ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
118-135 |
-0-155 |
-0.4% |
118-060 |
| High |
119-030 |
118-245 |
-0-105 |
-0.3% |
119-155 |
| Low |
118-100 |
118-090 |
-0-010 |
0.0% |
117-315 |
| Close |
118-125 |
118-140 |
0-015 |
0.0% |
118-125 |
| Range |
0-250 |
0-155 |
-0-095 |
-38.0% |
1-160 |
| ATR |
0-273 |
0-264 |
-0-008 |
-3.1% |
0-000 |
| Volume |
44,884 |
26,215 |
-18,669 |
-41.6% |
1,225,730 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-303 |
119-217 |
118-225 |
|
| R3 |
119-148 |
119-062 |
118-183 |
|
| R2 |
118-313 |
118-313 |
118-168 |
|
| R1 |
118-227 |
118-227 |
118-154 |
118-270 |
| PP |
118-158 |
118-158 |
118-158 |
118-180 |
| S1 |
118-072 |
118-072 |
118-126 |
118-115 |
| S2 |
118-003 |
118-003 |
118-112 |
|
| S3 |
117-168 |
117-237 |
118-097 |
|
| S4 |
117-013 |
117-082 |
118-055 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-038 |
122-082 |
119-069 |
|
| R3 |
121-198 |
120-242 |
118-257 |
|
| R2 |
120-038 |
120-038 |
118-213 |
|
| R1 |
119-082 |
119-082 |
118-169 |
119-220 |
| PP |
118-198 |
118-198 |
118-198 |
118-268 |
| S1 |
117-242 |
117-242 |
118-081 |
118-060 |
| S2 |
117-038 |
117-038 |
118-037 |
|
| S3 |
115-198 |
116-082 |
117-313 |
|
| S4 |
114-038 |
114-242 |
117-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-155 |
118-040 |
1-115 |
1.1% |
0-215 |
0.6% |
23% |
False |
False |
82,479 |
| 10 |
119-155 |
117-105 |
2-050 |
1.8% |
0-212 |
0.6% |
51% |
False |
False |
528,073 |
| 20 |
119-155 |
115-115 |
4-040 |
3.5% |
0-262 |
0.7% |
75% |
False |
False |
640,806 |
| 40 |
119-155 |
114-210 |
4-265 |
4.1% |
0-299 |
0.8% |
78% |
False |
False |
711,039 |
| 60 |
119-155 |
113-190 |
5-285 |
5.0% |
0-298 |
0.8% |
82% |
False |
False |
710,951 |
| 80 |
120-110 |
112-255 |
7-175 |
6.4% |
0-311 |
0.8% |
75% |
False |
False |
665,122 |
| 100 |
121-270 |
112-255 |
9-015 |
7.6% |
0-287 |
0.8% |
62% |
False |
False |
532,643 |
| 120 |
124-110 |
112-255 |
11-175 |
9.7% |
0-247 |
0.7% |
49% |
False |
False |
443,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-264 |
|
2.618 |
120-011 |
|
1.618 |
119-176 |
|
1.000 |
119-080 |
|
0.618 |
119-021 |
|
HIGH |
118-245 |
|
0.618 |
118-186 |
|
0.500 |
118-168 |
|
0.382 |
118-149 |
|
LOW |
118-090 |
|
0.618 |
117-314 |
|
1.000 |
117-255 |
|
1.618 |
117-159 |
|
2.618 |
117-004 |
|
4.250 |
116-071 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-168 |
118-255 |
| PP |
118-158 |
118-217 |
| S1 |
118-149 |
118-178 |
|