ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-185 |
115-225 |
0-040 |
0.1% |
117-110 |
| High |
116-000 |
115-275 |
-0-045 |
-0.1% |
117-110 |
| Low |
115-105 |
114-210 |
-0-215 |
-0.6% |
114-210 |
| Close |
115-240 |
114-300 |
-0-260 |
-0.7% |
114-300 |
| Range |
0-215 |
1-065 |
0-170 |
79.1% |
2-220 |
| ATR |
1-006 |
1-010 |
0-004 |
1.3% |
0-000 |
| Volume |
1,003,578 |
789,475 |
-214,103 |
-21.3% |
4,215,261 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-243 |
118-017 |
115-192 |
|
| R3 |
117-178 |
116-272 |
115-086 |
|
| R2 |
116-113 |
116-113 |
115-051 |
|
| R1 |
115-207 |
115-207 |
115-015 |
115-128 |
| PP |
115-048 |
115-048 |
115-048 |
115-009 |
| S1 |
114-142 |
114-142 |
114-265 |
114-062 |
| S2 |
113-303 |
113-303 |
114-229 |
|
| S3 |
112-238 |
113-077 |
114-194 |
|
| S4 |
111-173 |
112-012 |
114-088 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-227 |
122-003 |
116-133 |
|
| R3 |
121-007 |
119-103 |
115-216 |
|
| R2 |
118-107 |
118-107 |
115-138 |
|
| R1 |
116-203 |
116-203 |
115-059 |
116-045 |
| PP |
115-207 |
115-207 |
115-207 |
115-128 |
| S1 |
113-303 |
113-303 |
114-221 |
113-145 |
| S2 |
112-307 |
112-307 |
114-142 |
|
| S3 |
110-087 |
111-083 |
114-064 |
|
| S4 |
107-187 |
108-183 |
113-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-110 |
114-210 |
2-220 |
2.3% |
1-024 |
0.9% |
10% |
False |
True |
843,052 |
| 10 |
117-145 |
114-210 |
2-255 |
2.4% |
1-016 |
0.9% |
10% |
False |
True |
759,381 |
| 20 |
119-000 |
114-210 |
4-110 |
3.8% |
1-013 |
0.9% |
6% |
False |
True |
770,318 |
| 40 |
119-000 |
113-190 |
5-130 |
4.7% |
0-313 |
0.9% |
25% |
False |
False |
746,411 |
| 60 |
120-150 |
112-255 |
7-215 |
6.7% |
1-004 |
0.9% |
28% |
False |
False |
659,130 |
| 80 |
121-270 |
112-255 |
9-015 |
7.9% |
0-289 |
0.8% |
24% |
False |
False |
494,892 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-241 |
0.7% |
19% |
False |
False |
395,914 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-201 |
0.5% |
19% |
False |
False |
329,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-311 |
|
2.618 |
119-003 |
|
1.618 |
117-258 |
|
1.000 |
117-020 |
|
0.618 |
116-193 |
|
HIGH |
115-275 |
|
0.618 |
115-128 |
|
0.500 |
115-082 |
|
0.382 |
115-037 |
|
LOW |
114-210 |
|
0.618 |
113-292 |
|
1.000 |
113-145 |
|
1.618 |
112-227 |
|
2.618 |
111-162 |
|
4.250 |
109-174 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-082 |
115-180 |
| PP |
115-048 |
115-113 |
| S1 |
115-014 |
115-047 |
|