ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
116-060 |
116-160 |
0-100 |
0.3% |
116-030 |
High |
116-170 |
116-240 |
0-070 |
0.2% |
117-040 |
Low |
115-290 |
116-110 |
0-140 |
0.4% |
115-180 |
Close |
116-140 |
116-200 |
0-060 |
0.2% |
115-220 |
Range |
0-200 |
0-130 |
-0-070 |
-35.0% |
1-180 |
ATR |
0-302 |
0-290 |
-0-012 |
-4.1% |
0-000 |
Volume |
118,129 |
219,364 |
101,235 |
85.7% |
77,858 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-253 |
117-197 |
116-272 |
|
R3 |
117-123 |
117-067 |
116-236 |
|
R2 |
116-313 |
116-313 |
116-224 |
|
R1 |
116-257 |
116-257 |
116-212 |
116-285 |
PP |
116-183 |
116-183 |
116-183 |
116-198 |
S1 |
116-127 |
116-127 |
116-188 |
116-155 |
S2 |
116-053 |
116-053 |
116-176 |
|
S3 |
115-243 |
115-317 |
116-164 |
|
S4 |
115-113 |
115-187 |
116-128 |
|
|
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 |
118-152 |
2.618 |
117-260 |
1.618 |
117-130 |
1.000 |
117-050 |
0.618 |
117-000 |
HIGH |
116-240 |
0.618 |
116-190 |
0.500 |
116-175 |
0.382 |
116-160 |
LOW |
116-110 |
0.618 |
116-030 |
1.000 |
115-300 |
1.618 |
115-220 |
2.618 |
115-090 |
4.250 |
114-198 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
116-192 |
116-140 |
PP |
116-183 |
116-080 |
S1 |
116-175 |
116-020 |
|