ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-290 |
118-240 |
0-270 |
0.7% |
116-280 |
| High |
119-000 |
119-000 |
0-000 |
0.0% |
119-000 |
| Low |
117-285 |
118-065 |
0-100 |
0.3% |
116-175 |
| Close |
118-225 |
118-105 |
-0-120 |
-0.3% |
118-225 |
| Range |
1-035 |
0-255 |
-0-100 |
-28.2% |
2-145 |
| ATR |
0-308 |
0-304 |
-0-004 |
-1.2% |
0-000 |
| Volume |
802,745 |
637,711 |
-165,034 |
-20.6% |
3,672,441 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-288 |
120-132 |
118-245 |
|
| R3 |
120-033 |
119-197 |
118-175 |
|
| R2 |
119-098 |
119-098 |
118-152 |
|
| R1 |
118-262 |
118-262 |
118-128 |
118-212 |
| PP |
118-163 |
118-163 |
118-163 |
118-139 |
| S1 |
118-007 |
118-007 |
118-082 |
117-278 |
| S2 |
117-228 |
117-228 |
118-058 |
|
| S3 |
116-293 |
117-072 |
118-035 |
|
| S4 |
116-038 |
116-137 |
117-285 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-142 |
124-168 |
120-017 |
|
| R3 |
122-317 |
122-023 |
119-121 |
|
| R2 |
120-172 |
120-172 |
119-049 |
|
| R1 |
119-198 |
119-198 |
118-297 |
120-025 |
| PP |
118-027 |
118-027 |
118-027 |
118-100 |
| S1 |
117-053 |
117-053 |
118-153 |
117-200 |
| S2 |
115-202 |
115-202 |
118-081 |
|
| S3 |
113-057 |
114-228 |
118-009 |
|
| S4 |
110-232 |
112-083 |
117-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
116-175 |
2-145 |
2.1% |
0-317 |
0.8% |
73% |
True |
False |
724,585 |
| 10 |
119-000 |
115-215 |
3-105 |
2.8% |
0-270 |
0.7% |
80% |
True |
False |
705,803 |
| 20 |
119-000 |
113-190 |
5-130 |
4.6% |
0-296 |
0.8% |
88% |
True |
False |
710,777 |
| 40 |
120-110 |
112-255 |
7-175 |
6.4% |
1-002 |
0.8% |
73% |
False |
False |
619,205 |
| 60 |
121-270 |
112-255 |
9-015 |
7.6% |
0-279 |
0.7% |
61% |
False |
False |
413,712 |
| 80 |
124-110 |
112-255 |
11-175 |
9.8% |
0-221 |
0.6% |
48% |
False |
False |
310,284 |
| 100 |
124-110 |
112-255 |
11-175 |
9.8% |
0-177 |
0.5% |
48% |
False |
False |
248,228 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-148 |
0.4% |
48% |
False |
False |
206,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-124 |
|
2.618 |
121-028 |
|
1.618 |
120-093 |
|
1.000 |
119-255 |
|
0.618 |
119-158 |
|
HIGH |
119-000 |
|
0.618 |
118-223 |
|
0.500 |
118-192 |
|
0.382 |
118-162 |
|
LOW |
118-065 |
|
0.618 |
117-227 |
|
1.000 |
117-130 |
|
1.618 |
116-292 |
|
2.618 |
116-037 |
|
4.250 |
114-261 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-192 |
118-112 |
| PP |
118-163 |
118-110 |
| S1 |
118-134 |
118-108 |
|