ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-245 |
-0-035 |
-0.1% |
116-095 |
| High |
117-020 |
117-125 |
0-105 |
0.3% |
117-020 |
| Low |
116-200 |
116-175 |
-0-025 |
-0.1% |
115-215 |
| Close |
116-270 |
117-090 |
0-140 |
0.4% |
116-270 |
| Range |
0-140 |
0-270 |
0-130 |
92.9% |
1-125 |
| ATR |
0-294 |
0-293 |
-0-002 |
-0.6% |
0-000 |
| Volume |
687,226 |
531,278 |
-155,948 |
-22.7% |
2,747,883 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-193 |
119-092 |
117-238 |
|
| R3 |
118-243 |
118-142 |
117-164 |
|
| R2 |
117-293 |
117-293 |
117-140 |
|
| R1 |
117-192 |
117-192 |
117-115 |
117-242 |
| PP |
117-023 |
117-023 |
117-023 |
117-049 |
| S1 |
116-242 |
116-242 |
117-065 |
116-292 |
| S2 |
116-073 |
116-073 |
117-040 |
|
| S3 |
115-123 |
115-292 |
117-016 |
|
| S4 |
114-173 |
115-022 |
116-262 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-223 |
120-052 |
117-195 |
|
| R3 |
119-098 |
118-247 |
117-072 |
|
| R2 |
117-293 |
117-293 |
117-032 |
|
| R1 |
117-122 |
117-122 |
116-311 |
117-208 |
| PP |
116-168 |
116-168 |
116-168 |
116-211 |
| S1 |
115-317 |
115-317 |
116-229 |
116-082 |
| S2 |
115-043 |
115-043 |
116-188 |
|
| S3 |
113-238 |
114-192 |
116-148 |
|
| S4 |
112-113 |
113-067 |
116-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-125 |
115-215 |
1-230 |
1.5% |
0-239 |
0.6% |
94% |
True |
False |
664,284 |
| 10 |
117-125 |
114-265 |
2-180 |
2.2% |
0-269 |
0.7% |
96% |
True |
False |
694,319 |
| 20 |
117-125 |
112-255 |
4-190 |
3.9% |
0-288 |
0.8% |
98% |
True |
False |
699,208 |
| 40 |
120-150 |
112-255 |
7-215 |
6.5% |
0-313 |
0.8% |
58% |
False |
False |
542,499 |
| 60 |
122-060 |
112-255 |
9-125 |
8.0% |
0-263 |
0.7% |
48% |
False |
False |
362,184 |
| 80 |
124-110 |
112-255 |
11-175 |
9.8% |
0-205 |
0.5% |
39% |
False |
False |
271,639 |
| 100 |
124-110 |
112-255 |
11-175 |
9.8% |
0-164 |
0.4% |
39% |
False |
False |
217,311 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-137 |
0.4% |
39% |
False |
False |
181,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-312 |
|
2.618 |
119-192 |
|
1.618 |
118-242 |
|
1.000 |
118-075 |
|
0.618 |
117-292 |
|
HIGH |
117-125 |
|
0.618 |
117-022 |
|
0.500 |
116-310 |
|
0.382 |
116-278 |
|
LOW |
116-175 |
|
0.618 |
116-008 |
|
1.000 |
115-225 |
|
1.618 |
115-058 |
|
2.618 |
114-108 |
|
4.250 |
112-308 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-057 |
117-036 |
| PP |
117-023 |
116-302 |
| S1 |
116-310 |
116-248 |
|