ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
117-060 |
0-100 |
0.3% |
115-240 |
| High |
117-095 |
117-245 |
0-150 |
0.4% |
116-290 |
| Low |
116-215 |
116-250 |
0-035 |
0.1% |
115-120 |
| Close |
117-070 |
117-170 |
0-100 |
0.3% |
116-230 |
| Range |
0-200 |
0-315 |
0-115 |
57.5% |
1-170 |
| ATR |
0-279 |
0-281 |
0-003 |
0.9% |
0-000 |
| Volume |
452,038 |
529,813 |
77,775 |
17.2% |
1,421,890 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-100 |
119-290 |
118-023 |
|
| R3 |
119-105 |
118-295 |
117-257 |
|
| R2 |
118-110 |
118-110 |
117-228 |
|
| R1 |
117-300 |
117-300 |
117-199 |
118-045 |
| PP |
117-115 |
117-115 |
117-115 |
117-148 |
| S1 |
116-305 |
116-305 |
117-141 |
117-050 |
| S2 |
116-120 |
116-120 |
117-112 |
|
| S3 |
115-125 |
115-310 |
117-083 |
|
| S4 |
114-130 |
114-315 |
116-317 |
|
|
| 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 |
121-304 |
|
2.618 |
120-110 |
|
1.618 |
119-115 |
|
1.000 |
118-240 |
|
0.618 |
118-120 |
|
HIGH |
117-245 |
|
0.618 |
117-125 |
|
0.500 |
117-088 |
|
0.382 |
117-050 |
|
LOW |
116-250 |
|
0.618 |
116-055 |
|
1.000 |
115-255 |
|
1.618 |
115-060 |
|
2.618 |
114-065 |
|
4.250 |
112-191 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-142 |
117-106 |
| PP |
117-115 |
117-042 |
| S1 |
117-088 |
116-298 |
|