ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
116-290 |
117-005 |
0-035 |
0.1% |
116-280 |
High |
117-045 |
118-000 |
0-275 |
0.7% |
118-045 |
Low |
116-180 |
116-255 |
0-075 |
0.2% |
116-215 |
Close |
116-300 |
117-290 |
0-310 |
0.8% |
117-010 |
Range |
0-185 |
1-065 |
0-200 |
108.1% |
1-150 |
ATR |
0-256 |
0-265 |
0-009 |
3.6% |
0-000 |
Volume |
626,068 |
696,492 |
70,424 |
11.2% |
3,143,417 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-057 |
120-238 |
118-182 |
|
R3 |
119-312 |
119-173 |
118-076 |
|
R2 |
118-247 |
118-247 |
118-041 |
|
R1 |
118-108 |
118-108 |
118-005 |
118-178 |
PP |
117-182 |
117-182 |
117-182 |
117-216 |
S1 |
117-043 |
117-043 |
117-255 |
117-112 |
S2 |
116-117 |
116-117 |
117-219 |
|
S3 |
115-052 |
115-298 |
117-184 |
|
S4 |
113-307 |
114-233 |
117-078 |
|
|
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 |
123-036 |
2.618 |
121-048 |
1.618 |
119-303 |
1.000 |
119-065 |
0.618 |
118-238 |
HIGH |
118-000 |
0.618 |
117-173 |
0.500 |
117-128 |
0.382 |
117-082 |
LOW |
116-255 |
0.618 |
116-017 |
1.000 |
115-190 |
1.618 |
114-272 |
2.618 |
113-207 |
4.250 |
111-219 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-236 |
117-223 |
PP |
117-182 |
117-157 |
S1 |
117-128 |
117-090 |
|