ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-295 |
115-185 |
-0-110 |
-0.3% |
116-135 |
| High |
116-150 |
116-000 |
-0-150 |
-0.4% |
117-145 |
| Low |
115-130 |
115-105 |
-0-025 |
-0.1% |
115-155 |
| Close |
115-165 |
115-240 |
0-075 |
0.2% |
117-090 |
| Range |
1-020 |
0-215 |
-0-125 |
-36.8% |
1-310 |
| ATR |
1-014 |
1-006 |
-0-009 |
-2.5% |
0-000 |
| Volume |
766,545 |
1,003,578 |
237,033 |
30.9% |
3,378,549 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-227 |
117-128 |
116-038 |
|
| R3 |
117-012 |
116-233 |
115-299 |
|
| R2 |
116-117 |
116-117 |
115-279 |
|
| R1 |
116-018 |
116-018 |
115-260 |
116-068 |
| PP |
115-222 |
115-222 |
115-222 |
115-246 |
| S1 |
115-123 |
115-123 |
115-220 |
115-172 |
| S2 |
115-007 |
115-007 |
115-201 |
|
| S3 |
114-112 |
114-228 |
115-181 |
|
| S4 |
113-217 |
114-013 |
115-122 |
|
|
| 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 |
115-105 |
2-040 |
1.8% |
1-037 |
1.0% |
20% |
False |
True |
839,432 |
| 10 |
117-145 |
115-105 |
2-040 |
1.8% |
0-314 |
0.8% |
20% |
False |
True |
776,337 |
| 20 |
119-000 |
115-105 |
3-215 |
3.2% |
1-012 |
0.9% |
11% |
False |
True |
770,981 |
| 40 |
119-000 |
112-255 |
6-065 |
5.4% |
0-316 |
0.9% |
48% |
False |
False |
746,469 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
1-003 |
0.9% |
38% |
False |
False |
646,084 |
| 80 |
122-060 |
112-255 |
9-125 |
8.1% |
0-286 |
0.8% |
31% |
False |
False |
485,024 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-237 |
0.6% |
26% |
False |
False |
388,019 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-198 |
0.5% |
26% |
False |
False |
323,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-274 |
|
2.618 |
117-243 |
|
1.618 |
117-028 |
|
1.000 |
116-215 |
|
0.618 |
116-133 |
|
HIGH |
116-000 |
|
0.618 |
115-238 |
|
0.500 |
115-212 |
|
0.382 |
115-187 |
|
LOW |
115-105 |
|
0.618 |
114-292 |
|
1.000 |
114-210 |
|
1.618 |
114-077 |
|
2.618 |
113-182 |
|
4.250 |
112-151 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-231 |
115-308 |
| PP |
115-222 |
115-285 |
| S1 |
115-212 |
115-262 |
|