ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
113-300 |
114-080 |
0-100 |
0.3% |
115-140 |
High |
114-160 |
114-120 |
-0-040 |
-0.1% |
115-160 |
Low |
113-290 |
113-060 |
-0-230 |
-0.6% |
113-060 |
Close |
114-100 |
113-130 |
-0-290 |
-0.8% |
113-130 |
Range |
0-190 |
1-060 |
0-190 |
100.0% |
2-100 |
ATR |
0-309 |
0-314 |
0-005 |
1.6% |
0-000 |
Volume |
870 |
4,462 |
3,592 |
412.9% |
7,779 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-070 |
116-160 |
114-019 |
|
R3 |
116-010 |
115-100 |
113-234 |
|
R2 |
114-270 |
114-270 |
113-200 |
|
R1 |
114-040 |
114-040 |
113-165 |
113-285 |
PP |
113-210 |
113-210 |
113-210 |
113-172 |
S1 |
112-300 |
112-300 |
113-095 |
112-225 |
S2 |
112-150 |
112-150 |
113-060 |
|
S3 |
111-090 |
111-240 |
113-026 |
|
S4 |
110-030 |
110-180 |
112-241 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-310 |
119-160 |
114-217 |
|
R3 |
118-210 |
117-060 |
114-014 |
|
R2 |
116-110 |
116-110 |
113-266 |
|
R1 |
114-280 |
114-280 |
113-198 |
114-145 |
PP |
114-010 |
114-010 |
114-010 |
113-262 |
S1 |
112-180 |
112-180 |
113-062 |
112-045 |
S2 |
111-230 |
111-230 |
112-314 |
|
S3 |
109-130 |
110-080 |
112-246 |
|
S4 |
107-030 |
107-300 |
112-043 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-135 |
2.618 |
117-155 |
1.618 |
116-095 |
1.000 |
115-180 |
0.618 |
115-035 |
HIGH |
114-120 |
0.618 |
113-295 |
0.500 |
113-250 |
0.382 |
113-205 |
LOW |
113-060 |
0.618 |
112-145 |
1.000 |
112-000 |
1.618 |
111-085 |
2.618 |
110-025 |
4.250 |
108-045 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
113-250 |
114-030 |
PP |
113-210 |
113-277 |
S1 |
113-170 |
113-203 |
|