ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
116-285 |
117-130 |
0-165 |
0.4% |
117-290 |
High |
117-165 |
117-195 |
0-030 |
0.1% |
118-045 |
Low |
116-200 |
116-230 |
0-030 |
0.1% |
116-200 |
Close |
117-130 |
116-270 |
-0-180 |
-0.5% |
116-270 |
Range |
0-285 |
0-285 |
0-000 |
0.0% |
1-165 |
ATR |
0-267 |
0-269 |
0-001 |
0.5% |
0-000 |
Volume |
1,048,780 |
833,857 |
-214,923 |
-20.5% |
4,066,701 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-233 |
119-057 |
117-107 |
|
R3 |
118-268 |
118-092 |
117-028 |
|
R2 |
117-303 |
117-303 |
117-002 |
|
R1 |
117-127 |
117-127 |
116-296 |
117-072 |
PP |
117-018 |
117-018 |
117-018 |
116-311 |
S1 |
116-162 |
116-162 |
116-244 |
116-108 |
S2 |
116-053 |
116-053 |
116-218 |
|
S3 |
115-088 |
115-197 |
116-192 |
|
S4 |
114-123 |
114-232 |
116-113 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-240 |
120-260 |
117-217 |
|
R3 |
120-075 |
119-095 |
117-083 |
|
R2 |
118-230 |
118-230 |
117-039 |
|
R1 |
117-250 |
117-250 |
116-314 |
117-158 |
PP |
117-065 |
117-065 |
117-065 |
117-019 |
S1 |
116-085 |
116-085 |
116-226 |
115-312 |
S2 |
115-220 |
115-220 |
116-181 |
|
S3 |
114-055 |
114-240 |
116-137 |
|
S4 |
112-210 |
113-075 |
116-003 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-126 |
2.618 |
119-301 |
1.618 |
119-016 |
1.000 |
118-160 |
0.618 |
118-051 |
HIGH |
117-195 |
0.618 |
117-086 |
0.500 |
117-052 |
0.382 |
117-019 |
LOW |
116-230 |
0.618 |
116-054 |
1.000 |
115-265 |
1.618 |
115-089 |
2.618 |
114-124 |
4.250 |
112-299 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
117-052 |
117-058 |
PP |
117-018 |
117-022 |
S1 |
116-304 |
116-306 |
|