ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
117-015 |
116-290 |
-0-045 |
-0.1% |
116-280 |
High |
117-120 |
117-045 |
-0-075 |
-0.2% |
118-045 |
Low |
116-270 |
116-180 |
-0-090 |
-0.2% |
116-215 |
Close |
117-005 |
116-300 |
-0-025 |
-0.1% |
117-010 |
Range |
0-170 |
0-185 |
0-015 |
8.8% |
1-150 |
ATR |
0-261 |
0-256 |
-0-005 |
-2.1% |
0-000 |
Volume |
721,471 |
626,068 |
-95,403 |
-13.2% |
3,143,417 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-197 |
118-113 |
117-082 |
|
R3 |
118-012 |
117-248 |
117-031 |
|
R2 |
117-147 |
117-147 |
117-014 |
|
R1 |
117-063 |
117-063 |
116-317 |
117-105 |
PP |
116-282 |
116-282 |
116-282 |
116-302 |
S1 |
116-198 |
116-198 |
116-283 |
116-240 |
S2 |
116-097 |
116-097 |
116-266 |
|
S3 |
115-232 |
116-013 |
116-249 |
|
S4 |
115-047 |
115-148 |
116-198 |
|
|
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 |
119-191 |
2.618 |
118-209 |
1.618 |
118-024 |
1.000 |
117-230 |
0.618 |
117-159 |
HIGH |
117-045 |
0.618 |
116-294 |
0.500 |
116-272 |
0.382 |
116-251 |
LOW |
116-180 |
0.618 |
116-066 |
1.000 |
115-315 |
1.618 |
115-201 |
2.618 |
115-016 |
4.250 |
114-034 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
116-291 |
117-045 |
PP |
116-282 |
117-023 |
S1 |
116-272 |
117-002 |
|