ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-180 |
114-290 |
0-110 |
0.3% |
114-230 |
| High |
114-310 |
115-310 |
1-000 |
0.9% |
115-310 |
| Low |
114-040 |
114-220 |
0-180 |
0.5% |
114-030 |
| Close |
114-250 |
115-270 |
1-020 |
0.9% |
115-270 |
| Range |
0-270 |
1-090 |
0-140 |
51.9% |
1-280 |
| ATR |
0-303 |
0-310 |
0-008 |
2.5% |
0-000 |
| Volume |
530 |
1,585 |
1,055 |
199.1% |
3,295 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-110 |
118-280 |
116-176 |
|
| R3 |
118-020 |
117-190 |
116-063 |
|
| R2 |
116-250 |
116-250 |
116-025 |
|
| R1 |
116-100 |
116-100 |
115-308 |
116-175 |
| PP |
115-160 |
115-160 |
115-160 |
115-198 |
| S1 |
115-010 |
115-010 |
115-232 |
115-085 |
| S2 |
114-070 |
114-070 |
115-195 |
|
| S3 |
112-300 |
113-240 |
115-157 |
|
| S4 |
111-210 |
112-150 |
115-044 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-083 |
116-280 |
|
| R3 |
119-017 |
118-123 |
116-115 |
|
| R2 |
117-057 |
117-057 |
116-060 |
|
| R1 |
116-163 |
116-163 |
116-005 |
116-270 |
| PP |
115-097 |
115-097 |
115-097 |
115-150 |
| S1 |
114-203 |
114-203 |
115-215 |
114-310 |
| S2 |
113-137 |
113-137 |
115-160 |
|
| S3 |
111-177 |
112-243 |
115-105 |
|
| S4 |
109-217 |
110-283 |
114-260 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-132 |
|
2.618 |
119-103 |
|
1.618 |
118-013 |
|
1.000 |
117-080 |
|
0.618 |
116-243 |
|
HIGH |
115-310 |
|
0.618 |
115-153 |
|
0.500 |
115-105 |
|
0.382 |
115-057 |
|
LOW |
114-220 |
|
0.618 |
113-287 |
|
1.000 |
113-130 |
|
1.618 |
112-197 |
|
2.618 |
111-107 |
|
4.250 |
109-078 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-215 |
115-183 |
| PP |
115-160 |
115-097 |
| S1 |
115-105 |
115-010 |
|