ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
116-030 |
116-150 |
0-120 |
0.3% |
113-110 |
High |
116-180 |
116-160 |
-0-020 |
-0.1% |
116-130 |
Low |
116-030 |
116-020 |
-0-010 |
0.0% |
113-070 |
Close |
116-120 |
116-030 |
-0-090 |
-0.2% |
115-280 |
Range |
0-150 |
0-140 |
-0-010 |
-6.7% |
3-060 |
ATR |
1-000 |
0-307 |
-0-013 |
-4.0% |
0-000 |
Volume |
3,071 |
4,706 |
1,635 |
53.2% |
11,465 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-170 |
117-080 |
116-107 |
|
R3 |
117-030 |
116-260 |
116-068 |
|
R2 |
116-210 |
116-210 |
116-056 |
|
R1 |
116-120 |
116-120 |
116-043 |
116-095 |
PP |
116-070 |
116-070 |
116-070 |
116-058 |
S1 |
115-300 |
115-300 |
116-017 |
115-275 |
S2 |
115-250 |
115-250 |
116-004 |
|
S3 |
115-110 |
115-160 |
115-312 |
|
S4 |
114-290 |
115-020 |
115-273 |
|
|
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 |
118-115 |
2.618 |
117-207 |
1.618 |
117-067 |
1.000 |
116-300 |
0.618 |
116-247 |
HIGH |
116-160 |
0.618 |
116-107 |
0.500 |
116-090 |
0.382 |
116-073 |
LOW |
116-020 |
0.618 |
115-253 |
1.000 |
115-200 |
1.618 |
115-113 |
2.618 |
114-293 |
4.250 |
114-065 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
116-090 |
116-015 |
PP |
116-070 |
116-000 |
S1 |
116-050 |
115-305 |
|