ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-020 |
116-285 |
0-265 |
0.7% |
114-290 |
| High |
117-050 |
117-260 |
0-210 |
0.6% |
117-260 |
| Low |
115-205 |
116-250 |
1-045 |
1.0% |
114-220 |
| Close |
117-005 |
117-085 |
0-080 |
0.2% |
117-085 |
| Range |
1-165 |
1-010 |
-0-155 |
-32.0% |
3-040 |
| ATR |
1-020 |
1-019 |
-0-001 |
-0.2% |
0-000 |
| Volume |
786,625 |
993,595 |
206,970 |
26.3% |
3,927,917 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-122 |
119-273 |
117-266 |
|
| R3 |
119-112 |
118-263 |
117-176 |
|
| R2 |
118-102 |
118-102 |
117-146 |
|
| R1 |
117-253 |
117-253 |
117-115 |
118-018 |
| PP |
117-092 |
117-092 |
117-092 |
117-134 |
| S1 |
116-243 |
116-243 |
117-055 |
117-008 |
| S2 |
116-082 |
116-082 |
117-024 |
|
| S3 |
115-072 |
115-233 |
116-314 |
|
| S4 |
114-062 |
114-223 |
116-224 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-308 |
124-237 |
118-315 |
|
| R3 |
122-268 |
121-197 |
118-040 |
|
| R2 |
119-228 |
119-228 |
117-268 |
|
| R1 |
118-157 |
118-157 |
117-177 |
119-032 |
| PP |
116-188 |
116-188 |
116-188 |
116-286 |
| S1 |
115-117 |
115-117 |
116-313 |
115-312 |
| S2 |
113-148 |
113-148 |
116-222 |
|
| S3 |
110-108 |
112-077 |
116-130 |
|
| S4 |
107-068 |
109-037 |
115-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-260 |
114-220 |
3-040 |
2.7% |
1-037 |
1.0% |
83% |
True |
False |
785,583 |
| 10 |
117-260 |
114-210 |
3-050 |
2.7% |
1-030 |
0.9% |
83% |
True |
False |
814,317 |
| 20 |
118-010 |
114-210 |
3-120 |
2.9% |
1-028 |
0.9% |
77% |
False |
False |
773,454 |
| 40 |
119-000 |
113-190 |
5-130 |
4.6% |
1-000 |
0.9% |
68% |
False |
False |
756,674 |
| 60 |
119-260 |
112-255 |
7-005 |
6.0% |
1-015 |
0.9% |
64% |
False |
False |
723,301 |
| 80 |
121-030 |
112-255 |
8-095 |
7.1% |
0-307 |
0.8% |
54% |
False |
False |
543,991 |
| 100 |
123-190 |
112-255 |
10-255 |
9.2% |
0-259 |
0.7% |
41% |
False |
False |
435,193 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-216 |
0.6% |
39% |
False |
False |
362,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-062 |
|
2.618 |
120-164 |
|
1.618 |
119-154 |
|
1.000 |
118-270 |
|
0.618 |
118-144 |
|
HIGH |
117-260 |
|
0.618 |
117-134 |
|
0.500 |
117-095 |
|
0.382 |
117-056 |
|
LOW |
116-250 |
|
0.618 |
116-046 |
|
1.000 |
115-240 |
|
1.618 |
115-036 |
|
2.618 |
114-026 |
|
4.250 |
112-128 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-095 |
117-016 |
| PP |
117-092 |
116-267 |
| S1 |
117-088 |
116-198 |
|