ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
117-015 |
-1-025 |
-0.9% |
117-075 |
| High |
118-185 |
117-225 |
-0-280 |
-0.7% |
118-185 |
| Low |
117-010 |
116-265 |
-0-065 |
-0.2% |
117-010 |
| Close |
117-050 |
117-180 |
0-130 |
0.3% |
117-050 |
| Range |
1-175 |
0-280 |
-0-215 |
-43.4% |
1-175 |
| ATR |
1-002 |
0-319 |
-0-003 |
-0.9% |
0-000 |
| Volume |
643,131 |
920,138 |
277,007 |
43.1% |
3,544,126 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-317 |
119-208 |
118-014 |
|
| R3 |
119-037 |
118-248 |
117-257 |
|
| R2 |
118-077 |
118-077 |
117-231 |
|
| R1 |
117-288 |
117-288 |
117-206 |
118-022 |
| PP |
117-117 |
117-117 |
117-117 |
117-144 |
| S1 |
117-008 |
117-008 |
117-154 |
117-062 |
| S2 |
116-157 |
116-157 |
117-129 |
|
| S3 |
115-197 |
116-048 |
117-103 |
|
| S4 |
114-237 |
115-088 |
117-026 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-073 |
121-077 |
118-002 |
|
| R3 |
120-218 |
119-222 |
117-186 |
|
| R2 |
119-043 |
119-043 |
117-141 |
|
| R1 |
118-047 |
118-047 |
117-095 |
117-278 |
| PP |
117-188 |
117-188 |
117-188 |
117-144 |
| S1 |
116-192 |
116-192 |
117-005 |
116-102 |
| S2 |
116-013 |
116-013 |
116-279 |
|
| S3 |
114-158 |
115-017 |
116-234 |
|
| S4 |
112-303 |
113-162 |
116-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-185 |
116-265 |
1-240 |
1.5% |
0-281 |
0.7% |
42% |
False |
True |
739,781 |
| 10 |
118-185 |
115-115 |
3-070 |
2.7% |
0-312 |
0.8% |
68% |
False |
False |
753,539 |
| 20 |
118-185 |
114-210 |
3-295 |
3.3% |
1-006 |
0.9% |
74% |
False |
False |
772,049 |
| 40 |
119-000 |
114-210 |
4-110 |
3.7% |
0-314 |
0.8% |
67% |
False |
False |
755,471 |
| 60 |
119-000 |
112-255 |
6-065 |
5.3% |
1-001 |
0.9% |
77% |
False |
False |
761,606 |
| 80 |
120-150 |
112-255 |
7-215 |
6.5% |
0-312 |
0.8% |
62% |
False |
False |
599,641 |
| 100 |
122-090 |
112-255 |
9-155 |
8.1% |
0-272 |
0.7% |
50% |
False |
False |
479,836 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-230 |
0.6% |
41% |
False |
False |
399,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-135 |
|
2.618 |
119-318 |
|
1.618 |
119-038 |
|
1.000 |
118-185 |
|
0.618 |
118-078 |
|
HIGH |
117-225 |
|
0.618 |
117-118 |
|
0.500 |
117-085 |
|
0.382 |
117-052 |
|
LOW |
116-265 |
|
0.618 |
116-092 |
|
1.000 |
115-305 |
|
1.618 |
115-132 |
|
2.618 |
114-172 |
|
4.250 |
113-035 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-148 |
117-225 |
| PP |
117-117 |
117-210 |
| S1 |
117-085 |
117-195 |
|