ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-290 |
115-140 |
0-170 |
0.5% |
114-230 |
| High |
115-310 |
115-160 |
-0-150 |
-0.4% |
115-310 |
| Low |
114-220 |
114-130 |
-0-090 |
-0.2% |
114-030 |
| Close |
115-270 |
114-230 |
-1-040 |
-1.0% |
115-270 |
| Range |
1-090 |
1-030 |
-0-060 |
-14.6% |
1-280 |
| ATR |
0-310 |
1-001 |
0-011 |
3.4% |
0-000 |
| Volume |
1,585 |
674 |
-911 |
-57.5% |
3,295 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-050 |
117-170 |
115-102 |
|
| R3 |
117-020 |
116-140 |
115-006 |
|
| R2 |
115-310 |
115-310 |
114-294 |
|
| R1 |
115-110 |
115-110 |
114-262 |
115-035 |
| PP |
114-280 |
114-280 |
114-280 |
114-242 |
| S1 |
114-080 |
114-080 |
114-198 |
114-005 |
| S2 |
113-250 |
113-250 |
114-166 |
|
| S3 |
112-220 |
113-050 |
114-134 |
|
| S4 |
111-190 |
112-020 |
114-038 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-083 |
116-280 |
|
| R3 |
119-017 |
118-123 |
116-115 |
|
| R2 |
117-057 |
117-057 |
116-060 |
|
| R1 |
116-163 |
116-163 |
116-005 |
116-270 |
| PP |
115-097 |
115-097 |
115-097 |
115-150 |
| S1 |
114-203 |
114-203 |
115-215 |
114-310 |
| S2 |
113-137 |
113-137 |
115-160 |
|
| S3 |
111-177 |
112-243 |
115-105 |
|
| S4 |
109-217 |
110-283 |
114-260 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-048 |
|
2.618 |
118-116 |
|
1.618 |
117-086 |
|
1.000 |
116-190 |
|
0.618 |
116-056 |
|
HIGH |
115-160 |
|
0.618 |
115-026 |
|
0.500 |
114-305 |
|
0.382 |
114-264 |
|
LOW |
114-130 |
|
0.618 |
113-234 |
|
1.000 |
113-100 |
|
1.618 |
112-204 |
|
2.618 |
111-174 |
|
4.250 |
109-242 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-305 |
115-015 |
| PP |
114-280 |
114-300 |
| S1 |
114-255 |
114-265 |
|