ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
114-080 |
113-110 |
-0-290 |
-0.8% |
115-140 |
High |
114-120 |
114-060 |
-0-060 |
-0.2% |
115-160 |
Low |
113-060 |
113-070 |
0-010 |
0.0% |
113-060 |
Close |
113-130 |
114-040 |
0-230 |
0.6% |
113-130 |
Range |
1-060 |
0-310 |
-0-070 |
-18.4% |
2-100 |
ATR |
0-314 |
0-314 |
0-000 |
-0.1% |
0-000 |
Volume |
4,462 |
1,865 |
-2,597 |
-58.2% |
7,779 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-240 |
116-130 |
114-210 |
|
R3 |
115-250 |
115-140 |
114-125 |
|
R2 |
114-260 |
114-260 |
114-097 |
|
R1 |
114-150 |
114-150 |
114-068 |
114-205 |
PP |
113-270 |
113-270 |
113-270 |
113-298 |
S1 |
113-160 |
113-160 |
114-012 |
113-215 |
S2 |
112-280 |
112-280 |
113-303 |
|
S3 |
111-290 |
112-170 |
113-275 |
|
S4 |
110-300 |
111-180 |
113-190 |
|
|
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 |
118-098 |
2.618 |
116-232 |
1.618 |
115-242 |
1.000 |
115-050 |
0.618 |
114-252 |
HIGH |
114-060 |
0.618 |
113-262 |
0.500 |
113-225 |
0.382 |
113-188 |
LOW |
113-070 |
0.618 |
112-198 |
1.000 |
112-080 |
1.618 |
111-208 |
2.618 |
110-218 |
4.250 |
109-032 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
113-315 |
114-010 |
PP |
113-270 |
113-300 |
S1 |
113-225 |
113-270 |
|