ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-260 |
114-180 |
-0-080 |
-0.2% |
114-250 |
| High |
115-000 |
114-310 |
-0-010 |
0.0% |
116-170 |
| Low |
114-030 |
114-040 |
0-010 |
0.0% |
114-160 |
| Close |
114-180 |
114-250 |
0-070 |
0.2% |
114-300 |
| Range |
0-290 |
0-270 |
-0-020 |
-6.9% |
2-010 |
| ATR |
0-305 |
0-303 |
-0-003 |
-0.8% |
0-000 |
| Volume |
597 |
530 |
-67 |
-11.2% |
3,956 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-050 |
116-260 |
115-078 |
|
| R3 |
116-100 |
115-310 |
115-004 |
|
| R2 |
115-150 |
115-150 |
114-300 |
|
| R1 |
115-040 |
115-040 |
114-275 |
115-095 |
| PP |
114-200 |
114-200 |
114-200 |
114-228 |
| S1 |
114-090 |
114-090 |
114-225 |
114-145 |
| S2 |
113-250 |
113-250 |
114-200 |
|
| S3 |
112-300 |
113-140 |
114-176 |
|
| S4 |
112-030 |
112-190 |
114-102 |
|
|
| 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 |
118-178 |
|
2.618 |
117-057 |
|
1.618 |
116-107 |
|
1.000 |
115-260 |
|
0.618 |
115-157 |
|
HIGH |
114-310 |
|
0.618 |
114-207 |
|
0.500 |
114-175 |
|
0.382 |
114-143 |
|
LOW |
114-040 |
|
0.618 |
113-193 |
|
1.000 |
113-090 |
|
1.618 |
112-243 |
|
2.618 |
111-293 |
|
4.250 |
110-172 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-225 |
114-238 |
| PP |
114-200 |
114-227 |
| S1 |
114-175 |
114-215 |
|