ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-007 |
116-015 |
0-008 |
0.0% |
115-182 |
| High |
116-037 |
116-090 |
0-053 |
0.1% |
116-117 |
| Low |
115-282 |
115-247 |
-0-035 |
-0.1% |
115-120 |
| Close |
116-012 |
116-015 |
0-003 |
0.0% |
115-145 |
| Range |
0-075 |
0-163 |
0-088 |
117.3% |
0-317 |
| ATR |
0-191 |
0-189 |
-0-002 |
-1.0% |
0-000 |
| Volume |
572,685 |
576,864 |
4,179 |
0.7% |
1,919,814 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-180 |
117-100 |
116-105 |
|
| R3 |
117-017 |
116-257 |
116-060 |
|
| R2 |
116-174 |
116-174 |
116-045 |
|
| R1 |
116-094 |
116-094 |
116-030 |
116-096 |
| PP |
116-011 |
116-011 |
116-011 |
116-012 |
| S1 |
115-251 |
115-251 |
116-000 |
115-254 |
| S2 |
115-168 |
115-168 |
115-305 |
|
| S3 |
115-005 |
115-088 |
115-290 |
|
| S4 |
114-162 |
114-245 |
115-245 |
|
|
| 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% |
0-176 |
0.5% |
71% |
False |
False |
480,180 |
| 10 |
116-117 |
115-077 |
1-040 |
1.0% |
0-164 |
0.4% |
72% |
False |
False |
447,794 |
| 20 |
116-117 |
113-265 |
2-172 |
2.2% |
0-199 |
0.5% |
87% |
False |
False |
436,470 |
| 40 |
116-235 |
113-265 |
2-290 |
2.5% |
0-200 |
0.5% |
76% |
False |
False |
395,727 |
| 60 |
116-235 |
112-125 |
4-110 |
3.7% |
0-204 |
0.5% |
84% |
False |
False |
381,883 |
| 80 |
117-030 |
112-125 |
4-225 |
4.1% |
0-195 |
0.5% |
78% |
False |
False |
320,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-143 |
|
2.618 |
117-197 |
|
1.618 |
117-034 |
|
1.000 |
116-253 |
|
0.618 |
116-191 |
|
HIGH |
116-090 |
|
0.618 |
116-028 |
|
0.500 |
116-008 |
|
0.382 |
115-309 |
|
LOW |
115-247 |
|
0.618 |
115-146 |
|
1.000 |
115-084 |
|
1.618 |
114-303 |
|
2.618 |
114-140 |
|
4.250 |
113-194 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-013 |
116-005 |
| PP |
116-011 |
115-316 |
| S1 |
116-008 |
115-306 |
|