ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-200 |
114-100 |
-0-100 |
-0.3% |
114-230 |
| High |
115-040 |
115-000 |
-0-040 |
-0.1% |
115-310 |
| Low |
114-080 |
114-000 |
-0-080 |
-0.2% |
114-030 |
| Close |
114-200 |
114-020 |
-0-180 |
-0.5% |
115-270 |
| Range |
0-280 |
1-000 |
0-040 |
14.3% |
1-280 |
| ATR |
0-318 |
0-318 |
0-000 |
0.0% |
0-000 |
| Volume |
837 |
936 |
99 |
11.8% |
3,295 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-113 |
116-227 |
114-196 |
|
| R3 |
116-113 |
115-227 |
114-108 |
|
| R2 |
115-113 |
115-113 |
114-079 |
|
| R1 |
114-227 |
114-227 |
114-049 |
114-170 |
| PP |
114-113 |
114-113 |
114-113 |
114-085 |
| S1 |
113-227 |
113-227 |
113-311 |
113-170 |
| S2 |
113-113 |
113-113 |
113-281 |
|
| S3 |
112-113 |
112-227 |
113-252 |
|
| S4 |
111-113 |
111-227 |
113-164 |
|
|
| 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 |
119-080 |
|
2.618 |
117-198 |
|
1.618 |
116-198 |
|
1.000 |
116-000 |
|
0.618 |
115-198 |
|
HIGH |
115-000 |
|
0.618 |
114-198 |
|
0.500 |
114-160 |
|
0.382 |
114-122 |
|
LOW |
114-000 |
|
0.618 |
113-122 |
|
1.000 |
113-000 |
|
1.618 |
112-122 |
|
2.618 |
111-122 |
|
4.250 |
109-240 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-160 |
114-240 |
| PP |
114-113 |
114-167 |
| S1 |
114-067 |
114-093 |
|