ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-240 |
116-060 |
0-140 |
0.4% |
116-030 |
| High |
116-080 |
116-170 |
0-090 |
0.2% |
117-040 |
| Low |
115-120 |
115-290 |
0-170 |
0.5% |
115-180 |
| Close |
116-030 |
116-140 |
0-110 |
0.3% |
115-220 |
| Range |
0-280 |
0-200 |
-0-080 |
-28.6% |
1-180 |
| ATR |
0-310 |
0-302 |
-0-008 |
-2.5% |
0-000 |
| Volume |
88,469 |
118,129 |
29,660 |
33.5% |
77,858 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-053 |
117-297 |
116-250 |
|
| R3 |
117-173 |
117-097 |
116-195 |
|
| R2 |
116-293 |
116-293 |
116-177 |
|
| R1 |
116-217 |
116-217 |
116-158 |
116-255 |
| PP |
116-093 |
116-093 |
116-093 |
116-112 |
| S1 |
116-017 |
116-017 |
116-122 |
116-055 |
| S2 |
115-213 |
115-213 |
116-103 |
|
| S3 |
115-013 |
115-137 |
116-085 |
|
| S4 |
114-133 |
114-257 |
116-030 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-260 |
119-260 |
116-175 |
|
| R3 |
119-080 |
118-080 |
116-038 |
|
| R2 |
117-220 |
117-220 |
115-312 |
|
| R1 |
116-220 |
116-220 |
115-266 |
116-130 |
| PP |
116-040 |
116-040 |
116-040 |
115-315 |
| S1 |
115-040 |
115-040 |
115-174 |
114-270 |
| S2 |
114-180 |
114-180 |
115-128 |
|
| S3 |
113-000 |
113-180 |
115-082 |
|
| S4 |
111-140 |
112-000 |
114-265 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-060 |
|
2.618 |
118-054 |
|
1.618 |
117-174 |
|
1.000 |
117-050 |
|
0.618 |
116-294 |
|
HIGH |
116-170 |
|
0.618 |
116-094 |
|
0.500 |
116-070 |
|
0.382 |
116-046 |
|
LOW |
115-290 |
|
0.618 |
115-166 |
|
1.000 |
115-090 |
|
1.618 |
114-286 |
|
2.618 |
114-086 |
|
4.250 |
113-080 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-117 |
116-120 |
| PP |
116-093 |
116-100 |
| S1 |
116-070 |
116-080 |
|