ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-055 |
116-020 |
-0-035 |
-0.1% |
117-110 |
| High |
116-175 |
117-050 |
0-195 |
0.5% |
117-110 |
| Low |
115-135 |
115-205 |
0-070 |
0.2% |
114-210 |
| Close |
116-055 |
117-005 |
0-270 |
0.7% |
114-300 |
| Range |
1-040 |
1-165 |
0-125 |
34.7% |
2-220 |
| ATR |
1-009 |
1-020 |
0-011 |
3.4% |
0-000 |
| Volume |
786,046 |
786,625 |
579 |
0.1% |
4,215,261 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-048 |
120-192 |
117-272 |
|
| R3 |
119-203 |
119-027 |
117-138 |
|
| R2 |
118-038 |
118-038 |
117-094 |
|
| R1 |
117-182 |
117-182 |
117-049 |
117-270 |
| PP |
116-193 |
116-193 |
116-193 |
116-238 |
| S1 |
116-017 |
116-017 |
116-281 |
116-105 |
| S2 |
115-028 |
115-028 |
116-236 |
|
| S3 |
113-183 |
114-172 |
116-192 |
|
| S4 |
112-018 |
113-007 |
116-058 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-227 |
122-003 |
116-133 |
|
| R3 |
121-007 |
119-103 |
115-216 |
|
| R2 |
118-107 |
118-107 |
115-138 |
|
| R1 |
116-203 |
116-203 |
115-059 |
116-045 |
| PP |
115-207 |
115-207 |
115-207 |
115-128 |
| S1 |
113-303 |
113-303 |
114-221 |
113-145 |
| S2 |
112-307 |
112-307 |
114-142 |
|
| S3 |
110-087 |
111-083 |
114-064 |
|
| S4 |
107-187 |
108-183 |
113-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-050 |
114-210 |
2-160 |
2.1% |
1-048 |
1.0% |
94% |
True |
False |
744,759 |
| 10 |
117-145 |
114-210 |
2-255 |
2.4% |
1-042 |
1.0% |
84% |
False |
False |
792,096 |
| 20 |
118-010 |
114-210 |
3-120 |
2.9% |
1-028 |
0.9% |
70% |
False |
False |
763,749 |
| 40 |
119-000 |
113-190 |
5-130 |
4.6% |
1-004 |
0.9% |
63% |
False |
False |
752,955 |
| 60 |
119-260 |
112-255 |
7-005 |
6.0% |
1-014 |
0.9% |
60% |
False |
False |
707,316 |
| 80 |
121-030 |
112-255 |
8-095 |
7.1% |
0-303 |
0.8% |
51% |
False |
False |
531,571 |
| 100 |
123-190 |
112-255 |
10-255 |
9.2% |
0-256 |
0.7% |
39% |
False |
False |
425,257 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-213 |
0.6% |
37% |
False |
False |
354,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-191 |
|
2.618 |
121-040 |
|
1.618 |
119-195 |
|
1.000 |
118-215 |
|
0.618 |
118-030 |
|
HIGH |
117-050 |
|
0.618 |
116-185 |
|
0.500 |
116-128 |
|
0.382 |
116-070 |
|
LOW |
115-205 |
|
0.618 |
114-225 |
|
1.000 |
114-040 |
|
1.618 |
113-060 |
|
2.618 |
111-215 |
|
4.250 |
109-064 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-259 |
116-244 |
| PP |
116-193 |
116-163 |
| S1 |
116-128 |
116-082 |
|