ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-135 |
0-045 |
0.1% |
116-105 |
| High |
116-160 |
116-150 |
-0-010 |
0.0% |
118-010 |
| Low |
116-005 |
115-195 |
-0-130 |
-0.4% |
115-265 |
| Close |
116-120 |
116-015 |
-0-105 |
-0.3% |
116-120 |
| Range |
0-155 |
0-275 |
0-120 |
77.4% |
2-065 |
| ATR |
1-001 |
0-318 |
-0-003 |
-1.0% |
0-000 |
| Volume |
959,038 |
544,993 |
-414,045 |
-43.2% |
3,947,356 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-198 |
118-062 |
116-166 |
|
| R3 |
117-243 |
117-107 |
116-091 |
|
| R2 |
116-288 |
116-288 |
116-065 |
|
| R1 |
116-152 |
116-152 |
116-040 |
116-082 |
| PP |
116-013 |
116-013 |
116-013 |
115-299 |
| S1 |
115-197 |
115-197 |
115-310 |
115-128 |
| S2 |
115-058 |
115-058 |
115-285 |
|
| S3 |
114-103 |
114-242 |
115-259 |
|
| S4 |
113-148 |
113-287 |
115-184 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-113 |
122-022 |
117-188 |
|
| R3 |
121-048 |
119-277 |
116-314 |
|
| R2 |
118-303 |
118-303 |
116-249 |
|
| R1 |
117-212 |
117-212 |
116-185 |
118-098 |
| PP |
116-238 |
116-238 |
116-238 |
117-021 |
| S1 |
115-147 |
115-147 |
116-055 |
116-032 |
| S2 |
114-173 |
114-173 |
115-311 |
|
| S3 |
112-108 |
113-082 |
115-246 |
|
| S4 |
110-043 |
111-017 |
115-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-010 |
115-195 |
2-135 |
2.1% |
1-014 |
0.9% |
18% |
False |
True |
755,410 |
| 10 |
118-100 |
115-195 |
2-225 |
2.3% |
1-012 |
0.9% |
16% |
False |
True |
771,984 |
| 20 |
119-000 |
115-195 |
3-125 |
2.9% |
0-301 |
0.8% |
13% |
False |
True |
738,893 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
0-319 |
0.9% |
52% |
False |
False |
756,384 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
0-307 |
0.8% |
42% |
False |
False |
542,171 |
| 80 |
122-090 |
112-255 |
9-155 |
8.2% |
0-259 |
0.7% |
34% |
False |
False |
406,782 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-210 |
0.6% |
28% |
False |
False |
325,426 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-175 |
0.5% |
28% |
False |
False |
271,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-039 |
|
2.618 |
118-230 |
|
1.618 |
117-275 |
|
1.000 |
117-105 |
|
0.618 |
117-000 |
|
HIGH |
116-150 |
|
0.618 |
116-045 |
|
0.500 |
116-012 |
|
0.382 |
115-300 |
|
LOW |
115-195 |
|
0.618 |
115-025 |
|
1.000 |
114-240 |
|
1.618 |
114-070 |
|
2.618 |
113-115 |
|
4.250 |
111-306 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-014 |
116-175 |
| PP |
116-013 |
116-122 |
| S1 |
116-012 |
116-068 |
|