ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-165 |
116-055 |
0-210 |
0.6% |
117-110 |
| High |
116-080 |
116-175 |
0-095 |
0.3% |
117-110 |
| Low |
115-115 |
115-135 |
0-020 |
0.1% |
114-210 |
| Close |
116-030 |
116-055 |
0-025 |
0.1% |
114-300 |
| Range |
0-285 |
1-040 |
0-075 |
26.3% |
2-220 |
| ATR |
1-006 |
1-009 |
0-002 |
0.7% |
0-000 |
| Volume |
504,867 |
786,046 |
281,179 |
55.7% |
4,215,261 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-135 |
118-295 |
116-253 |
|
| R3 |
118-095 |
117-255 |
116-154 |
|
| R2 |
117-055 |
117-055 |
116-121 |
|
| R1 |
116-215 |
116-215 |
116-088 |
116-235 |
| PP |
116-015 |
116-015 |
116-015 |
116-025 |
| S1 |
115-175 |
115-175 |
116-022 |
115-195 |
| S2 |
114-295 |
114-295 |
115-309 |
|
| S3 |
113-255 |
114-135 |
115-276 |
|
| S4 |
112-215 |
113-095 |
115-177 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-227 |
122-003 |
116-133 |
|
| R3 |
121-007 |
119-103 |
115-216 |
|
| R2 |
118-107 |
118-107 |
115-138 |
|
| R1 |
116-203 |
116-203 |
115-059 |
116-045 |
| PP |
115-207 |
115-207 |
115-207 |
115-128 |
| S1 |
113-303 |
113-303 |
114-221 |
113-145 |
| S2 |
112-307 |
112-307 |
114-142 |
|
| S3 |
110-087 |
111-083 |
114-064 |
|
| S4 |
107-187 |
108-183 |
113-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-175 |
114-210 |
1-285 |
1.6% |
0-314 |
0.8% |
80% |
True |
False |
788,150 |
| 10 |
117-145 |
114-210 |
2-255 |
2.4% |
1-024 |
0.9% |
54% |
False |
False |
789,701 |
| 20 |
118-010 |
114-210 |
3-120 |
2.9% |
1-016 |
0.9% |
45% |
False |
False |
775,290 |
| 40 |
119-000 |
113-190 |
5-130 |
4.7% |
0-319 |
0.9% |
48% |
False |
False |
750,990 |
| 60 |
119-260 |
112-255 |
7-005 |
6.0% |
1-008 |
0.9% |
48% |
False |
False |
694,398 |
| 80 |
121-270 |
112-255 |
9-015 |
7.8% |
0-300 |
0.8% |
37% |
False |
False |
521,738 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-251 |
0.7% |
29% |
False |
False |
417,391 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-209 |
0.6% |
29% |
False |
False |
347,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-105 |
|
2.618 |
119-157 |
|
1.618 |
118-117 |
|
1.000 |
117-215 |
|
0.618 |
117-077 |
|
HIGH |
116-175 |
|
0.618 |
116-037 |
|
0.500 |
115-315 |
|
0.382 |
115-273 |
|
LOW |
115-135 |
|
0.618 |
114-233 |
|
1.000 |
114-095 |
|
1.618 |
113-193 |
|
2.618 |
112-153 |
|
4.250 |
110-205 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-035 |
115-316 |
| PP |
116-015 |
115-257 |
| S1 |
115-315 |
115-198 |
|