ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-110 |
116-030 |
0-240 |
0.7% |
113-110 |
| High |
116-130 |
116-180 |
0-050 |
0.1% |
116-130 |
| Low |
115-110 |
116-030 |
0-240 |
0.7% |
113-070 |
| Close |
115-280 |
116-120 |
0-160 |
0.4% |
115-280 |
| Range |
1-020 |
0-150 |
-0-190 |
-55.9% |
3-060 |
| ATR |
1-008 |
1-000 |
-0-008 |
-2.3% |
0-000 |
| Volume |
2,256 |
3,071 |
815 |
36.1% |
11,465 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-240 |
117-170 |
116-202 |
|
| R3 |
117-090 |
117-020 |
116-161 |
|
| R2 |
116-260 |
116-260 |
116-148 |
|
| R1 |
116-190 |
116-190 |
116-134 |
116-225 |
| PP |
116-110 |
116-110 |
116-110 |
116-128 |
| S1 |
116-040 |
116-040 |
116-106 |
116-075 |
| S2 |
115-280 |
115-280 |
116-092 |
|
| S3 |
115-130 |
115-210 |
116-079 |
|
| S4 |
114-300 |
115-060 |
116-038 |
|
|
| 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 |
118-178 |
|
2.618 |
117-253 |
|
1.618 |
117-103 |
|
1.000 |
117-010 |
|
0.618 |
116-273 |
|
HIGH |
116-180 |
|
0.618 |
116-123 |
|
0.500 |
116-105 |
|
0.382 |
116-087 |
|
LOW |
116-030 |
|
0.618 |
115-257 |
|
1.000 |
115-200 |
|
1.618 |
115-107 |
|
2.618 |
114-277 |
|
4.250 |
114-032 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-115 |
116-015 |
| PP |
116-110 |
115-230 |
| S1 |
116-105 |
115-125 |
|