ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-095 |
116-090 |
-1-005 |
-0.9% |
116-105 |
| High |
117-155 |
116-160 |
-0-315 |
-0.8% |
118-010 |
| Low |
115-310 |
116-005 |
0-015 |
0.0% |
115-265 |
| Close |
116-010 |
116-120 |
0-110 |
0.3% |
116-120 |
| Range |
1-165 |
0-155 |
-1-010 |
-68.0% |
2-065 |
| ATR |
1-014 |
1-001 |
-0-013 |
-3.8% |
0-000 |
| Volume |
713,122 |
959,038 |
245,916 |
34.5% |
3,947,356 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-240 |
117-175 |
116-205 |
|
| R3 |
117-085 |
117-020 |
116-163 |
|
| R2 |
116-250 |
116-250 |
116-148 |
|
| R1 |
116-185 |
116-185 |
116-134 |
116-218 |
| PP |
116-095 |
116-095 |
116-095 |
116-111 |
| S1 |
116-030 |
116-030 |
116-106 |
116-062 |
| S2 |
115-260 |
115-260 |
116-092 |
|
| S3 |
115-105 |
115-195 |
116-077 |
|
| S4 |
114-270 |
115-040 |
116-035 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-113 |
122-022 |
117-188 |
|
| R3 |
121-048 |
119-277 |
116-314 |
|
| R2 |
118-303 |
118-303 |
116-249 |
|
| R1 |
117-212 |
117-212 |
116-185 |
118-098 |
| PP |
116-238 |
116-238 |
116-238 |
117-021 |
| S1 |
115-147 |
115-147 |
116-055 |
116-032 |
| S2 |
114-173 |
114-173 |
115-311 |
|
| S3 |
112-108 |
113-082 |
115-246 |
|
| S4 |
110-043 |
111-017 |
115-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-010 |
115-265 |
2-065 |
1.9% |
1-042 |
1.0% |
25% |
False |
False |
789,471 |
| 10 |
119-000 |
115-265 |
3-055 |
2.7% |
1-010 |
0.9% |
17% |
False |
False |
781,255 |
| 20 |
119-000 |
115-215 |
3-105 |
2.9% |
0-298 |
0.8% |
21% |
False |
False |
756,916 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
1-000 |
0.9% |
58% |
False |
False |
764,134 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
0-305 |
0.8% |
47% |
False |
False |
533,155 |
| 80 |
122-170 |
112-255 |
9-235 |
8.4% |
0-257 |
0.7% |
37% |
False |
False |
399,970 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-208 |
0.6% |
31% |
False |
False |
319,976 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-173 |
0.5% |
31% |
False |
False |
266,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-179 |
|
2.618 |
117-246 |
|
1.618 |
117-091 |
|
1.000 |
116-315 |
|
0.618 |
116-256 |
|
HIGH |
116-160 |
|
0.618 |
116-101 |
|
0.500 |
116-082 |
|
0.382 |
116-064 |
|
LOW |
116-005 |
|
0.618 |
115-229 |
|
1.000 |
115-170 |
|
1.618 |
115-074 |
|
2.618 |
114-239 |
|
4.250 |
113-306 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-108 |
116-302 |
| PP |
116-095 |
116-242 |
| S1 |
116-082 |
116-181 |
|