ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
117-065 |
116-285 |
-0-100 |
-0.3% |
117-015 |
High |
117-235 |
117-165 |
-0-070 |
-0.2% |
118-165 |
Low |
116-210 |
116-200 |
-0-010 |
0.0% |
116-180 |
Close |
116-285 |
117-130 |
0-165 |
0.4% |
117-315 |
Range |
1-025 |
0-285 |
-0-060 |
-17.4% |
1-305 |
ATR |
0-266 |
0-267 |
0-001 |
0.5% |
0-000 |
Volume |
795,196 |
1,048,780 |
253,584 |
31.9% |
2,862,002 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-273 |
119-167 |
117-287 |
|
R3 |
118-308 |
118-202 |
117-208 |
|
R2 |
118-023 |
118-023 |
117-182 |
|
R1 |
117-237 |
117-237 |
117-156 |
117-290 |
PP |
117-058 |
117-058 |
117-058 |
117-085 |
S1 |
116-272 |
116-272 |
117-104 |
117-005 |
S2 |
116-093 |
116-093 |
117-078 |
|
S3 |
115-128 |
115-307 |
117-052 |
|
S4 |
114-163 |
115-022 |
116-293 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-175 |
122-230 |
119-019 |
|
R3 |
121-190 |
120-245 |
118-167 |
|
R2 |
119-205 |
119-205 |
118-110 |
|
R1 |
118-260 |
118-260 |
118-052 |
119-072 |
PP |
117-220 |
117-220 |
117-220 |
117-286 |
S1 |
116-275 |
116-275 |
117-258 |
117-088 |
S2 |
115-235 |
115-235 |
117-200 |
|
S3 |
113-250 |
114-290 |
117-143 |
|
S4 |
111-265 |
112-305 |
116-291 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-096 |
2.618 |
119-271 |
1.618 |
118-306 |
1.000 |
118-130 |
0.618 |
118-021 |
HIGH |
117-165 |
0.618 |
117-056 |
0.500 |
117-022 |
0.382 |
116-309 |
LOW |
116-200 |
0.618 |
116-024 |
1.000 |
115-235 |
1.618 |
115-059 |
2.618 |
114-094 |
4.250 |
112-269 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-094 |
117-106 |
PP |
117-058 |
117-082 |
S1 |
117-022 |
117-058 |
|