ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-105 |
116-270 |
0-165 |
0.4% |
118-240 |
| High |
117-040 |
118-010 |
0-290 |
0.8% |
119-000 |
| Low |
115-265 |
116-145 |
0-200 |
0.5% |
116-085 |
| Close |
117-000 |
117-250 |
0-250 |
0.7% |
116-125 |
| Range |
1-095 |
1-185 |
0-090 |
21.7% |
2-235 |
| ATR |
0-314 |
1-008 |
0-014 |
4.3% |
0-000 |
| Volume |
715,295 |
591,013 |
-124,282 |
-17.4% |
3,865,203 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-050 |
121-175 |
118-208 |
|
| R3 |
120-185 |
119-310 |
118-069 |
|
| R2 |
119-000 |
119-000 |
118-023 |
|
| R1 |
118-125 |
118-125 |
117-296 |
118-222 |
| PP |
117-135 |
117-135 |
117-135 |
117-184 |
| S1 |
116-260 |
116-260 |
117-204 |
117-038 |
| S2 |
115-270 |
115-270 |
117-157 |
|
| S3 |
114-085 |
115-075 |
117-111 |
|
| S4 |
112-220 |
113-210 |
116-292 |
|
|
| 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 |
118-010 |
115-265 |
2-065 |
1.9% |
1-061 |
1.0% |
89% |
True |
False |
805,650 |
| 10 |
119-000 |
115-265 |
3-055 |
2.7% |
1-027 |
0.9% |
62% |
False |
False |
762,544 |
| 20 |
119-000 |
114-265 |
4-055 |
3.5% |
0-308 |
0.8% |
71% |
False |
False |
728,431 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
1-010 |
0.9% |
80% |
False |
False |
725,784 |
| 60 |
121-030 |
112-255 |
8-095 |
7.0% |
0-305 |
0.8% |
60% |
False |
False |
489,274 |
| 80 |
122-280 |
112-255 |
10-025 |
8.6% |
0-248 |
0.7% |
49% |
False |
False |
366,957 |
| 100 |
124-110 |
112-255 |
11-175 |
9.8% |
0-199 |
0.5% |
43% |
False |
False |
293,566 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-166 |
0.4% |
43% |
False |
False |
244,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-236 |
|
2.618 |
122-052 |
|
1.618 |
120-187 |
|
1.000 |
119-195 |
|
0.618 |
119-002 |
|
HIGH |
118-010 |
|
0.618 |
117-137 |
|
0.500 |
117-078 |
|
0.382 |
117-018 |
|
LOW |
116-145 |
|
0.618 |
115-153 |
|
1.000 |
114-280 |
|
1.618 |
113-288 |
|
2.618 |
112-103 |
|
4.250 |
109-239 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-192 |
117-159 |
| PP |
117-135 |
117-068 |
| S1 |
117-078 |
116-298 |
|