ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-290 |
116-020 |
0-050 |
0.1% |
117-110 |
| High |
116-170 |
116-130 |
-0-040 |
-0.1% |
117-170 |
| Low |
115-000 |
115-220 |
0-220 |
0.6% |
114-280 |
| Close |
116-100 |
115-250 |
-0-170 |
-0.5% |
114-300 |
| Range |
1-170 |
0-230 |
-0-260 |
-53.1% |
2-210 |
| ATR |
|
|
|
|
|
| Volume |
1,050 |
2,465 |
1,415 |
134.8% |
4,784 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-037 |
117-213 |
116-056 |
|
| R3 |
117-127 |
116-303 |
115-313 |
|
| R2 |
116-217 |
116-217 |
115-292 |
|
| R1 |
116-073 |
116-073 |
115-271 |
116-030 |
| PP |
115-307 |
115-307 |
115-307 |
115-285 |
| S1 |
115-163 |
115-163 |
115-229 |
115-120 |
| S2 |
115-077 |
115-077 |
115-208 |
|
| S3 |
114-167 |
114-253 |
115-187 |
|
| S4 |
113-257 |
114-023 |
115-124 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-240 |
122-000 |
116-128 |
|
| R3 |
121-030 |
119-110 |
115-214 |
|
| R2 |
118-140 |
118-140 |
115-136 |
|
| R1 |
116-220 |
116-220 |
115-058 |
116-075 |
| PP |
115-250 |
115-250 |
115-250 |
115-178 |
| S1 |
114-010 |
114-010 |
114-222 |
113-185 |
| S2 |
113-040 |
113-040 |
114-144 |
|
| S3 |
110-150 |
111-120 |
114-066 |
|
| S4 |
107-260 |
108-230 |
113-152 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-148 |
|
2.618 |
118-092 |
|
1.618 |
117-182 |
|
1.000 |
117-040 |
|
0.618 |
116-272 |
|
HIGH |
116-130 |
|
0.618 |
116-042 |
|
0.500 |
116-015 |
|
0.382 |
115-308 |
|
LOW |
115-220 |
|
0.618 |
115-078 |
|
1.000 |
114-310 |
|
1.618 |
114-168 |
|
2.618 |
113-258 |
|
4.250 |
112-202 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-015 |
115-222 |
| PP |
115-307 |
115-193 |
| S1 |
115-278 |
115-165 |
|