ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-085 |
116-105 |
0-020 |
0.1% |
114-140 |
| High |
116-120 |
117-020 |
0-220 |
0.6% |
116-165 |
| Low |
115-215 |
116-050 |
0-155 |
0.4% |
114-080 |
| Close |
116-085 |
116-270 |
0-185 |
0.5% |
116-130 |
| Range |
0-225 |
0-290 |
0-065 |
28.9% |
2-085 |
| ATR |
0-307 |
0-306 |
-0-001 |
-0.4% |
0-000 |
| Volume |
880,715 |
701,172 |
-179,543 |
-20.4% |
3,589,722 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-130 |
119-010 |
117-110 |
|
| R3 |
118-160 |
118-040 |
117-030 |
|
| R2 |
117-190 |
117-190 |
117-003 |
|
| R1 |
117-070 |
117-070 |
116-297 |
117-130 |
| PP |
116-220 |
116-220 |
116-220 |
116-250 |
| S1 |
116-100 |
116-100 |
116-243 |
116-160 |
| S2 |
115-250 |
115-250 |
116-217 |
|
| S3 |
114-280 |
115-130 |
116-190 |
|
| S4 |
113-310 |
114-160 |
116-110 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-167 |
121-233 |
117-209 |
|
| R3 |
120-082 |
119-148 |
117-009 |
|
| R2 |
117-317 |
117-317 |
116-263 |
|
| R1 |
117-063 |
117-063 |
116-196 |
117-190 |
| PP |
115-232 |
115-232 |
115-232 |
115-295 |
| S1 |
114-298 |
114-298 |
116-064 |
115-105 |
| S2 |
113-147 |
113-147 |
115-317 |
|
| S3 |
111-062 |
112-213 |
115-251 |
|
| S4 |
108-297 |
110-128 |
115-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-020 |
115-215 |
1-125 |
1.2% |
0-240 |
0.6% |
84% |
True |
False |
730,667 |
| 10 |
117-020 |
113-190 |
3-150 |
3.0% |
0-290 |
0.8% |
94% |
True |
False |
726,025 |
| 20 |
117-020 |
112-255 |
4-085 |
3.7% |
0-309 |
0.8% |
95% |
True |
False |
731,398 |
| 40 |
120-150 |
112-255 |
7-215 |
6.6% |
0-316 |
0.8% |
53% |
False |
False |
512,203 |
| 60 |
122-060 |
112-255 |
9-125 |
8.0% |
0-257 |
0.7% |
43% |
False |
False |
341,876 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-200 |
0.5% |
35% |
False |
False |
256,408 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-160 |
0.4% |
35% |
False |
False |
205,126 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-133 |
0.4% |
35% |
False |
False |
170,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-292 |
|
2.618 |
119-139 |
|
1.618 |
118-169 |
|
1.000 |
117-310 |
|
0.618 |
117-199 |
|
HIGH |
117-020 |
|
0.618 |
116-229 |
|
0.500 |
116-195 |
|
0.382 |
116-161 |
|
LOW |
116-050 |
|
0.618 |
115-191 |
|
1.000 |
115-080 |
|
1.618 |
114-221 |
|
2.618 |
113-251 |
|
4.250 |
112-098 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-245 |
116-219 |
| PP |
116-220 |
116-168 |
| S1 |
116-195 |
116-118 |
|