ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-150 |
116-070 |
-0-080 |
-0.2% |
113-110 |
| High |
116-160 |
117-010 |
0-170 |
0.5% |
116-130 |
| Low |
116-020 |
116-040 |
0-020 |
0.1% |
113-070 |
| Close |
116-030 |
116-170 |
0-140 |
0.4% |
115-280 |
| Range |
0-140 |
0-290 |
0-150 |
107.1% |
3-060 |
| ATR |
0-307 |
0-307 |
-0-001 |
-0.2% |
0-000 |
| Volume |
4,706 |
10,787 |
6,081 |
129.2% |
11,465 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-090 |
118-260 |
117-010 |
|
| R3 |
118-120 |
117-290 |
116-250 |
|
| R2 |
117-150 |
117-150 |
116-223 |
|
| R1 |
117-000 |
117-000 |
116-197 |
117-075 |
| PP |
116-180 |
116-180 |
116-180 |
116-218 |
| S1 |
116-030 |
116-030 |
116-143 |
116-105 |
| S2 |
115-210 |
115-210 |
116-117 |
|
| S3 |
114-240 |
115-060 |
116-090 |
|
| S4 |
113-270 |
114-090 |
116-010 |
|
|
| 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 |
120-282 |
|
2.618 |
119-129 |
|
1.618 |
118-159 |
|
1.000 |
117-300 |
|
0.618 |
117-189 |
|
HIGH |
117-010 |
|
0.618 |
116-219 |
|
0.500 |
116-185 |
|
0.382 |
116-151 |
|
LOW |
116-040 |
|
0.618 |
115-181 |
|
1.000 |
115-070 |
|
1.618 |
114-211 |
|
2.618 |
113-241 |
|
4.250 |
112-088 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-185 |
116-175 |
| PP |
116-180 |
116-173 |
| S1 |
116-175 |
116-172 |
|