ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-285 |
117-075 |
0-110 |
0.3% |
114-290 |
| High |
117-260 |
117-315 |
0-055 |
0.1% |
117-260 |
| Low |
116-250 |
117-065 |
0-135 |
0.4% |
114-220 |
| Close |
117-085 |
117-240 |
0-155 |
0.4% |
117-085 |
| Range |
1-010 |
0-250 |
-0-080 |
-24.2% |
3-040 |
| ATR |
1-019 |
1-013 |
-0-006 |
-1.9% |
0-000 |
| Volume |
993,595 |
765,358 |
-228,237 |
-23.0% |
3,927,917 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-317 |
119-208 |
118-058 |
|
| R3 |
119-067 |
118-278 |
117-309 |
|
| R2 |
118-137 |
118-137 |
117-286 |
|
| R1 |
118-028 |
118-028 |
117-263 |
118-082 |
| PP |
117-207 |
117-207 |
117-207 |
117-234 |
| S1 |
117-098 |
117-098 |
117-217 |
117-152 |
| S2 |
116-277 |
116-277 |
117-194 |
|
| S3 |
116-027 |
116-168 |
117-171 |
|
| S4 |
115-097 |
115-238 |
117-102 |
|
|
| 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 |
117-315 |
115-115 |
2-200 |
2.2% |
1-022 |
0.9% |
91% |
True |
False |
767,298 |
| 10 |
117-315 |
114-210 |
3-105 |
2.8% |
1-008 |
0.9% |
93% |
True |
False |
806,561 |
| 20 |
118-010 |
114-210 |
3-120 |
2.9% |
1-020 |
0.9% |
92% |
False |
False |
775,957 |
| 40 |
119-000 |
114-080 |
4-240 |
4.0% |
0-319 |
0.8% |
74% |
False |
False |
752,742 |
| 60 |
119-000 |
112-255 |
6-065 |
5.3% |
1-010 |
0.9% |
80% |
False |
False |
734,812 |
| 80 |
121-030 |
112-255 |
8-095 |
7.0% |
0-308 |
0.8% |
60% |
False |
False |
553,557 |
| 100 |
123-020 |
112-255 |
10-085 |
8.7% |
0-262 |
0.7% |
48% |
False |
False |
442,847 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-218 |
0.6% |
43% |
False |
False |
369,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-098 |
|
2.618 |
120-010 |
|
1.618 |
119-080 |
|
1.000 |
118-245 |
|
0.618 |
118-150 |
|
HIGH |
117-315 |
|
0.618 |
117-220 |
|
0.500 |
117-190 |
|
0.382 |
117-160 |
|
LOW |
117-065 |
|
0.618 |
116-230 |
|
1.000 |
116-135 |
|
1.618 |
115-300 |
|
2.618 |
115-050 |
|
4.250 |
113-282 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-223 |
117-140 |
| PP |
117-207 |
117-040 |
| S1 |
117-190 |
116-260 |
|