ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-135 |
115-300 |
-0-155 |
-0.4% |
116-105 |
| High |
116-150 |
116-230 |
0-080 |
0.2% |
118-010 |
| Low |
115-195 |
115-250 |
0-055 |
0.1% |
115-265 |
| Close |
116-015 |
116-025 |
0-010 |
0.0% |
116-120 |
| Range |
0-275 |
0-300 |
0-025 |
9.1% |
2-065 |
| ATR |
0-318 |
0-317 |
-0-001 |
-0.4% |
0-000 |
| Volume |
544,993 |
569,051 |
24,058 |
4.4% |
3,947,356 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-002 |
118-153 |
116-190 |
|
| R3 |
118-022 |
117-173 |
116-108 |
|
| R2 |
117-042 |
117-042 |
116-080 |
|
| R1 |
116-193 |
116-193 |
116-052 |
116-278 |
| PP |
116-062 |
116-062 |
116-062 |
116-104 |
| S1 |
115-213 |
115-213 |
115-318 |
115-298 |
| S2 |
115-082 |
115-082 |
115-290 |
|
| S3 |
114-102 |
114-233 |
115-262 |
|
| S4 |
113-122 |
113-253 |
115-180 |
|
|
| 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 |
117-295 |
115-195 |
2-100 |
2.0% |
0-293 |
0.8% |
20% |
False |
False |
751,018 |
| 10 |
118-010 |
115-195 |
2-135 |
2.1% |
1-017 |
0.9% |
19% |
False |
False |
778,334 |
| 20 |
119-000 |
115-195 |
3-125 |
2.9% |
0-306 |
0.8% |
14% |
False |
False |
735,098 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
0-313 |
0.8% |
53% |
False |
False |
748,111 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
0-309 |
0.8% |
43% |
False |
False |
551,649 |
| 80 |
122-090 |
112-255 |
9-155 |
8.2% |
0-262 |
0.7% |
35% |
False |
False |
413,895 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-213 |
0.6% |
28% |
False |
False |
331,116 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-178 |
0.5% |
28% |
False |
False |
275,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-225 |
|
2.618 |
119-055 |
|
1.618 |
118-075 |
|
1.000 |
117-210 |
|
0.618 |
117-095 |
|
HIGH |
116-230 |
|
0.618 |
116-115 |
|
0.500 |
116-080 |
|
0.382 |
116-045 |
|
LOW |
115-250 |
|
0.618 |
115-065 |
|
1.000 |
114-270 |
|
1.618 |
114-085 |
|
2.618 |
113-105 |
|
4.250 |
111-255 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-080 |
116-052 |
| PP |
116-062 |
116-043 |
| S1 |
116-043 |
116-034 |
|