ECBOT 10 Year T-Note Future September 2009
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
118-110 |
118-110 |
0-000 |
0.0% |
118-060 |
High |
118-170 |
119-115 |
0-265 |
0.7% |
119-155 |
Low |
118-015 |
118-095 |
0-080 |
0.2% |
117-315 |
Close |
118-120 |
119-090 |
0-290 |
0.8% |
118-125 |
Range |
0-155 |
1-020 |
0-185 |
119.4% |
1-160 |
ATR |
0-256 |
0-262 |
0-006 |
2.3% |
0-000 |
Volume |
46,932 |
18,236 |
-28,696 |
-61.1% |
1,225,730 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-053 |
121-252 |
119-277 |
|
R3 |
121-033 |
120-232 |
119-184 |
|
R2 |
120-013 |
120-013 |
119-152 |
|
R1 |
119-212 |
119-212 |
119-121 |
119-272 |
PP |
118-313 |
118-313 |
118-313 |
119-024 |
S1 |
118-192 |
118-192 |
119-059 |
118-252 |
S2 |
117-293 |
117-293 |
119-028 |
|
S3 |
116-273 |
117-172 |
118-316 |
|
S4 |
115-253 |
116-152 |
118-223 |
|
|
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 |
119-115 |
118-015 |
1-100 |
1.1% |
0-207 |
0.5% |
94% |
True |
False |
39,410 |
10 |
119-155 |
117-140 |
2-015 |
1.7% |
0-228 |
0.6% |
90% |
False |
False |
366,398 |
20 |
119-155 |
115-205 |
3-270 |
3.2% |
0-254 |
0.7% |
95% |
False |
False |
579,519 |
40 |
119-155 |
114-210 |
4-265 |
4.0% |
0-295 |
0.8% |
96% |
False |
False |
677,404 |
60 |
119-155 |
113-190 |
5-285 |
4.9% |
0-298 |
0.8% |
97% |
False |
False |
693,833 |
80 |
119-260 |
112-255 |
7-005 |
5.9% |
0-309 |
0.8% |
92% |
False |
False |
665,678 |
100 |
121-270 |
112-255 |
9-015 |
7.6% |
0-291 |
0.8% |
72% |
False |
False |
533,294 |
120 |
124-110 |
112-255 |
11-175 |
9.7% |
0-252 |
0.7% |
56% |
False |
False |
444,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-280 |
2.618 |
122-045 |
1.618 |
121-025 |
1.000 |
120-135 |
0.618 |
120-005 |
HIGH |
119-115 |
0.618 |
118-305 |
0.500 |
118-265 |
0.382 |
118-225 |
LOW |
118-095 |
0.618 |
117-205 |
1.000 |
117-075 |
1.618 |
116-185 |
2.618 |
115-165 |
4.250 |
113-250 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
119-042 |
119-028 |
PP |
118-313 |
118-287 |
S1 |
118-265 |
118-225 |
|