ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-025 |
115-310 |
-0-035 |
-0.1% |
116-105 |
| High |
116-160 |
116-145 |
-0-015 |
0.0% |
118-010 |
| Low |
115-155 |
115-170 |
0-015 |
0.0% |
115-265 |
| Close |
116-000 |
116-060 |
0-060 |
0.2% |
116-120 |
| Range |
1-005 |
0-295 |
-0-030 |
-9.2% |
2-065 |
| ATR |
0-317 |
0-316 |
-0-002 |
-0.5% |
0-000 |
| Volume |
730,450 |
762,678 |
32,228 |
4.4% |
3,947,356 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-263 |
118-137 |
116-222 |
|
| R3 |
117-288 |
117-162 |
116-141 |
|
| R2 |
116-313 |
116-313 |
116-114 |
|
| R1 |
116-187 |
116-187 |
116-087 |
116-250 |
| PP |
116-018 |
116-018 |
116-018 |
116-050 |
| S1 |
115-212 |
115-212 |
116-033 |
115-275 |
| S2 |
115-043 |
115-043 |
116-006 |
|
| S3 |
114-068 |
114-237 |
115-299 |
|
| S4 |
113-093 |
113-262 |
115-218 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-113 |
122-022 |
117-188 |
|
| R3 |
121-048 |
119-277 |
116-314 |
|
| R2 |
118-303 |
118-303 |
116-249 |
|
| R1 |
117-212 |
117-212 |
116-185 |
118-098 |
| PP |
116-238 |
116-238 |
116-238 |
117-021 |
| S1 |
115-147 |
115-147 |
116-055 |
116-032 |
| S2 |
114-173 |
114-173 |
115-311 |
|
| S3 |
112-108 |
113-082 |
115-246 |
|
| S4 |
110-043 |
111-017 |
115-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-230 |
115-155 |
1-075 |
1.1% |
0-270 |
0.7% |
57% |
False |
False |
713,242 |
| 10 |
118-010 |
115-155 |
2-175 |
2.2% |
1-012 |
0.9% |
28% |
False |
False |
735,403 |
| 20 |
119-000 |
115-155 |
3-165 |
3.0% |
0-313 |
0.8% |
20% |
False |
False |
739,667 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
0-315 |
0.8% |
55% |
False |
False |
740,021 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
0-314 |
0.8% |
44% |
False |
False |
576,462 |
| 80 |
122-060 |
112-255 |
9-125 |
8.1% |
0-268 |
0.7% |
36% |
False |
False |
432,559 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-220 |
0.6% |
29% |
False |
False |
346,048 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-183 |
0.5% |
29% |
False |
False |
288,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-119 |
|
2.618 |
118-277 |
|
1.618 |
117-302 |
|
1.000 |
117-120 |
|
0.618 |
117-007 |
|
HIGH |
116-145 |
|
0.618 |
116-032 |
|
0.500 |
115-318 |
|
0.382 |
115-283 |
|
LOW |
115-170 |
|
0.618 |
114-308 |
|
1.000 |
114-195 |
|
1.618 |
114-013 |
|
2.618 |
113-038 |
|
4.250 |
111-196 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-039 |
116-051 |
| PP |
116-018 |
116-042 |
| S1 |
115-318 |
116-032 |
|