ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-245 |
117-105 |
0-180 |
0.5% |
116-095 |
| High |
117-125 |
118-230 |
1-105 |
1.1% |
117-020 |
| Low |
116-175 |
117-090 |
0-235 |
0.6% |
115-215 |
| Close |
117-090 |
118-200 |
1-110 |
1.1% |
116-270 |
| Range |
0-270 |
1-140 |
0-190 |
70.4% |
1-125 |
| ATR |
0-293 |
0-305 |
0-012 |
4.1% |
0-000 |
| Volume |
531,278 |
691,052 |
159,774 |
30.1% |
2,747,883 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-167 |
122-003 |
119-133 |
|
| R3 |
121-027 |
120-183 |
119-006 |
|
| R2 |
119-207 |
119-207 |
118-284 |
|
| R1 |
119-043 |
119-043 |
118-242 |
119-125 |
| PP |
118-067 |
118-067 |
118-067 |
118-108 |
| S1 |
117-223 |
117-223 |
118-158 |
117-305 |
| S2 |
116-247 |
116-247 |
118-116 |
|
| S3 |
115-107 |
116-083 |
118-074 |
|
| S4 |
113-287 |
114-263 |
117-267 |
|
|
| 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 |
118-230 |
115-215 |
3-015 |
2.6% |
0-277 |
0.7% |
97% |
True |
False |
698,288 |
| 10 |
118-230 |
114-265 |
3-285 |
3.3% |
0-291 |
0.8% |
98% |
True |
False |
709,555 |
| 20 |
118-230 |
112-255 |
5-295 |
5.0% |
0-301 |
0.8% |
98% |
True |
False |
703,027 |
| 40 |
120-150 |
112-255 |
7-215 |
6.5% |
0-317 |
0.8% |
76% |
False |
False |
559,703 |
| 60 |
122-060 |
112-255 |
9-125 |
7.9% |
0-270 |
0.7% |
62% |
False |
False |
373,702 |
| 80 |
124-110 |
112-255 |
11-175 |
9.7% |
0-211 |
0.6% |
50% |
False |
False |
280,277 |
| 100 |
124-110 |
112-255 |
11-175 |
9.7% |
0-169 |
0.4% |
50% |
False |
False |
224,222 |
| 120 |
124-110 |
112-255 |
11-175 |
9.7% |
0-140 |
0.4% |
50% |
False |
False |
186,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-265 |
|
2.618 |
122-154 |
|
1.618 |
121-014 |
|
1.000 |
120-050 |
|
0.618 |
119-194 |
|
HIGH |
118-230 |
|
0.618 |
118-054 |
|
0.500 |
118-000 |
|
0.382 |
117-266 |
|
LOW |
117-090 |
|
0.618 |
116-126 |
|
1.000 |
115-270 |
|
1.618 |
114-306 |
|
2.618 |
113-166 |
|
4.250 |
111-055 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-133 |
118-094 |
| PP |
118-067 |
117-308 |
| S1 |
118-000 |
117-202 |
|