ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-105 |
-0-175 |
-0.5% |
118-240 |
| High |
117-085 |
117-040 |
-0-045 |
-0.1% |
119-000 |
| Low |
116-085 |
115-265 |
-0-140 |
-0.4% |
116-085 |
| Close |
116-125 |
117-000 |
0-195 |
0.5% |
116-125 |
| Range |
1-000 |
1-095 |
0-095 |
29.7% |
2-235 |
| ATR |
0-307 |
0-314 |
0-008 |
2.5% |
0-000 |
| Volume |
799,503 |
715,295 |
-84,208 |
-10.5% |
3,865,203 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-173 |
120-022 |
117-228 |
|
| R3 |
119-078 |
118-247 |
117-114 |
|
| R2 |
117-303 |
117-303 |
117-076 |
|
| R1 |
117-152 |
117-152 |
117-038 |
117-228 |
| PP |
116-208 |
116-208 |
116-208 |
116-246 |
| S1 |
116-057 |
116-057 |
116-282 |
116-132 |
| S2 |
115-113 |
115-113 |
116-244 |
|
| S3 |
114-018 |
114-282 |
116-206 |
|
| S4 |
112-243 |
113-187 |
116-092 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-135 |
123-205 |
117-286 |
|
| R3 |
122-220 |
120-290 |
117-046 |
|
| R2 |
119-305 |
119-305 |
116-285 |
|
| R1 |
118-055 |
118-055 |
116-205 |
117-222 |
| PP |
117-070 |
117-070 |
117-070 |
116-314 |
| S1 |
115-140 |
115-140 |
116-045 |
114-308 |
| S2 |
114-155 |
114-155 |
115-285 |
|
| S3 |
111-240 |
112-225 |
115-204 |
|
| S4 |
109-005 |
109-310 |
114-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-100 |
115-265 |
2-155 |
2.1% |
1-010 |
0.9% |
47% |
False |
True |
788,557 |
| 10 |
119-000 |
115-265 |
3-055 |
2.7% |
1-004 |
0.9% |
37% |
False |
True |
756,571 |
| 20 |
119-000 |
114-080 |
4-240 |
4.1% |
0-299 |
0.8% |
58% |
False |
False |
729,527 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
1-006 |
0.9% |
68% |
False |
False |
714,239 |
| 60 |
121-030 |
112-255 |
8-095 |
7.1% |
0-297 |
0.8% |
51% |
False |
False |
479,424 |
| 80 |
123-020 |
112-255 |
10-085 |
8.8% |
0-242 |
0.6% |
41% |
False |
False |
359,569 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-194 |
0.5% |
36% |
False |
False |
287,656 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-161 |
0.4% |
36% |
False |
False |
239,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-204 |
|
2.618 |
120-166 |
|
1.618 |
119-071 |
|
1.000 |
118-135 |
|
0.618 |
117-296 |
|
HIGH |
117-040 |
|
0.618 |
116-201 |
|
0.500 |
116-152 |
|
0.382 |
116-104 |
|
LOW |
115-265 |
|
0.618 |
115-009 |
|
1.000 |
114-170 |
|
1.618 |
113-234 |
|
2.618 |
112-139 |
|
4.250 |
110-101 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-264 |
116-280 |
| PP |
116-208 |
116-240 |
| S1 |
116-152 |
116-200 |
|