ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-205 |
116-280 |
0-075 |
0.2% |
118-240 |
| High |
117-135 |
117-085 |
-0-050 |
-0.1% |
119-000 |
| Low |
116-205 |
116-085 |
-0-120 |
-0.3% |
116-085 |
| Close |
117-005 |
116-125 |
-0-200 |
-0.5% |
116-125 |
| Range |
0-250 |
1-000 |
0-070 |
28.0% |
2-235 |
| ATR |
0-305 |
0-307 |
0-001 |
0.3% |
0-000 |
| Volume |
1,017,449 |
799,503 |
-217,946 |
-21.4% |
3,865,203 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-205 |
119-005 |
116-301 |
|
| R3 |
118-205 |
118-005 |
116-213 |
|
| R2 |
117-205 |
117-205 |
116-184 |
|
| R1 |
117-005 |
117-005 |
116-154 |
116-265 |
| PP |
116-205 |
116-205 |
116-205 |
116-175 |
| S1 |
116-005 |
116-005 |
116-096 |
115-265 |
| S2 |
115-205 |
115-205 |
116-066 |
|
| S3 |
114-205 |
115-005 |
116-037 |
|
| S4 |
113-205 |
114-005 |
115-269 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-135 |
123-205 |
117-286 |
|
| R3 |
122-220 |
120-290 |
117-046 |
|
| R2 |
119-305 |
119-305 |
116-285 |
|
| R1 |
118-055 |
118-055 |
116-205 |
117-222 |
| PP |
117-070 |
117-070 |
117-070 |
116-314 |
| S1 |
115-140 |
115-140 |
116-045 |
114-308 |
| S2 |
114-155 |
114-155 |
115-285 |
|
| S3 |
111-240 |
112-225 |
115-204 |
|
| S4 |
109-005 |
109-310 |
114-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
116-085 |
2-235 |
2.3% |
0-298 |
0.8% |
5% |
False |
True |
773,040 |
| 10 |
119-000 |
116-085 |
2-235 |
2.3% |
0-296 |
0.8% |
5% |
False |
True |
753,764 |
| 20 |
119-000 |
113-190 |
5-130 |
4.6% |
0-293 |
0.8% |
52% |
False |
False |
739,895 |
| 40 |
119-260 |
112-255 |
7-005 |
6.0% |
1-008 |
0.9% |
51% |
False |
False |
698,225 |
| 60 |
121-030 |
112-255 |
8-095 |
7.1% |
0-293 |
0.8% |
43% |
False |
False |
467,503 |
| 80 |
123-190 |
112-255 |
10-255 |
9.3% |
0-237 |
0.6% |
33% |
False |
False |
350,628 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-189 |
0.5% |
31% |
False |
False |
280,503 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-158 |
0.4% |
31% |
False |
False |
233,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-165 |
|
2.618 |
119-283 |
|
1.618 |
118-283 |
|
1.000 |
118-085 |
|
0.618 |
117-283 |
|
HIGH |
117-085 |
|
0.618 |
116-283 |
|
0.500 |
116-245 |
|
0.382 |
116-207 |
|
LOW |
116-085 |
|
0.618 |
115-207 |
|
1.000 |
115-085 |
|
1.618 |
114-207 |
|
2.618 |
113-207 |
|
4.250 |
112-005 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-245 |
117-002 |
| PP |
116-205 |
116-257 |
| S1 |
116-165 |
116-191 |
|