ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-230 |
114-250 |
0-020 |
0.1% |
114-250 |
| High |
114-310 |
115-080 |
0-090 |
0.2% |
116-170 |
| Low |
114-060 |
114-120 |
0-060 |
0.2% |
114-160 |
| Close |
114-190 |
114-200 |
0-010 |
0.0% |
114-300 |
| Range |
0-250 |
0-280 |
0-030 |
12.0% |
2-010 |
| ATR |
0-309 |
0-307 |
-0-002 |
-0.7% |
0-000 |
| Volume |
462 |
121 |
-341 |
-73.8% |
3,956 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-120 |
116-280 |
115-034 |
|
| R3 |
116-160 |
116-000 |
114-277 |
|
| R2 |
115-200 |
115-200 |
114-251 |
|
| R1 |
115-040 |
115-040 |
114-226 |
114-300 |
| PP |
114-240 |
114-240 |
114-240 |
114-210 |
| S1 |
114-080 |
114-080 |
114-174 |
114-020 |
| S2 |
113-280 |
113-280 |
114-149 |
|
| S3 |
113-000 |
113-120 |
114-123 |
|
| S4 |
112-040 |
112-160 |
114-046 |
|
|
| 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 |
118-310 |
|
2.618 |
117-173 |
|
1.618 |
116-213 |
|
1.000 |
116-040 |
|
0.618 |
115-253 |
|
HIGH |
115-080 |
|
0.618 |
114-293 |
|
0.500 |
114-260 |
|
0.382 |
114-227 |
|
LOW |
114-120 |
|
0.618 |
113-267 |
|
1.000 |
113-160 |
|
1.618 |
112-307 |
|
2.618 |
112-027 |
|
4.250 |
110-210 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-260 |
114-230 |
| PP |
114-240 |
114-220 |
| S1 |
114-220 |
114-210 |
|