ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
113-300 |
-0-120 |
-0.3% |
114-230 |
| High |
115-000 |
114-160 |
-0-160 |
-0.4% |
115-310 |
| Low |
114-000 |
113-290 |
-0-030 |
-0.1% |
114-030 |
| Close |
114-020 |
114-100 |
0-080 |
0.2% |
115-270 |
| Range |
1-000 |
0-190 |
-0-130 |
-40.6% |
1-280 |
| ATR |
0-318 |
0-309 |
-0-009 |
-2.9% |
0-000 |
| Volume |
936 |
870 |
-66 |
-7.1% |
3,295 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-007 |
115-243 |
114-204 |
|
| R3 |
115-137 |
115-053 |
114-152 |
|
| R2 |
114-267 |
114-267 |
114-135 |
|
| R1 |
114-183 |
114-183 |
114-117 |
114-225 |
| PP |
114-077 |
114-077 |
114-077 |
114-098 |
| S1 |
113-313 |
113-313 |
114-083 |
114-035 |
| S2 |
113-207 |
113-207 |
114-065 |
|
| S3 |
113-017 |
113-123 |
114-048 |
|
| S4 |
112-147 |
112-253 |
113-316 |
|
|
| 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 |
117-008 |
|
2.618 |
116-017 |
|
1.618 |
115-147 |
|
1.000 |
115-030 |
|
0.618 |
114-277 |
|
HIGH |
114-160 |
|
0.618 |
114-087 |
|
0.500 |
114-065 |
|
0.382 |
114-043 |
|
LOW |
113-290 |
|
0.618 |
113-173 |
|
1.000 |
113-100 |
|
1.618 |
112-303 |
|
2.618 |
112-113 |
|
4.250 |
111-122 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-088 |
114-165 |
| PP |
114-077 |
114-143 |
| S1 |
114-065 |
114-122 |
|