ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-020 |
115-270 |
-0-070 |
-0.2% |
117-110 |
| High |
116-130 |
116-010 |
-0-120 |
-0.3% |
117-170 |
| Low |
115-220 |
114-180 |
-1-040 |
-1.0% |
114-280 |
| Close |
115-250 |
114-190 |
-1-060 |
-1.0% |
114-300 |
| Range |
0-230 |
1-150 |
0-240 |
104.3% |
2-210 |
| ATR |
|
|
|
|
|
| Volume |
2,465 |
367 |
-2,098 |
-85.1% |
4,784 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-150 |
118-160 |
115-128 |
|
| R3 |
118-000 |
117-010 |
114-319 |
|
| R2 |
116-170 |
116-170 |
114-276 |
|
| R1 |
115-180 |
115-180 |
114-233 |
115-100 |
| PP |
115-020 |
115-020 |
115-020 |
114-300 |
| S1 |
114-030 |
114-030 |
114-147 |
113-270 |
| S2 |
113-190 |
113-190 |
114-104 |
|
| S3 |
112-040 |
112-200 |
114-061 |
|
| S4 |
110-210 |
111-050 |
113-252 |
|
|
| 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 |
122-088 |
|
2.618 |
119-280 |
|
1.618 |
118-130 |
|
1.000 |
117-160 |
|
0.618 |
116-300 |
|
HIGH |
116-010 |
|
0.618 |
115-150 |
|
0.500 |
115-095 |
|
0.382 |
115-040 |
|
LOW |
114-180 |
|
0.618 |
113-210 |
|
1.000 |
113-030 |
|
1.618 |
112-060 |
|
2.618 |
110-230 |
|
4.250 |
108-102 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-095 |
115-175 |
| PP |
115-020 |
115-073 |
| S1 |
114-265 |
114-292 |
|