ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
118-135 |
118-110 |
-0-025 |
-0.1% |
118-060 |
High |
118-245 |
118-170 |
-0-075 |
-0.2% |
119-155 |
Low |
118-090 |
118-015 |
-0-075 |
-0.2% |
117-315 |
Close |
118-140 |
118-120 |
-0-020 |
-0.1% |
118-125 |
Range |
0-155 |
0-155 |
0-000 |
0.0% |
1-160 |
ATR |
0-264 |
0-256 |
-0-008 |
-3.0% |
0-000 |
Volume |
26,215 |
46,932 |
20,717 |
79.0% |
1,225,730 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-247 |
119-178 |
118-205 |
|
R3 |
119-092 |
119-023 |
118-163 |
|
R2 |
118-257 |
118-257 |
118-148 |
|
R1 |
118-188 |
118-188 |
118-134 |
118-222 |
PP |
118-102 |
118-102 |
118-102 |
118-119 |
S1 |
118-033 |
118-033 |
118-106 |
118-068 |
S2 |
117-267 |
117-267 |
118-092 |
|
S3 |
117-112 |
117-198 |
118-077 |
|
S4 |
116-277 |
117-043 |
118-035 |
|
|
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 |
118-015 |
1-140 |
1.2% |
0-184 |
0.5% |
23% |
False |
True |
59,921 |
10 |
119-155 |
117-140 |
2-015 |
1.7% |
0-208 |
0.5% |
46% |
False |
False |
450,650 |
20 |
119-155 |
115-135 |
4-020 |
3.4% |
0-256 |
0.7% |
73% |
False |
False |
617,909 |
40 |
119-155 |
114-210 |
4-265 |
4.1% |
0-297 |
0.8% |
77% |
False |
False |
699,573 |
60 |
119-155 |
113-190 |
5-285 |
5.0% |
0-297 |
0.8% |
81% |
False |
False |
702,155 |
80 |
120-070 |
112-255 |
7-135 |
6.3% |
0-310 |
0.8% |
75% |
False |
False |
665,552 |
100 |
121-270 |
112-255 |
9-015 |
7.6% |
0-288 |
0.8% |
62% |
False |
False |
533,112 |
120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-249 |
0.7% |
48% |
False |
False |
444,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-189 |
2.618 |
119-256 |
1.618 |
119-101 |
1.000 |
119-005 |
0.618 |
118-266 |
HIGH |
118-170 |
0.618 |
118-111 |
0.500 |
118-092 |
0.382 |
118-074 |
LOW |
118-015 |
0.618 |
117-239 |
1.000 |
117-180 |
1.618 |
117-084 |
2.618 |
116-249 |
4.250 |
115-316 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
118-111 |
118-182 |
PP |
118-102 |
118-162 |
S1 |
118-092 |
118-141 |
|