ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
117-205 |
117-015 |
-0-190 |
-0.5% |
116-280 |
High |
117-230 |
117-120 |
-0-110 |
-0.3% |
118-045 |
Low |
116-300 |
116-270 |
-0-030 |
-0.1% |
116-215 |
Close |
117-010 |
117-005 |
-0-005 |
0.0% |
117-010 |
Range |
0-250 |
0-170 |
-0-080 |
-32.0% |
1-150 |
ATR |
0-268 |
0-261 |
-0-007 |
-2.6% |
0-000 |
Volume |
589,017 |
721,471 |
132,454 |
22.5% |
3,143,417 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-215 |
118-120 |
117-098 |
|
R3 |
118-045 |
117-270 |
117-052 |
|
R2 |
117-195 |
117-195 |
117-036 |
|
R1 |
117-100 |
117-100 |
117-021 |
117-062 |
PP |
117-025 |
117-025 |
117-025 |
117-006 |
S1 |
116-250 |
116-250 |
116-309 |
116-212 |
S2 |
116-175 |
116-175 |
116-294 |
|
S3 |
116-005 |
116-080 |
116-278 |
|
S4 |
115-155 |
115-230 |
116-232 |
|
|
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 |
119-202 |
2.618 |
118-245 |
1.618 |
118-075 |
1.000 |
117-290 |
0.618 |
117-225 |
HIGH |
117-120 |
0.618 |
117-055 |
0.500 |
117-035 |
0.382 |
117-015 |
LOW |
116-270 |
0.618 |
116-165 |
1.000 |
116-100 |
1.618 |
115-315 |
2.618 |
115-145 |
4.250 |
114-188 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-035 |
117-140 |
PP |
117-025 |
117-095 |
S1 |
117-015 |
117-050 |
|