ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-155 |
116-085 |
-0-070 |
-0.2% |
114-140 |
| High |
116-195 |
116-120 |
-0-075 |
-0.2% |
116-165 |
| Low |
115-245 |
115-215 |
-0-030 |
-0.1% |
114-080 |
| Close |
116-085 |
116-085 |
0-000 |
0.0% |
116-130 |
| Range |
0-270 |
0-225 |
-0-045 |
-16.7% |
2-085 |
| ATR |
0-314 |
0-307 |
-0-006 |
-2.0% |
0-000 |
| Volume |
521,031 |
880,715 |
359,684 |
69.0% |
3,589,722 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-068 |
117-302 |
116-209 |
|
| R3 |
117-163 |
117-077 |
116-147 |
|
| R2 |
116-258 |
116-258 |
116-126 |
|
| R1 |
116-172 |
116-172 |
116-106 |
116-198 |
| PP |
116-033 |
116-033 |
116-033 |
116-046 |
| S1 |
115-267 |
115-267 |
116-064 |
115-292 |
| S2 |
115-128 |
115-128 |
116-044 |
|
| S3 |
114-223 |
115-042 |
116-023 |
|
| S4 |
113-318 |
114-137 |
115-281 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-167 |
121-233 |
117-209 |
|
| R3 |
120-082 |
119-148 |
117-009 |
|
| R2 |
117-317 |
117-317 |
116-263 |
|
| R1 |
117-063 |
117-063 |
116-196 |
117-190 |
| PP |
115-232 |
115-232 |
115-232 |
115-295 |
| S1 |
114-298 |
114-298 |
116-064 |
115-105 |
| S2 |
113-147 |
113-147 |
115-317 |
|
| S3 |
111-062 |
112-213 |
115-251 |
|
| S4 |
108-297 |
110-128 |
115-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-230 |
114-265 |
1-285 |
1.6% |
0-279 |
0.7% |
76% |
False |
False |
756,658 |
| 10 |
116-230 |
113-190 |
3-040 |
2.7% |
0-306 |
0.8% |
86% |
False |
False |
740,391 |
| 20 |
116-230 |
112-255 |
3-295 |
3.4% |
0-318 |
0.9% |
88% |
False |
False |
740,374 |
| 40 |
120-150 |
112-255 |
7-215 |
6.6% |
0-315 |
0.8% |
45% |
False |
False |
494,860 |
| 60 |
122-060 |
112-255 |
9-125 |
8.1% |
0-254 |
0.7% |
37% |
False |
False |
330,190 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-196 |
0.5% |
30% |
False |
False |
247,643 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-157 |
0.4% |
30% |
False |
False |
198,115 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-131 |
0.4% |
30% |
False |
False |
165,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-116 |
|
2.618 |
118-069 |
|
1.618 |
117-164 |
|
1.000 |
117-025 |
|
0.618 |
116-259 |
|
HIGH |
116-120 |
|
0.618 |
116-034 |
|
0.500 |
116-008 |
|
0.382 |
115-301 |
|
LOW |
115-215 |
|
0.618 |
115-076 |
|
1.000 |
114-310 |
|
1.618 |
114-171 |
|
2.618 |
113-266 |
|
4.250 |
112-219 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-059 |
116-078 |
| PP |
116-033 |
116-070 |
| S1 |
116-008 |
116-062 |
|