,609 |
9.1% |
1,919,814 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-030 |
116-299 |
116-058 |
|
| R3 |
116-220 |
116-169 |
116-023 |
|
| R2 |
116-090 |
116-090 |
116-011 |
|
| R1 |
116-039 |
116-039 |
115-319 |
116-064 |
| PP |
115-280 |
115-280 |
115-280 |
115-293 |
| S1 |
115-229 |
115-229 |
115-295 |
115-254 |
| S2 |
115-150 |
115-150 |
115-283 |
|
| S3 |
115-020 |
115-099 |
115-271 |
|
| S4 |
114-210 |
114-289 |
115-236 |
|
|
| 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 |
115-087 |
1-030 |
0.9% |
0-186 |
0.5% |
63% |
False |
False |
416,834 |
| 10 |
116-117 |
114-115 |
2-002 |
1.7% |
0-188 |
0.5% |
80% |
False |
False |
412,337 |
| 20 |
116-117 |
113-265 |
2-172 |
2.2% |
0-209 |
0.6% |
84% |
False |
False |
424,033 |
| 40 |
116-235 |
113-265 |
2-290 |
2.5% |
0-202 |
0.5% |
73% |
False |
False |
381,771 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-204 |
0.6% |
82% |
False |
False |
376,780 |
| 80 |
117-030 |
112-125 |
4-225 |
4.1% |
0-194 |
0.5% |
76% |
False |
False |
305,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-244 |
|
2.618 |
117-032 |
|
1.618 |
116-222 |
|
1.000 |
116-142 |
|
0.618 |
116-092 |
|
HIGH |
116-012 |
|
0.618 |
115-282 |
|
0.500 |
115-267 |
|
0.382 |
115-252 |
|
LOW |
115-202 |
|
0.618 |
115-122 |
|
1.000 |
115-072 |
|
1.618 |
114-312 |
|
2.618 |
114-182 |
|
4.250 |
113-290 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-294 |
115-292 |
| PP |
115-280 |
115-277 |
| S1 |
115-267 |
115-262 |
|