ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-140 |
114-200 |
-0-260 |
-0.7% |
114-230 |
| High |
115-160 |
115-040 |
-0-120 |
-0.3% |
115-310 |
| Low |
114-130 |
114-080 |
-0-050 |
-0.1% |
114-030 |
| Close |
114-230 |
114-200 |
-0-030 |
-0.1% |
115-270 |
| Range |
1-030 |
0-280 |
-0-070 |
-20.0% |
1-280 |
| ATR |
1-001 |
0-318 |
-0-003 |
-0.9% |
0-000 |
| Volume |
674 |
837 |
163 |
24.2% |
3,295 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-093 |
116-267 |
115-034 |
|
| R3 |
116-133 |
115-307 |
114-277 |
|
| R2 |
115-173 |
115-173 |
114-251 |
|
| R1 |
115-027 |
115-027 |
114-226 |
115-020 |
| PP |
114-213 |
114-213 |
114-213 |
114-210 |
| S1 |
114-067 |
114-067 |
114-174 |
114-060 |
| S2 |
113-253 |
113-253 |
114-149 |
|
| S3 |
112-293 |
113-107 |
114-123 |
|
| S4 |
112-013 |
112-147 |
114-046 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-083 |
116-280 |
|
| R3 |
119-017 |
118-123 |
116-115 |
|
| R2 |
117-057 |
117-057 |
116-060 |
|
| R1 |
116-163 |
116-163 |
116-005 |
116-270 |
| PP |
115-097 |
115-097 |
115-097 |
115-150 |
| S1 |
114-203 |
114-203 |
115-215 |
114-310 |
| S2 |
113-137 |
113-137 |
115-160 |
|
| S3 |
111-177 |
112-243 |
115-105 |
|
| S4 |
109-217 |
110-283 |
114-260 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-270 |
|
2.618 |
117-133 |
|
1.618 |
116-173 |
|
1.000 |
116-000 |
|
0.618 |
115-213 |
|
HIGH |
115-040 |
|
0.618 |
114-253 |
|
0.500 |
114-220 |
|
0.382 |
114-187 |
|
LOW |
114-080 |
|
0.618 |
113-227 |
|
1.000 |
113-120 |
|
1.618 |
112-267 |
|
2.618 |
111-307 |
|
4.250 |
110-170 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-220 |
115-035 |
| PP |
114-213 |
114-303 |
| S1 |
114-207 |
114-252 |
|