ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-085 |
-0-155 |
-0.4% |
116-280 |
| High |
119-000 |
118-100 |
-0-220 |
-0.6% |
119-000 |
| Low |
118-065 |
117-170 |
-0-215 |
-0.6% |
116-175 |
| Close |
118-105 |
117-250 |
-0-175 |
-0.5% |
118-225 |
| Range |
0-255 |
0-250 |
-0-005 |
-2.0% |
2-145 |
| ATR |
0-304 |
0-301 |
-0-004 |
-1.2% |
0-000 |
| Volume |
637,711 |
505,548 |
-132,163 |
-20.7% |
3,672,441 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-070 |
119-250 |
118-068 |
|
| R3 |
119-140 |
119-000 |
117-319 |
|
| R2 |
118-210 |
118-210 |
117-296 |
|
| R1 |
118-070 |
118-070 |
117-273 |
118-015 |
| PP |
117-280 |
117-280 |
117-280 |
117-252 |
| S1 |
117-140 |
117-140 |
117-227 |
117-085 |
| S2 |
117-030 |
117-030 |
117-204 |
|
| S3 |
116-100 |
116-210 |
117-181 |
|
| S4 |
115-170 |
115-280 |
117-112 |
|
|
| 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 |
117-090 |
1-230 |
1.5% |
0-313 |
0.8% |
29% |
False |
False |
719,439 |
| 10 |
119-000 |
115-215 |
3-105 |
2.8% |
0-276 |
0.7% |
63% |
False |
False |
691,861 |
| 20 |
119-000 |
113-190 |
5-130 |
4.6% |
0-298 |
0.8% |
77% |
False |
False |
707,320 |
| 40 |
120-070 |
112-255 |
7-135 |
6.3% |
1-002 |
0.9% |
67% |
False |
False |
631,530 |
| 60 |
121-270 |
112-255 |
9-015 |
7.7% |
0-282 |
0.7% |
55% |
False |
False |
422,137 |
| 80 |
124-110 |
112-255 |
11-175 |
9.8% |
0-224 |
0.6% |
43% |
False |
False |
316,604 |
| 100 |
124-110 |
112-255 |
11-175 |
9.8% |
0-180 |
0.5% |
43% |
False |
False |
253,283 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-150 |
0.4% |
43% |
False |
False |
211,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-202 |
|
2.618 |
120-114 |
|
1.618 |
119-184 |
|
1.000 |
119-030 |
|
0.618 |
118-254 |
|
HIGH |
118-100 |
|
0.618 |
118-004 |
|
0.500 |
117-295 |
|
0.382 |
117-266 |
|
LOW |
117-170 |
|
0.618 |
117-016 |
|
1.000 |
116-240 |
|
1.618 |
116-086 |
|
2.618 |
115-156 |
|
4.250 |
114-068 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-295 |
118-085 |
| PP |
117-280 |
118-033 |
| S1 |
117-265 |
117-302 |
|