ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
118-000 |
117-205 |
-0-115 |
-0.3% |
116-280 |
High |
118-010 |
117-230 |
-0-100 |
-0.3% |
118-045 |
Low |
117-180 |
116-300 |
-0-200 |
-0.5% |
116-215 |
Close |
117-240 |
117-010 |
-0-230 |
-0.6% |
117-010 |
Range |
0-150 |
0-250 |
0-100 |
66.7% |
1-150 |
ATR |
0-269 |
0-268 |
-0-001 |
-0.2% |
0-000 |
Volume |
693,699 |
589,017 |
-104,682 |
-15.1% |
3,143,417 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-183 |
119-027 |
117-148 |
|
R3 |
118-253 |
118-097 |
117-079 |
|
R2 |
118-003 |
118-003 |
117-056 |
|
R1 |
117-167 |
117-167 |
117-033 |
117-120 |
PP |
117-073 |
117-073 |
117-073 |
117-050 |
S1 |
116-237 |
116-237 |
116-307 |
116-190 |
S2 |
116-143 |
116-143 |
116-284 |
|
S3 |
115-213 |
115-307 |
116-261 |
|
S4 |
114-283 |
115-057 |
116-192 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-220 |
120-265 |
117-268 |
|
R3 |
120-070 |
119-115 |
117-139 |
|
R2 |
118-240 |
118-240 |
117-096 |
|
R1 |
117-285 |
117-285 |
117-053 |
118-102 |
PP |
117-090 |
117-090 |
117-090 |
117-159 |
S1 |
116-135 |
116-135 |
116-287 |
116-272 |
S2 |
115-260 |
115-260 |
116-244 |
|
S3 |
114-110 |
114-305 |
116-201 |
|
S4 |
112-280 |
113-155 |
116-072 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-012 |
2.618 |
119-244 |
1.618 |
118-314 |
1.000 |
118-160 |
0.618 |
118-064 |
HIGH |
117-230 |
0.618 |
117-134 |
0.500 |
117-105 |
0.382 |
117-076 |
LOW |
116-300 |
0.618 |
116-146 |
1.000 |
116-050 |
1.618 |
115-216 |
2.618 |
114-286 |
4.250 |
113-198 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-105 |
117-172 |
PP |
117-073 |
117-118 |
S1 |
117-042 |
117-064 |
|