ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
117-110 |
0-310 |
0.8% |
116-135 |
| High |
117-145 |
117-110 |
-0-035 |
-0.1% |
117-145 |
| Low |
116-015 |
115-270 |
-0-065 |
-0.2% |
115-155 |
| Close |
117-090 |
116-060 |
-1-030 |
-0.9% |
117-090 |
| Range |
1-130 |
1-160 |
0-030 |
6.7% |
1-310 |
| ATR |
1-005 |
1-016 |
0-011 |
3.4% |
0-000 |
| Volume |
771,377 |
842,917 |
71,540 |
9.3% |
3,378,549 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-307 |
120-023 |
117-004 |
|
| R3 |
119-147 |
118-183 |
116-192 |
|
| R2 |
117-307 |
117-307 |
116-148 |
|
| R1 |
117-023 |
117-023 |
116-104 |
116-245 |
| PP |
116-147 |
116-147 |
116-147 |
116-098 |
| S1 |
115-183 |
115-183 |
116-016 |
115-085 |
| S2 |
114-307 |
114-307 |
115-292 |
|
| S3 |
113-147 |
114-023 |
115-248 |
|
| S4 |
111-307 |
112-183 |
115-116 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
121-298 |
118-116 |
|
| R3 |
120-217 |
119-308 |
117-263 |
|
| R2 |
118-227 |
118-227 |
117-206 |
|
| R1 |
117-318 |
117-318 |
117-148 |
118-112 |
| PP |
116-237 |
116-237 |
116-237 |
116-294 |
| S1 |
116-008 |
116-008 |
117-032 |
116-122 |
| S2 |
114-247 |
114-247 |
116-294 |
|
| S3 |
112-257 |
114-018 |
116-237 |
|
| S4 |
110-267 |
112-028 |
116-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-145 |
115-155 |
1-310 |
1.7% |
1-050 |
1.0% |
36% |
False |
False |
735,294 |
| 10 |
118-010 |
115-155 |
2-175 |
2.2% |
1-032 |
0.9% |
28% |
False |
False |
745,352 |
| 20 |
119-000 |
115-155 |
3-165 |
3.0% |
1-018 |
0.9% |
20% |
False |
False |
750,962 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
0-313 |
0.8% |
55% |
False |
False |
740,034 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
1-001 |
0.9% |
44% |
False |
False |
603,163 |
| 80 |
122-060 |
112-255 |
9-125 |
8.1% |
0-279 |
0.8% |
36% |
False |
False |
452,738 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-229 |
0.6% |
29% |
False |
False |
362,191 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-191 |
0.5% |
29% |
False |
False |
301,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-230 |
|
2.618 |
121-087 |
|
1.618 |
119-247 |
|
1.000 |
118-270 |
|
0.618 |
118-087 |
|
HIGH |
117-110 |
|
0.618 |
116-247 |
|
0.500 |
116-190 |
|
0.382 |
116-133 |
|
LOW |
115-270 |
|
0.618 |
114-293 |
|
1.000 |
114-110 |
|
1.618 |
113-133 |
|
2.618 |
111-293 |
|
4.250 |
109-150 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-190 |
116-158 |
| PP |
116-147 |
116-125 |
| S1 |
116-103 |
116-092 |
|