ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-262 |
116-007 |
0-065 |
0.2% |
115-182 |
| High |
116-012 |
116-037 |
0-025 |
0.1% |
116-117 |
| Low |
115-202 |
115-282 |
0-080 |
0.2% |
115-120 |
| Close |
115-307 |
116-012 |
0-025 |
0.1% |
115-145 |
| Range |
0-130 |
0-075 |
-0-055 |
-42.3% |
0-317 |
| ATR |
0-200 |
0-191 |
-0-009 |
-4.5% |
0-000 |
| Volume |
464,479 |
572,685 |
108,206 |
23.3% |
1,919,814 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-229 |
116-195 |
116-053 |
|
| R3 |
116-154 |
116-120 |
116-033 |
|
| R2 |
116-079 |
116-079 |
116-026 |
|
| R1 |
116-045 |
116-045 |
116-019 |
116-062 |
| PP |
116-004 |
116-004 |
116-004 |
116-012 |
| S1 |
115-290 |
115-290 |
116-005 |
115-307 |
| S2 |
115-249 |
115-249 |
115-318 |
|
| S3 |
115-174 |
115-215 |
115-311 |
|
| S4 |
115-099 |
115-140 |
115-291 |
|
|
| 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 |
115-087 |
1-030 |
0.9% |
0-167 |
0.5% |
70% |
False |
False |
461,489 |
| 10 |
116-117 |
114-177 |
1-260 |
1.6% |
0-175 |
0.5% |
82% |
False |
False |
428,454 |
| 20 |
116-117 |
113-265 |
2-172 |
2.2% |
0-200 |
0.5% |
87% |
False |
False |
433,728 |
| 40 |
116-235 |
113-265 |
2-290 |
2.5% |
0-200 |
0.5% |
76% |
False |
False |
390,494 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-204 |
0.5% |
84% |
False |
False |
378,532 |
| 80 |
117-030 |
112-125 |
4-225 |
4.1% |
0-195 |
0.5% |
78% |
False |
False |
312,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-036 |
|
2.618 |
116-233 |
|
1.618 |
116-158 |
|
1.000 |
116-112 |
|
0.618 |
116-083 |
|
HIGH |
116-037 |
|
0.618 |
116-008 |
|
0.500 |
116-000 |
|
0.382 |
115-311 |
|
LOW |
115-282 |
|
0.618 |
115-236 |
|
1.000 |
115-207 |
|
1.618 |
115-161 |
|
2.618 |
115-086 |
|
4.250 |
114-283 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-008 |
115-295 |
| PP |
116-004 |
115-259 |
| S1 |
116-000 |
115-222 |
|