ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-250 |
114-260 |
0-010 |
0.0% |
114-250 |
| High |
115-080 |
115-000 |
-0-080 |
-0.2% |
116-170 |
| Low |
114-120 |
114-030 |
-0-090 |
-0.2% |
114-160 |
| Close |
114-200 |
114-180 |
-0-020 |
-0.1% |
114-300 |
| Range |
0-280 |
0-290 |
0-010 |
3.6% |
2-010 |
| ATR |
0-307 |
0-305 |
-0-001 |
-0.4% |
0-000 |
| Volume |
121 |
597 |
476 |
393.4% |
3,956 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-087 |
116-263 |
115-020 |
|
| R3 |
116-117 |
115-293 |
114-260 |
|
| R2 |
115-147 |
115-147 |
114-233 |
|
| R1 |
115-003 |
115-003 |
114-207 |
114-250 |
| PP |
114-177 |
114-177 |
114-177 |
114-140 |
| S1 |
114-033 |
114-033 |
114-153 |
113-280 |
| S2 |
113-207 |
113-207 |
114-127 |
|
| S3 |
112-237 |
113-063 |
114-100 |
|
| S4 |
111-267 |
112-093 |
114-020 |
|
|
| 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 |
118-272 |
|
2.618 |
117-119 |
|
1.618 |
116-149 |
|
1.000 |
115-290 |
|
0.618 |
115-179 |
|
HIGH |
115-000 |
|
0.618 |
114-209 |
|
0.500 |
114-175 |
|
0.382 |
114-141 |
|
LOW |
114-030 |
|
0.618 |
113-171 |
|
1.000 |
113-060 |
|
1.618 |
112-201 |
|
2.618 |
111-231 |
|
4.250 |
110-078 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-178 |
114-215 |
| PP |
114-177 |
114-203 |
| S1 |
114-175 |
114-192 |
|