ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-105 |
116-280 |
0-175 |
0.5% |
116-095 |
| High |
117-020 |
117-020 |
0-000 |
0.0% |
117-020 |
| Low |
116-050 |
116-200 |
0-150 |
0.4% |
115-215 |
| Close |
116-270 |
116-270 |
0-000 |
0.0% |
116-270 |
| Range |
0-290 |
0-140 |
-0-150 |
-51.7% |
1-125 |
| ATR |
0-306 |
0-294 |
-0-012 |
-3.9% |
0-000 |
| Volume |
701,172 |
687,226 |
-13,946 |
-2.0% |
2,747,883 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-050 |
117-300 |
117-027 |
|
| R3 |
117-230 |
117-160 |
116-308 |
|
| R2 |
117-090 |
117-090 |
116-296 |
|
| R1 |
117-020 |
117-020 |
116-283 |
116-305 |
| PP |
116-270 |
116-270 |
116-270 |
116-252 |
| S1 |
116-200 |
116-200 |
116-257 |
116-165 |
| S2 |
116-130 |
116-130 |
116-244 |
|
| S3 |
115-310 |
116-060 |
116-232 |
|
| S4 |
115-170 |
115-240 |
116-193 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-223 |
120-052 |
117-195 |
|
| R3 |
119-098 |
118-247 |
117-072 |
|
| R2 |
117-293 |
117-293 |
117-032 |
|
| R1 |
117-122 |
117-122 |
116-311 |
117-208 |
| PP |
116-168 |
116-168 |
116-168 |
116-211 |
| S1 |
115-317 |
115-317 |
116-229 |
116-082 |
| S2 |
115-043 |
115-043 |
116-188 |
|
| S3 |
113-238 |
114-192 |
116-148 |
|
| S4 |
112-113 |
113-067 |
116-025 |
|
|
| 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% |
0-224 |
0.6% |
84% |
True |
False |
687,021 |
| 10 |
117-020 |
114-080 |
2-260 |
2.4% |
0-274 |
0.7% |
92% |
True |
False |
702,483 |
| 20 |
117-020 |
112-255 |
4-085 |
3.7% |
0-288 |
0.8% |
95% |
True |
False |
729,106 |
| 40 |
120-150 |
112-255 |
7-215 |
6.6% |
0-313 |
0.8% |
53% |
False |
False |
529,264 |
| 60 |
122-060 |
112-255 |
9-125 |
8.0% |
0-260 |
0.7% |
43% |
False |
False |
353,330 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-202 |
0.5% |
35% |
False |
False |
264,998 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-161 |
0.4% |
35% |
False |
False |
211,999 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-134 |
0.4% |
35% |
False |
False |
176,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-295 |
|
2.618 |
118-067 |
|
1.618 |
117-247 |
|
1.000 |
117-160 |
|
0.618 |
117-107 |
|
HIGH |
117-020 |
|
0.618 |
116-287 |
|
0.500 |
116-270 |
|
0.382 |
116-253 |
|
LOW |
116-200 |
|
0.618 |
116-113 |
|
1.000 |
116-060 |
|
1.618 |
115-293 |
|
2.618 |
115-153 |
|
4.250 |
114-245 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-270 |
116-219 |
| PP |
116-270 |
116-168 |
| S1 |
116-270 |
116-118 |
|