ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-000 |
118-235 |
-0-085 |
-0.2% |
118-135 |
| High |
119-000 |
119-045 |
0-045 |
0.1% |
119-280 |
| Low |
118-130 |
118-070 |
-0-060 |
-0.2% |
118-015 |
| Close |
118-210 |
118-120 |
-0-090 |
-0.2% |
119-115 |
| Range |
0-190 |
0-295 |
0-105 |
55.3% |
1-265 |
| ATR |
0-259 |
0-262 |
0-003 |
1.0% |
0-000 |
| Volume |
12,712 |
8,933 |
-3,779 |
-29.7% |
105,196 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-110 |
120-250 |
118-282 |
|
| R3 |
120-135 |
119-275 |
118-201 |
|
| R2 |
119-160 |
119-160 |
118-174 |
|
| R1 |
118-300 |
118-300 |
118-147 |
118-242 |
| PP |
118-185 |
118-185 |
118-185 |
118-156 |
| S1 |
118-005 |
118-005 |
118-093 |
117-268 |
| S2 |
117-210 |
117-210 |
118-066 |
|
| S3 |
116-235 |
117-030 |
118-039 |
|
| S4 |
115-260 |
116-055 |
117-278 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-185 |
123-255 |
120-117 |
|
| R3 |
122-240 |
121-310 |
119-276 |
|
| R2 |
120-295 |
120-295 |
119-222 |
|
| R1 |
120-045 |
120-045 |
119-169 |
120-170 |
| PP |
119-030 |
119-030 |
119-030 |
119-092 |
| S1 |
118-100 |
118-100 |
119-061 |
118-225 |
| S2 |
117-085 |
117-085 |
119-008 |
|
| S3 |
115-140 |
116-155 |
118-274 |
|
| S4 |
113-195 |
114-210 |
118-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-280 |
118-070 |
1-210 |
1.4% |
0-278 |
0.7% |
9% |
False |
True |
12,762 |
| 10 |
119-280 |
118-015 |
1-265 |
1.5% |
0-231 |
0.6% |
18% |
False |
False |
36,341 |
| 20 |
119-280 |
116-265 |
3-015 |
2.6% |
0-247 |
0.7% |
51% |
False |
False |
425,045 |
| 40 |
119-280 |
114-210 |
5-070 |
4.4% |
0-284 |
0.8% |
71% |
False |
False |
600,462 |
| 60 |
119-280 |
114-210 |
5-070 |
4.4% |
0-292 |
0.8% |
71% |
False |
False |
643,119 |
| 80 |
119-280 |
112-255 |
7-025 |
6.0% |
0-307 |
0.8% |
79% |
False |
False |
663,123 |
| 100 |
121-030 |
112-255 |
8-095 |
7.0% |
0-296 |
0.8% |
67% |
False |
False |
533,750 |
| 120 |
122-280 |
112-255 |
10-025 |
8.5% |
0-260 |
0.7% |
55% |
False |
False |
444,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-019 |
|
2.618 |
121-177 |
|
1.618 |
120-202 |
|
1.000 |
120-020 |
|
0.618 |
119-227 |
|
HIGH |
119-045 |
|
0.618 |
118-252 |
|
0.500 |
118-218 |
|
0.382 |
118-183 |
|
LOW |
118-070 |
|
0.618 |
117-208 |
|
1.000 |
117-095 |
|
1.618 |
116-233 |
|
2.618 |
115-258 |
|
4.250 |
114-096 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-218 |
118-268 |
| PP |
118-185 |
118-218 |
| S1 |
118-152 |
118-169 |
|