ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-250 |
0-010 |
0.0% |
115-140 |
| High |
115-040 |
115-220 |
0-180 |
0.5% |
115-160 |
| Low |
114-000 |
114-070 |
0-070 |
0.2% |
113-060 |
| Close |
114-230 |
115-190 |
0-280 |
0.8% |
113-130 |
| Range |
1-040 |
1-150 |
0-110 |
30.6% |
2-100 |
| ATR |
0-316 |
1-007 |
0-011 |
3.5% |
0-000 |
| Volume |
3,358 |
2,810 |
-548 |
-16.3% |
7,779 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-017 |
116-128 |
|
| R3 |
118-033 |
117-187 |
115-319 |
|
| R2 |
116-203 |
116-203 |
115-276 |
|
| R1 |
116-037 |
116-037 |
115-233 |
116-120 |
| PP |
115-053 |
115-053 |
115-053 |
115-095 |
| S1 |
114-207 |
114-207 |
115-147 |
114-290 |
| S2 |
113-223 |
113-223 |
115-104 |
|
| S3 |
112-073 |
113-057 |
115-061 |
|
| S4 |
110-243 |
111-227 |
114-252 |
|
|
| 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 |
121-298 |
|
2.618 |
119-170 |
|
1.618 |
118-020 |
|
1.000 |
117-050 |
|
0.618 |
116-190 |
|
HIGH |
115-220 |
|
0.618 |
115-040 |
|
0.500 |
114-305 |
|
0.382 |
114-250 |
|
LOW |
114-070 |
|
0.618 |
113-100 |
|
1.000 |
112-240 |
|
1.618 |
111-270 |
|
2.618 |
110-120 |
|
4.250 |
107-312 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-122 |
115-102 |
| PP |
115-053 |
115-013 |
| S1 |
114-305 |
114-245 |
|