ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-220 |
0-060 |
0.2% |
116-030 |
| High |
116-240 |
116-290 |
0-050 |
0.1% |
117-040 |
| Low |
116-110 |
116-040 |
-0-070 |
-0.2% |
115-180 |
| Close |
116-200 |
116-170 |
-0-030 |
-0.1% |
115-220 |
| Range |
0-130 |
0-250 |
0-120 |
92.3% |
1-180 |
| ATR |
0-290 |
0-287 |
-0-003 |
-1.0% |
0-000 |
| Volume |
219,364 |
412,785 |
193,421 |
88.2% |
77,858 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-277 |
118-153 |
116-308 |
|
| R3 |
118-027 |
117-223 |
116-239 |
|
| R2 |
117-097 |
117-097 |
116-216 |
|
| R1 |
116-293 |
116-293 |
116-193 |
116-230 |
| PP |
116-167 |
116-167 |
116-167 |
116-135 |
| S1 |
116-043 |
116-043 |
116-147 |
115-300 |
| S2 |
115-237 |
115-237 |
116-124 |
|
| S3 |
114-307 |
115-113 |
116-101 |
|
| S4 |
114-057 |
114-183 |
116-032 |
|
|
| 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 |
120-072 |
|
2.618 |
118-304 |
|
1.618 |
118-054 |
|
1.000 |
117-220 |
|
0.618 |
117-124 |
|
HIGH |
116-290 |
|
0.618 |
116-194 |
|
0.500 |
116-165 |
|
0.382 |
116-136 |
|
LOW |
116-040 |
|
0.618 |
115-206 |
|
1.000 |
115-110 |
|
1.618 |
114-276 |
|
2.618 |
114-026 |
|
4.250 |
112-258 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-168 |
116-157 |
| PP |
116-167 |
116-143 |
| S1 |
116-165 |
116-130 |
|