ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-225 |
117-095 |
-0-130 |
-0.3% |
118-240 |
| High |
117-295 |
117-155 |
-0-140 |
-0.4% |
119-000 |
| Low |
117-045 |
115-310 |
-1-055 |
-1.0% |
116-085 |
| Close |
117-075 |
116-010 |
-1-065 |
-1.0% |
116-125 |
| Range |
0-250 |
1-165 |
0-235 |
94.0% |
2-235 |
| ATR |
1-002 |
1-014 |
0-012 |
3.6% |
0-000 |
| Volume |
968,888 |
713,122 |
-255,766 |
-26.4% |
3,865,203 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-013 |
120-017 |
116-277 |
|
| R3 |
119-168 |
118-172 |
116-143 |
|
| R2 |
118-003 |
118-003 |
116-099 |
|
| R1 |
117-007 |
117-007 |
116-054 |
116-242 |
| PP |
116-158 |
116-158 |
116-158 |
116-116 |
| S1 |
115-162 |
115-162 |
115-286 |
115-078 |
| S2 |
114-313 |
114-313 |
115-241 |
|
| S3 |
113-148 |
113-317 |
115-197 |
|
| S4 |
111-303 |
112-152 |
115-063 |
|
|
| 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% |
1-075 |
1.1% |
9% |
False |
False |
757,564 |
| 10 |
119-000 |
115-265 |
3-055 |
2.7% |
1-030 |
0.9% |
6% |
False |
False |
765,626 |
| 20 |
119-000 |
114-265 |
4-055 |
3.6% |
0-315 |
0.8% |
29% |
False |
False |
750,521 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
1-006 |
0.9% |
52% |
False |
False |
756,382 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
0-308 |
0.8% |
42% |
False |
False |
517,197 |
| 80 |
122-170 |
112-255 |
9-235 |
8.4% |
0-257 |
0.7% |
33% |
False |
False |
387,982 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-206 |
0.6% |
28% |
False |
False |
310,386 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-172 |
0.5% |
28% |
False |
False |
258,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-296 |
|
2.618 |
121-145 |
|
1.618 |
119-300 |
|
1.000 |
119-000 |
|
0.618 |
118-135 |
|
HIGH |
117-155 |
|
0.618 |
116-290 |
|
0.500 |
116-232 |
|
0.382 |
116-175 |
|
LOW |
115-310 |
|
0.618 |
115-010 |
|
1.000 |
114-145 |
|
1.618 |
113-165 |
|
2.618 |
112-000 |
|
4.250 |
109-169 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-232 |
117-000 |
| PP |
116-158 |
116-217 |
| S1 |
116-084 |
116-113 |
|