ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-225 |
114-290 |
-0-255 |
-0.7% |
117-110 |
| High |
115-275 |
115-225 |
-0-050 |
-0.1% |
117-110 |
| Low |
114-210 |
114-220 |
0-010 |
0.0% |
114-210 |
| Close |
114-300 |
115-205 |
0-225 |
0.6% |
114-300 |
| Range |
1-065 |
1-005 |
-0-060 |
-15.6% |
2-220 |
| ATR |
1-010 |
1-010 |
0-000 |
-0.1% |
0-000 |
| Volume |
789,475 |
856,784 |
67,309 |
8.5% |
4,215,261 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-125 |
118-010 |
116-064 |
|
| R3 |
117-120 |
117-005 |
115-294 |
|
| R2 |
116-115 |
116-115 |
115-265 |
|
| R1 |
116-000 |
116-000 |
115-235 |
116-058 |
| PP |
115-110 |
115-110 |
115-110 |
115-139 |
| S1 |
114-315 |
114-315 |
115-175 |
115-052 |
| S2 |
114-105 |
114-105 |
115-145 |
|
| S3 |
113-100 |
113-310 |
115-116 |
|
| S4 |
112-095 |
112-305 |
115-026 |
|
|
| 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 |
116-190 |
114-210 |
1-300 |
1.7% |
0-313 |
0.8% |
51% |
False |
False |
845,825 |
| 10 |
117-145 |
114-210 |
2-255 |
2.4% |
1-022 |
0.9% |
35% |
False |
False |
790,560 |
| 20 |
118-100 |
114-210 |
3-210 |
3.2% |
1-017 |
0.9% |
27% |
False |
False |
781,272 |
| 40 |
119-000 |
113-190 |
5-130 |
4.7% |
0-316 |
0.9% |
38% |
False |
False |
746,024 |
| 60 |
120-110 |
112-255 |
7-175 |
6.5% |
1-007 |
0.9% |
38% |
False |
False |
673,227 |
| 80 |
121-270 |
112-255 |
9-015 |
7.8% |
0-293 |
0.8% |
31% |
False |
False |
505,602 |
| 100 |
124-110 |
112-255 |
11-175 |
10.0% |
0-244 |
0.7% |
25% |
False |
False |
404,482 |
| 120 |
124-110 |
112-255 |
11-175 |
10.0% |
0-204 |
0.6% |
25% |
False |
False |
337,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-006 |
|
2.618 |
118-116 |
|
1.618 |
117-111 |
|
1.000 |
116-230 |
|
0.618 |
116-106 |
|
HIGH |
115-225 |
|
0.618 |
115-101 |
|
0.500 |
115-062 |
|
0.382 |
115-024 |
|
LOW |
114-220 |
|
0.618 |
114-019 |
|
1.000 |
113-215 |
|
1.618 |
113-014 |
|
2.618 |
112-009 |
|
4.250 |
110-119 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-158 |
115-172 |
| PP |
115-110 |
115-138 |
| S1 |
115-062 |
115-105 |
|