ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-110 |
116-085 |
-1-025 |
-0.9% |
116-135 |
| High |
117-110 |
116-190 |
-0-240 |
-0.6% |
117-145 |
| Low |
115-270 |
115-210 |
-0-060 |
-0.2% |
115-155 |
| Close |
116-060 |
116-015 |
-0-045 |
-0.1% |
117-090 |
| Range |
1-160 |
0-300 |
-0-180 |
-37.5% |
1-310 |
| ATR |
1-016 |
1-014 |
-0-003 |
-0.8% |
0-000 |
| Volume |
842,917 |
812,746 |
-30,171 |
-3.6% |
3,378,549 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-292 |
118-133 |
116-180 |
|
| R3 |
117-312 |
117-153 |
116-098 |
|
| R2 |
117-012 |
117-012 |
116-070 |
|
| R1 |
116-173 |
116-173 |
116-042 |
116-102 |
| PP |
116-032 |
116-032 |
116-032 |
115-316 |
| S1 |
115-193 |
115-193 |
115-308 |
115-122 |
| S2 |
115-052 |
115-052 |
115-280 |
|
| S3 |
114-072 |
114-213 |
115-252 |
|
| S4 |
113-092 |
113-233 |
115-170 |
|
|
| 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% |
1-050 |
1.0% |
29% |
False |
False |
784,033 |
| 10 |
117-295 |
115-155 |
2-140 |
2.1% |
1-012 |
0.9% |
23% |
False |
False |
767,526 |
| 20 |
119-000 |
115-155 |
3-165 |
3.0% |
1-019 |
0.9% |
16% |
False |
False |
765,035 |
| 40 |
119-000 |
112-255 |
6-065 |
5.3% |
0-314 |
0.8% |
52% |
False |
False |
732,122 |
| 60 |
120-150 |
112-255 |
7-215 |
6.6% |
1-002 |
0.9% |
42% |
False |
False |
616,677 |
| 80 |
122-060 |
112-255 |
9-125 |
8.1% |
0-282 |
0.8% |
35% |
False |
False |
462,897 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-232 |
0.6% |
28% |
False |
False |
370,318 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-193 |
0.5% |
28% |
False |
False |
308,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-185 |
|
2.618 |
119-015 |
|
1.618 |
118-035 |
|
1.000 |
117-170 |
|
0.618 |
117-055 |
|
HIGH |
116-190 |
|
0.618 |
116-075 |
|
0.500 |
116-040 |
|
0.382 |
116-005 |
|
LOW |
115-210 |
|
0.618 |
115-025 |
|
1.000 |
114-230 |
|
1.618 |
114-045 |
|
2.618 |
113-065 |
|
4.250 |
111-215 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-040 |
116-178 |
| PP |
116-032 |
116-123 |
| S1 |
116-023 |
116-069 |
|