ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-310 |
116-120 |
0-130 |
0.4% |
116-135 |
| High |
116-145 |
117-145 |
1-000 |
0.9% |
117-145 |
| Low |
115-170 |
116-015 |
0-165 |
0.4% |
115-155 |
| Close |
116-060 |
117-090 |
1-030 |
0.9% |
117-090 |
| Range |
0-295 |
1-130 |
0-155 |
52.5% |
1-310 |
| ATR |
0-316 |
1-005 |
0-010 |
3.0% |
0-000 |
| Volume |
762,678 |
771,377 |
8,699 |
1.1% |
3,378,549 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-047 |
120-198 |
118-018 |
|
| R3 |
119-237 |
119-068 |
117-214 |
|
| R2 |
118-107 |
118-107 |
117-172 |
|
| R1 |
117-258 |
117-258 |
117-131 |
118-022 |
| PP |
116-297 |
116-297 |
116-297 |
117-019 |
| S1 |
116-128 |
116-128 |
117-049 |
116-212 |
| S2 |
115-167 |
115-167 |
117-008 |
|
| S3 |
114-037 |
114-318 |
116-286 |
|
| S4 |
112-227 |
113-188 |
116-162 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
121-298 |
118-116 |
|
| R3 |
120-217 |
119-308 |
117-263 |
|
| R2 |
118-227 |
118-227 |
117-206 |
|
| R1 |
117-318 |
117-318 |
117-148 |
118-112 |
| PP |
116-237 |
116-237 |
116-237 |
116-294 |
| S1 |
116-008 |
116-008 |
117-032 |
116-122 |
| S2 |
114-247 |
114-247 |
116-294 |
|
| S3 |
112-257 |
114-018 |
116-237 |
|
| S4 |
110-267 |
112-028 |
116-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-145 |
115-155 |
1-310 |
1.7% |
1-009 |
0.9% |
91% |
True |
False |
675,709 |
| 10 |
118-010 |
115-155 |
2-175 |
2.2% |
1-026 |
0.9% |
71% |
False |
False |
732,590 |
| 20 |
119-000 |
115-155 |
3-165 |
3.0% |
1-001 |
0.9% |
51% |
False |
False |
743,177 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
0-315 |
0.8% |
72% |
False |
False |
737,287 |
| 60 |
120-150 |
112-255 |
7-215 |
6.5% |
0-318 |
0.8% |
58% |
False |
False |
589,194 |
| 80 |
122-060 |
112-255 |
9-125 |
8.0% |
0-273 |
0.7% |
48% |
False |
False |
442,201 |
| 100 |
124-110 |
112-255 |
11-175 |
9.8% |
0-224 |
0.6% |
39% |
False |
False |
353,761 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-187 |
0.5% |
39% |
False |
False |
294,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-138 |
|
2.618 |
121-043 |
|
1.618 |
119-233 |
|
1.000 |
118-275 |
|
0.618 |
118-103 |
|
HIGH |
117-145 |
|
0.618 |
116-293 |
|
0.500 |
116-240 |
|
0.382 |
116-187 |
|
LOW |
116-015 |
|
0.618 |
115-057 |
|
1.000 |
114-205 |
|
1.618 |
113-247 |
|
2.618 |
112-117 |
|
4.250 |
110-022 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-033 |
117-003 |
| PP |
116-297 |
116-237 |
| S1 |
116-240 |
116-150 |
|