ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-300 |
116-025 |
0-045 |
0.1% |
116-105 |
| High |
116-230 |
116-160 |
-0-070 |
-0.2% |
118-010 |
| Low |
115-250 |
115-155 |
-0-095 |
-0.3% |
115-265 |
| Close |
116-025 |
116-000 |
-0-025 |
-0.1% |
116-120 |
| Range |
0-300 |
1-005 |
0-025 |
8.3% |
2-065 |
| ATR |
0-317 |
0-317 |
0-001 |
0.2% |
0-000 |
| Volume |
569,051 |
730,450 |
161,399 |
28.4% |
3,947,356 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-013 |
118-172 |
116-179 |
|
| R3 |
118-008 |
117-167 |
116-089 |
|
| R2 |
117-003 |
117-003 |
116-060 |
|
| R1 |
116-162 |
116-162 |
116-030 |
116-080 |
| PP |
115-318 |
115-318 |
115-318 |
115-278 |
| S1 |
115-157 |
115-157 |
115-290 |
115-075 |
| S2 |
114-313 |
114-313 |
115-260 |
|
| S3 |
113-308 |
114-152 |
115-231 |
|
| S4 |
112-303 |
113-147 |
115-141 |
|
|
| 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 |
117-155 |
115-155 |
2-000 |
1.7% |
0-308 |
0.8% |
26% |
False |
True |
703,330 |
| 10 |
118-010 |
115-155 |
2-175 |
2.2% |
1-008 |
0.9% |
20% |
False |
True |
760,880 |
| 20 |
119-000 |
115-155 |
3-165 |
3.0% |
0-309 |
0.8% |
15% |
False |
True |
745,569 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
0-315 |
0.8% |
52% |
False |
False |
744,225 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
0-312 |
0.8% |
42% |
False |
False |
563,777 |
| 80 |
122-060 |
112-255 |
9-125 |
8.1% |
0-265 |
0.7% |
34% |
False |
False |
423,026 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-217 |
0.6% |
28% |
False |
False |
338,421 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-180 |
0.5% |
28% |
False |
False |
282,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-261 |
|
2.618 |
119-051 |
|
1.618 |
118-046 |
|
1.000 |
117-165 |
|
0.618 |
117-041 |
|
HIGH |
116-160 |
|
0.618 |
116-036 |
|
0.500 |
115-318 |
|
0.382 |
115-279 |
|
LOW |
115-155 |
|
0.618 |
114-274 |
|
1.000 |
114-150 |
|
1.618 |
113-269 |
|
2.618 |
112-264 |
|
4.250 |
111-054 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-319 |
116-032 |
| PP |
115-318 |
116-022 |
| S1 |
115-318 |
116-011 |
|