ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-085 |
115-295 |
-0-110 |
-0.3% |
116-135 |
| High |
116-190 |
116-150 |
-0-040 |
-0.1% |
117-145 |
| Low |
115-210 |
115-130 |
-0-080 |
-0.2% |
115-155 |
| Close |
116-015 |
115-165 |
-0-170 |
-0.5% |
117-090 |
| Range |
0-300 |
1-020 |
0-040 |
13.3% |
1-310 |
| ATR |
1-014 |
1-014 |
0-000 |
0.1% |
0-000 |
| Volume |
812,746 |
766,545 |
-46,201 |
-5.7% |
3,378,549 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-315 |
118-100 |
116-032 |
|
| R3 |
117-295 |
117-080 |
115-258 |
|
| R2 |
116-275 |
116-275 |
115-227 |
|
| R1 |
116-060 |
116-060 |
115-196 |
115-318 |
| PP |
115-255 |
115-255 |
115-255 |
115-224 |
| S1 |
115-040 |
115-040 |
115-134 |
114-298 |
| S2 |
114-235 |
114-235 |
115-103 |
|
| S3 |
113-215 |
114-020 |
115-072 |
|
| S4 |
112-195 |
113-000 |
114-298 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
121-298 |
118-116 |
|
| R3 |
120-217 |
119-308 |
117-263 |
|
| R2 |
118-227 |
118-227 |
117-206 |
|
| R1 |
117-318 |
117-318 |
117-148 |
118-112 |
| PP |
116-237 |
116-237 |
116-237 |
116-294 |
| S1 |
116-008 |
116-008 |
117-032 |
116-122 |
| S2 |
114-247 |
114-247 |
116-294 |
|
| S3 |
112-257 |
114-018 |
116-237 |
|
| S4 |
110-267 |
112-028 |
116-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-145 |
115-130 |
2-015 |
1.8% |
1-053 |
1.0% |
5% |
False |
True |
791,252 |
| 10 |
117-155 |
115-130 |
2-025 |
1.8% |
1-020 |
0.9% |
5% |
False |
True |
747,291 |
| 20 |
119-000 |
115-130 |
3-190 |
3.1% |
1-013 |
0.9% |
3% |
False |
True |
768,810 |
| 40 |
119-000 |
112-255 |
6-065 |
5.4% |
0-317 |
0.9% |
44% |
False |
False |
735,918 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
1-002 |
0.9% |
35% |
False |
False |
629,405 |
| 80 |
122-060 |
112-255 |
9-125 |
8.1% |
0-286 |
0.8% |
29% |
False |
False |
472,479 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-235 |
0.6% |
24% |
False |
False |
377,983 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-196 |
0.5% |
24% |
False |
False |
314,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-315 |
|
2.618 |
119-080 |
|
1.618 |
118-060 |
|
1.000 |
117-170 |
|
0.618 |
117-040 |
|
HIGH |
116-150 |
|
0.618 |
116-020 |
|
0.500 |
115-300 |
|
0.382 |
115-260 |
|
LOW |
115-130 |
|
0.618 |
114-240 |
|
1.000 |
114-110 |
|
1.618 |
113-220 |
|
2.618 |
112-200 |
|
4.250 |
110-285 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-300 |
116-120 |
| PP |
115-255 |
116-028 |
| S1 |
115-210 |
115-257 |
|