ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
113-270 |
114-240 |
0-290 |
0.8% |
115-140 |
| High |
114-240 |
115-040 |
0-120 |
0.3% |
115-160 |
| Low |
113-270 |
114-000 |
0-050 |
0.1% |
113-060 |
| Close |
114-200 |
114-230 |
0-030 |
0.1% |
113-130 |
| Range |
0-290 |
1-040 |
0-070 |
24.1% |
2-100 |
| ATR |
0-312 |
0-316 |
0-003 |
1.1% |
0-000 |
| Volume |
1,176 |
3,358 |
2,182 |
185.5% |
7,779 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-317 |
117-153 |
115-108 |
|
| R3 |
116-277 |
116-113 |
115-009 |
|
| R2 |
115-237 |
115-237 |
114-296 |
|
| R1 |
115-073 |
115-073 |
114-263 |
114-295 |
| PP |
114-197 |
114-197 |
114-197 |
114-148 |
| S1 |
114-033 |
114-033 |
114-197 |
113-255 |
| S2 |
113-157 |
113-157 |
114-164 |
|
| S3 |
112-117 |
112-313 |
114-131 |
|
| S4 |
111-077 |
111-273 |
114-032 |
|
|
| 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 |
119-290 |
|
2.618 |
118-022 |
|
1.618 |
116-302 |
|
1.000 |
116-080 |
|
0.618 |
115-262 |
|
HIGH |
115-040 |
|
0.618 |
114-222 |
|
0.500 |
114-180 |
|
0.382 |
114-138 |
|
LOW |
114-000 |
|
0.618 |
113-098 |
|
1.000 |
112-280 |
|
1.618 |
112-058 |
|
2.618 |
111-018 |
|
4.250 |
109-070 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-213 |
114-172 |
| PP |
114-197 |
114-113 |
| S1 |
114-180 |
114-055 |
|