ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-185 |
116-205 |
-0-300 |
-0.8% |
116-280 |
| High |
117-240 |
117-135 |
-0-105 |
-0.3% |
119-000 |
| Low |
116-145 |
116-205 |
0-060 |
0.2% |
116-175 |
| Close |
116-225 |
117-005 |
0-100 |
0.3% |
118-225 |
| Range |
1-095 |
0-250 |
-0-165 |
-39.8% |
2-145 |
| ATR |
0-310 |
0-305 |
-0-004 |
-1.4% |
0-000 |
| Volume |
904,992 |
1,017,449 |
112,457 |
12.4% |
3,672,441 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
118-312 |
117-142 |
|
| R3 |
118-188 |
118-062 |
117-074 |
|
| R2 |
117-258 |
117-258 |
117-051 |
|
| R1 |
117-132 |
117-132 |
117-028 |
117-195 |
| PP |
117-008 |
117-008 |
117-008 |
117-040 |
| S1 |
116-202 |
116-202 |
116-302 |
116-265 |
| S2 |
116-078 |
116-078 |
116-279 |
|
| S3 |
115-148 |
115-272 |
116-256 |
|
| S4 |
114-218 |
115-022 |
116-188 |
|
|
| 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 |
116-145 |
2-175 |
2.2% |
0-305 |
0.8% |
22% |
False |
False |
773,689 |
| 10 |
119-000 |
116-050 |
2-270 |
2.4% |
0-293 |
0.8% |
30% |
False |
False |
743,931 |
| 20 |
119-000 |
113-190 |
5-130 |
4.6% |
0-300 |
0.8% |
63% |
False |
False |
742,161 |
| 40 |
119-260 |
112-255 |
7-005 |
6.0% |
1-007 |
0.9% |
60% |
False |
False |
679,099 |
| 60 |
121-030 |
112-255 |
8-095 |
7.1% |
0-288 |
0.8% |
51% |
False |
False |
454,178 |
| 80 |
123-190 |
112-255 |
10-255 |
9.2% |
0-233 |
0.6% |
39% |
False |
False |
340,634 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-186 |
0.5% |
37% |
False |
False |
272,508 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-155 |
0.4% |
37% |
False |
False |
227,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-238 |
|
2.618 |
119-150 |
|
1.618 |
118-220 |
|
1.000 |
118-065 |
|
0.618 |
117-290 |
|
HIGH |
117-135 |
|
0.618 |
117-040 |
|
0.500 |
117-010 |
|
0.382 |
116-300 |
|
LOW |
116-205 |
|
0.618 |
116-050 |
|
1.000 |
115-275 |
|
1.618 |
115-120 |
|
2.618 |
114-190 |
|
4.250 |
113-102 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-010 |
117-122 |
| PP |
117-008 |
117-083 |
| S1 |
117-007 |
117-044 |
|