ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
116-220 |
116-170 |
-0-050 |
-0.1% |
115-240 |
High |
116-290 |
116-280 |
-0-010 |
0.0% |
116-290 |
Low |
116-040 |
116-030 |
-0-010 |
0.0% |
115-120 |
Close |
116-170 |
116-230 |
0-060 |
0.2% |
116-230 |
Range |
0-250 |
0-250 |
0-000 |
0.0% |
1-170 |
ATR |
0-287 |
0-285 |
-0-003 |
-0.9% |
0-000 |
Volume |
412,785 |
583,143 |
170,358 |
41.3% |
1,421,890 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-290 |
118-190 |
117-048 |
|
R3 |
118-040 |
117-260 |
116-299 |
|
R2 |
117-110 |
117-110 |
116-276 |
|
R1 |
117-010 |
117-010 |
116-253 |
117-060 |
PP |
116-180 |
116-180 |
116-180 |
116-205 |
S1 |
116-080 |
116-080 |
116-207 |
116-130 |
S2 |
115-250 |
115-250 |
116-184 |
|
S3 |
115-000 |
115-150 |
116-161 |
|
S4 |
114-070 |
114-220 |
116-092 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-297 |
120-113 |
117-180 |
|
R3 |
119-127 |
118-263 |
117-045 |
|
R2 |
117-277 |
117-277 |
117-000 |
|
R1 |
117-093 |
117-093 |
116-275 |
117-185 |
PP |
116-107 |
116-107 |
116-107 |
116-152 |
S1 |
115-243 |
115-243 |
116-185 |
116-015 |
S2 |
114-257 |
114-257 |
116-140 |
|
S3 |
113-087 |
114-073 |
116-095 |
|
S4 |
111-237 |
112-223 |
115-280 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-062 |
2.618 |
118-294 |
1.618 |
118-044 |
1.000 |
117-210 |
0.618 |
117-114 |
HIGH |
116-280 |
0.618 |
116-184 |
0.500 |
116-155 |
0.382 |
116-126 |
LOW |
116-030 |
0.618 |
115-196 |
1.000 |
115-100 |
1.618 |
114-266 |
2.618 |
114-016 |
4.250 |
112-248 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
116-205 |
116-207 |
PP |
116-180 |
116-183 |
S1 |
116-155 |
116-160 |
|