ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-270 |
117-225 |
0-275 |
0.7% |
118-240 |
| High |
118-010 |
117-295 |
-0-035 |
-0.1% |
119-000 |
| Low |
116-145 |
117-045 |
0-220 |
0.6% |
116-085 |
| Close |
117-250 |
117-075 |
-0-175 |
-0.5% |
116-125 |
| Range |
1-185 |
0-250 |
-0-255 |
-50.5% |
2-235 |
| ATR |
1-008 |
1-002 |
-0-006 |
-1.7% |
0-000 |
| Volume |
591,013 |
968,888 |
377,875 |
63.9% |
3,865,203 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-248 |
119-092 |
117-212 |
|
| R3 |
118-318 |
118-162 |
117-144 |
|
| R2 |
118-068 |
118-068 |
117-121 |
|
| R1 |
117-232 |
117-232 |
117-098 |
117-185 |
| PP |
117-138 |
117-138 |
117-138 |
117-115 |
| S1 |
116-302 |
116-302 |
117-052 |
116-255 |
| S2 |
116-208 |
116-208 |
117-029 |
|
| S3 |
115-278 |
116-052 |
117-006 |
|
| S4 |
115-028 |
115-122 |
116-258 |
|
|
| 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 |
118-010 |
115-265 |
2-065 |
1.9% |
1-028 |
0.9% |
64% |
False |
False |
818,429 |
| 10 |
119-000 |
115-265 |
3-055 |
2.7% |
1-006 |
0.9% |
44% |
False |
False |
790,328 |
| 20 |
119-000 |
114-265 |
4-055 |
3.6% |
0-308 |
0.8% |
58% |
False |
False |
749,941 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
1-006 |
0.9% |
72% |
False |
False |
747,786 |
| 60 |
121-030 |
112-255 |
8-095 |
7.1% |
0-306 |
0.8% |
53% |
False |
False |
505,401 |
| 80 |
122-170 |
112-255 |
9-235 |
8.3% |
0-251 |
0.7% |
46% |
False |
False |
379,068 |
| 100 |
124-110 |
112-255 |
11-175 |
9.8% |
0-201 |
0.5% |
38% |
False |
False |
303,254 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-168 |
0.4% |
38% |
False |
False |
252,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-078 |
|
2.618 |
119-310 |
|
1.618 |
119-060 |
|
1.000 |
118-225 |
|
0.618 |
118-130 |
|
HIGH |
117-295 |
|
0.618 |
117-200 |
|
0.500 |
117-170 |
|
0.382 |
117-140 |
|
LOW |
117-045 |
|
0.618 |
116-210 |
|
1.000 |
116-115 |
|
1.618 |
115-280 |
|
2.618 |
115-030 |
|
4.250 |
113-262 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-170 |
117-042 |
| PP |
117-138 |
117-010 |
| S1 |
117-107 |
116-298 |
|