ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-290 |
114-230 |
-0-060 |
-0.2% |
114-250 |
| High |
115-010 |
114-310 |
-0-020 |
-0.1% |
116-170 |
| Low |
114-200 |
114-060 |
-0-140 |
-0.4% |
114-160 |
| Close |
114-300 |
114-190 |
-0-110 |
-0.3% |
114-300 |
| Range |
0-130 |
0-250 |
0-120 |
92.3% |
2-010 |
| ATR |
0-000 |
0-309 |
0-309 |
|
0-000 |
| Volume |
18 |
462 |
444 |
2,466.7% |
3,956 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-297 |
116-173 |
115-008 |
|
| R3 |
116-047 |
115-243 |
114-259 |
|
| R2 |
115-117 |
115-117 |
114-236 |
|
| R1 |
114-313 |
114-313 |
114-213 |
114-250 |
| PP |
114-187 |
114-187 |
114-187 |
114-155 |
| S1 |
114-063 |
114-063 |
114-167 |
114-000 |
| S2 |
113-257 |
113-257 |
114-144 |
|
| S3 |
113-007 |
113-133 |
114-121 |
|
| S4 |
112-077 |
112-203 |
114-052 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-133 |
120-067 |
116-018 |
|
| R3 |
119-123 |
118-057 |
115-159 |
|
| R2 |
117-113 |
117-113 |
115-099 |
|
| R1 |
116-047 |
116-047 |
115-040 |
116-240 |
| PP |
115-103 |
115-103 |
115-103 |
115-200 |
| S1 |
114-037 |
114-037 |
114-240 |
114-230 |
| S2 |
113-093 |
113-093 |
114-181 |
|
| S3 |
111-083 |
112-027 |
114-121 |
|
| S4 |
109-073 |
110-017 |
113-262 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-092 |
|
2.618 |
117-004 |
|
1.618 |
116-074 |
|
1.000 |
115-240 |
|
0.618 |
115-144 |
|
HIGH |
114-310 |
|
0.618 |
114-214 |
|
0.500 |
114-185 |
|
0.382 |
114-156 |
|
LOW |
114-060 |
|
0.618 |
113-226 |
|
1.000 |
113-130 |
|
1.618 |
112-296 |
|
2.618 |
112-046 |
|
4.250 |
110-278 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-188 |
115-035 |
| PP |
114-187 |
114-300 |
| S1 |
114-185 |
114-245 |
|