ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-085 |
117-185 |
-0-220 |
-0.6% |
116-280 |
| High |
118-100 |
117-240 |
-0-180 |
-0.5% |
119-000 |
| Low |
117-170 |
116-145 |
-1-025 |
-0.9% |
116-175 |
| Close |
117-250 |
116-225 |
-1-025 |
-0.9% |
118-225 |
| Range |
0-250 |
1-095 |
0-165 |
66.0% |
2-145 |
| ATR |
0-301 |
0-310 |
0-009 |
2.9% |
0-000 |
| Volume |
505,548 |
904,992 |
399,444 |
79.0% |
3,672,441 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-275 |
120-025 |
117-133 |
|
| R3 |
119-180 |
118-250 |
117-019 |
|
| R2 |
118-085 |
118-085 |
116-301 |
|
| R1 |
117-155 |
117-155 |
116-263 |
117-072 |
| PP |
116-310 |
116-310 |
116-310 |
116-269 |
| S1 |
116-060 |
116-060 |
116-187 |
115-298 |
| S2 |
115-215 |
115-215 |
116-149 |
|
| S3 |
114-120 |
114-285 |
116-111 |
|
| S4 |
113-025 |
113-190 |
115-317 |
|
|
| 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 |
116-145 |
2-175 |
2.2% |
0-304 |
0.8% |
10% |
False |
True |
762,227 |
| 10 |
119-000 |
115-215 |
3-105 |
2.9% |
0-290 |
0.8% |
31% |
False |
False |
730,257 |
| 20 |
119-000 |
113-190 |
5-130 |
4.6% |
0-303 |
0.8% |
58% |
False |
False |
726,690 |
| 40 |
119-260 |
112-255 |
7-005 |
6.0% |
1-004 |
0.9% |
56% |
False |
False |
653,952 |
| 60 |
121-270 |
112-255 |
9-015 |
7.8% |
0-289 |
0.8% |
43% |
False |
False |
437,221 |
| 80 |
124-110 |
112-255 |
11-175 |
9.9% |
0-230 |
0.6% |
34% |
False |
False |
327,916 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-184 |
0.5% |
34% |
False |
False |
262,333 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-153 |
0.4% |
34% |
False |
False |
218,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-084 |
|
2.618 |
121-046 |
|
1.618 |
119-271 |
|
1.000 |
119-015 |
|
0.618 |
118-176 |
|
HIGH |
117-240 |
|
0.618 |
117-081 |
|
0.500 |
117-032 |
|
0.382 |
116-304 |
|
LOW |
116-145 |
|
0.618 |
115-209 |
|
1.000 |
115-050 |
|
1.618 |
114-114 |
|
2.618 |
113-019 |
|
4.250 |
110-301 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-032 |
117-232 |
| PP |
116-310 |
117-123 |
| S1 |
116-268 |
117-014 |
|