ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-270 |
117-195 |
-0-075 |
-0.2% |
114-290 |
| High |
117-280 |
118-145 |
0-185 |
0.5% |
117-260 |
| Low |
117-145 |
117-170 |
0-025 |
0.1% |
114-220 |
| Close |
117-165 |
117-310 |
0-145 |
0.4% |
117-085 |
| Range |
0-135 |
0-295 |
0-160 |
118.5% |
3-040 |
| ATR |
0-319 |
0-317 |
-0-001 |
-0.4% |
0-000 |
| Volume |
589,467 |
601,578 |
12,111 |
2.1% |
3,927,917 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-240 |
120-090 |
118-152 |
|
| R3 |
119-265 |
119-115 |
118-071 |
|
| R2 |
118-290 |
118-290 |
118-044 |
|
| R1 |
118-140 |
118-140 |
118-017 |
118-215 |
| PP |
117-315 |
117-315 |
117-315 |
118-032 |
| S1 |
117-165 |
117-165 |
117-283 |
117-240 |
| S2 |
117-020 |
117-020 |
117-256 |
|
| S3 |
116-045 |
116-190 |
117-229 |
|
| S4 |
115-070 |
115-215 |
117-148 |
|
|
| 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 |
118-145 |
115-205 |
2-260 |
2.4% |
0-299 |
0.8% |
83% |
True |
False |
747,324 |
| 10 |
118-145 |
114-210 |
3-255 |
3.2% |
0-306 |
0.8% |
87% |
True |
False |
767,737 |
| 20 |
118-145 |
114-210 |
3-255 |
3.2% |
1-004 |
0.9% |
87% |
True |
False |
757,514 |
| 40 |
119-000 |
114-210 |
4-110 |
3.7% |
0-316 |
0.8% |
76% |
False |
False |
753,728 |
| 60 |
119-000 |
112-255 |
6-065 |
5.3% |
1-005 |
0.9% |
83% |
False |
False |
751,029 |
| 80 |
121-030 |
112-255 |
8-095 |
7.0% |
0-310 |
0.8% |
62% |
False |
False |
568,430 |
| 100 |
122-170 |
112-255 |
9-235 |
8.3% |
0-266 |
0.7% |
53% |
False |
False |
454,757 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-222 |
0.6% |
45% |
False |
False |
378,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-119 |
|
2.618 |
120-277 |
|
1.618 |
119-302 |
|
1.000 |
119-120 |
|
0.618 |
119-007 |
|
HIGH |
118-145 |
|
0.618 |
118-032 |
|
0.500 |
117-318 |
|
0.382 |
117-283 |
|
LOW |
117-170 |
|
0.618 |
116-308 |
|
1.000 |
116-195 |
|
1.618 |
116-013 |
|
2.618 |
115-038 |
|
4.250 |
113-196 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-318 |
117-295 |
| PP |
117-315 |
117-280 |
| S1 |
117-312 |
117-265 |
|