ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-270 |
114-290 |
-0-300 |
-0.8% |
114-250 |
| High |
116-010 |
115-010 |
-1-000 |
-0.9% |
116-170 |
| Low |
114-180 |
114-200 |
0-020 |
0.1% |
114-160 |
| Close |
114-190 |
114-300 |
0-110 |
0.3% |
114-300 |
| Range |
1-150 |
0-130 |
-1-020 |
-72.3% |
2-010 |
| ATR |
|
|
|
|
|
| Volume |
367 |
18 |
-349 |
-95.1% |
3,956 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-027 |
115-293 |
115-052 |
|
| R3 |
115-217 |
115-163 |
115-016 |
|
| R2 |
115-087 |
115-087 |
115-004 |
|
| R1 |
115-033 |
115-033 |
114-312 |
115-060 |
| PP |
114-277 |
114-277 |
114-277 |
114-290 |
| S1 |
114-223 |
114-223 |
114-288 |
114-250 |
| S2 |
114-147 |
114-147 |
114-276 |
|
| S3 |
114-017 |
114-093 |
114-264 |
|
| S4 |
113-207 |
113-283 |
114-228 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-133 |
120-067 |
116-018 |
|
| R3 |
119-123 |
118-057 |
115-159 |
|
| R2 |
117-113 |
117-113 |
115-099 |
|
| R1 |
116-047 |
116-047 |
115-040 |
116-240 |
| PP |
115-103 |
115-103 |
115-103 |
115-200 |
| S1 |
114-037 |
114-037 |
114-240 |
114-230 |
| S2 |
113-093 |
113-093 |
114-181 |
|
| S3 |
111-083 |
112-027 |
114-121 |
|
| S4 |
109-073 |
110-017 |
113-262 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-242 |
|
2.618 |
116-030 |
|
1.618 |
115-220 |
|
1.000 |
115-140 |
|
0.618 |
115-090 |
|
HIGH |
115-010 |
|
0.618 |
114-280 |
|
0.500 |
114-265 |
|
0.382 |
114-250 |
|
LOW |
114-200 |
|
0.618 |
114-120 |
|
1.000 |
114-070 |
|
1.618 |
113-310 |
|
2.618 |
113-180 |
|
4.250 |
112-288 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-288 |
115-155 |
| PP |
114-277 |
115-097 |
| S1 |
114-265 |
115-038 |
|