ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-145 |
117-290 |
-0-175 |
-0.5% |
116-280 |
| High |
118-150 |
119-000 |
0-170 |
0.4% |
119-000 |
| Low |
117-225 |
117-285 |
0-060 |
0.2% |
116-175 |
| Close |
117-275 |
118-225 |
0-270 |
0.7% |
118-225 |
| Range |
0-245 |
1-035 |
0-110 |
44.9% |
2-145 |
| ATR |
0-304 |
0-308 |
0-004 |
1.4% |
0-000 |
| Volume |
960,140 |
802,745 |
-157,395 |
-16.4% |
3,672,441 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-275 |
121-125 |
119-100 |
|
| R3 |
120-240 |
120-090 |
119-003 |
|
| R2 |
119-205 |
119-205 |
118-290 |
|
| R1 |
119-055 |
119-055 |
118-258 |
119-130 |
| PP |
118-170 |
118-170 |
118-170 |
118-208 |
| S1 |
118-020 |
118-020 |
118-192 |
118-095 |
| S2 |
117-135 |
117-135 |
118-160 |
|
| S3 |
116-100 |
116-305 |
118-127 |
|
| S4 |
115-065 |
115-270 |
118-030 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-142 |
124-168 |
120-017 |
|
| R3 |
122-317 |
122-023 |
119-121 |
|
| R2 |
120-172 |
120-172 |
119-049 |
|
| R1 |
119-198 |
119-198 |
118-297 |
120-025 |
| PP |
118-027 |
118-027 |
118-027 |
118-100 |
| S1 |
117-053 |
117-053 |
118-153 |
117-200 |
| S2 |
115-202 |
115-202 |
118-081 |
|
| S3 |
113-057 |
114-228 |
118-009 |
|
| S4 |
110-232 |
112-083 |
117-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
116-175 |
2-145 |
2.1% |
0-294 |
0.8% |
88% |
True |
False |
734,488 |
| 10 |
119-000 |
115-215 |
3-105 |
2.8% |
0-267 |
0.7% |
91% |
True |
False |
732,577 |
| 20 |
119-000 |
113-190 |
5-130 |
4.6% |
0-293 |
0.8% |
95% |
True |
False |
722,504 |
| 40 |
120-150 |
112-255 |
7-215 |
6.5% |
1-000 |
0.8% |
77% |
False |
False |
603,536 |
| 60 |
121-270 |
112-255 |
9-015 |
7.6% |
0-275 |
0.7% |
65% |
False |
False |
403,083 |
| 80 |
124-110 |
112-255 |
11-175 |
9.7% |
0-218 |
0.6% |
51% |
False |
False |
302,313 |
| 100 |
124-110 |
112-255 |
11-175 |
9.7% |
0-175 |
0.5% |
51% |
False |
False |
241,851 |
| 120 |
124-110 |
112-255 |
11-175 |
9.7% |
0-145 |
0.4% |
51% |
False |
False |
201,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-229 |
|
2.618 |
121-289 |
|
1.618 |
120-254 |
|
1.000 |
120-035 |
|
0.618 |
119-219 |
|
HIGH |
119-000 |
|
0.618 |
118-184 |
|
0.500 |
118-142 |
|
0.382 |
118-101 |
|
LOW |
117-285 |
|
0.618 |
117-066 |
|
1.000 |
116-250 |
|
1.618 |
116-031 |
|
2.618 |
114-316 |
|
4.250 |
113-056 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-198 |
118-165 |
| PP |
118-170 |
118-105 |
| S1 |
118-142 |
118-045 |
|