ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
114-250 |
115-110 |
0-180 |
0.5% |
113-110 |
High |
115-220 |
116-130 |
0-230 |
0.6% |
116-130 |
Low |
114-070 |
115-110 |
1-040 |
1.0% |
113-070 |
Close |
115-190 |
115-280 |
0-090 |
0.2% |
115-280 |
Range |
1-150 |
1-020 |
-0-130 |
-27.7% |
3-060 |
ATR |
1-007 |
1-008 |
0-001 |
0.3% |
0-000 |
Volume |
2,810 |
2,256 |
-554 |
-19.7% |
11,465 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-020 |
118-170 |
116-147 |
|
R3 |
118-000 |
117-150 |
116-054 |
|
R2 |
116-300 |
116-300 |
116-022 |
|
R1 |
116-130 |
116-130 |
115-311 |
116-215 |
PP |
115-280 |
115-280 |
115-280 |
116-002 |
S1 |
115-110 |
115-110 |
115-249 |
115-195 |
S2 |
114-260 |
114-260 |
115-218 |
|
S3 |
113-240 |
114-090 |
115-186 |
|
S4 |
112-220 |
113-070 |
115-093 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-233 |
123-157 |
117-201 |
|
R3 |
121-173 |
120-097 |
116-240 |
|
R2 |
118-113 |
118-113 |
116-147 |
|
R1 |
117-037 |
117-037 |
116-054 |
117-235 |
PP |
115-053 |
115-053 |
115-053 |
115-152 |
S1 |
113-297 |
113-297 |
115-186 |
114-175 |
S2 |
111-313 |
111-313 |
115-093 |
|
S3 |
108-253 |
110-237 |
115-000 |
|
S4 |
105-193 |
107-177 |
114-039 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-295 |
2.618 |
119-060 |
1.618 |
118-040 |
1.000 |
117-150 |
0.618 |
117-020 |
HIGH |
116-130 |
0.618 |
116-000 |
0.500 |
115-280 |
0.382 |
115-240 |
LOW |
115-110 |
0.618 |
114-220 |
1.000 |
114-090 |
1.618 |
113-200 |
2.618 |
112-180 |
4.250 |
110-265 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
115-280 |
115-208 |
PP |
115-280 |
115-137 |
S1 |
115-280 |
115-065 |
|