ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-290 |
115-165 |
0-195 |
0.5% |
117-110 |
| High |
115-225 |
116-080 |
0-175 |
0.5% |
117-110 |
| Low |
114-220 |
115-115 |
0-215 |
0.6% |
114-210 |
| Close |
115-205 |
116-030 |
0-145 |
0.4% |
114-300 |
| Range |
1-005 |
0-285 |
-0-040 |
-12.3% |
2-220 |
| ATR |
1-010 |
1-006 |
-0-003 |
-1.0% |
0-000 |
| Volume |
856,784 |
504,867 |
-351,917 |
-41.1% |
4,215,261 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-183 |
118-072 |
116-187 |
|
| R3 |
117-218 |
117-107 |
116-108 |
|
| R2 |
116-253 |
116-253 |
116-082 |
|
| R1 |
116-142 |
116-142 |
116-056 |
116-198 |
| PP |
115-288 |
115-288 |
115-288 |
115-316 |
| S1 |
115-177 |
115-177 |
116-004 |
115-232 |
| S2 |
115-003 |
115-003 |
115-298 |
|
| S3 |
114-038 |
114-212 |
115-272 |
|
| S4 |
113-073 |
113-247 |
115-193 |
|
|
| 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 |
116-150 |
114-210 |
1-260 |
1.6% |
0-310 |
0.8% |
79% |
False |
False |
784,249 |
| 10 |
117-145 |
114-210 |
2-255 |
2.4% |
1-020 |
0.9% |
51% |
False |
False |
784,141 |
| 20 |
118-010 |
114-210 |
3-120 |
2.9% |
1-018 |
0.9% |
43% |
False |
False |
781,238 |
| 40 |
119-000 |
113-190 |
5-130 |
4.7% |
0-318 |
0.9% |
46% |
False |
False |
744,279 |
| 60 |
120-070 |
112-255 |
7-135 |
6.4% |
1-008 |
0.9% |
44% |
False |
False |
681,433 |
| 80 |
121-270 |
112-255 |
9-015 |
7.8% |
0-296 |
0.8% |
36% |
False |
False |
511,912 |
| 100 |
124-110 |
112-255 |
11-175 |
9.9% |
0-247 |
0.7% |
29% |
False |
False |
409,530 |
| 120 |
124-110 |
112-255 |
11-175 |
9.9% |
0-206 |
0.6% |
29% |
False |
False |
341,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-011 |
|
2.618 |
118-186 |
|
1.618 |
117-221 |
|
1.000 |
117-045 |
|
0.618 |
116-256 |
|
HIGH |
116-080 |
|
0.618 |
115-291 |
|
0.500 |
115-258 |
|
0.382 |
115-224 |
|
LOW |
115-115 |
|
0.618 |
114-259 |
|
1.000 |
114-150 |
|
1.618 |
113-294 |
|
2.618 |
113-009 |
|
4.250 |
111-184 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-319 |
115-282 |
| PP |
115-288 |
115-213 |
| S1 |
115-258 |
115-145 |
|