ECBOT 10 Year T-Note Future December 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 |
113-110 |
113-270 |
0-160 |
0.4% |
115-140 |
| High |
114-060 |
114-240 |
0-180 |
0.5% |
115-160 |
| Low |
113-070 |
113-270 |
0-200 |
0.6% |
113-060 |
| Close |
114-040 |
114-200 |
0-160 |
0.4% |
113-130 |
| Range |
0-310 |
0-290 |
-0-020 |
-6.5% |
2-100 |
| ATR |
0-314 |
0-312 |
-0-002 |
-0.5% |
0-000 |
| Volume |
1,865 |
1,176 |
-689 |
-36.9% |
7,779 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-040 |
116-250 |
115-040 |
|
| R3 |
116-070 |
115-280 |
114-280 |
|
| R2 |
115-100 |
115-100 |
114-253 |
|
| R1 |
114-310 |
114-310 |
114-227 |
115-045 |
| PP |
114-130 |
114-130 |
114-130 |
114-158 |
| S1 |
114-020 |
114-020 |
114-173 |
114-075 |
| S2 |
113-160 |
113-160 |
114-147 |
|
| S3 |
112-190 |
113-050 |
114-120 |
|
| S4 |
111-220 |
112-080 |
114-040 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-310 |
119-160 |
114-217 |
|
| R3 |
118-210 |
117-060 |
114-014 |
|
| R2 |
116-110 |
116-110 |
113-266 |
|
| R1 |
114-280 |
114-280 |
113-198 |
114-145 |
| PP |
114-010 |
114-010 |
114-010 |
113-262 |
| S1 |
112-180 |
112-180 |
113-062 |
112-045 |
| S2 |
111-230 |
111-230 |
112-314 |
|
| S3 |
109-130 |
110-080 |
112-246 |
|
| S4 |
107-030 |
107-300 |
112-043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-192 |
|
2.618 |
117-039 |
|
1.618 |
116-069 |
|
1.000 |
115-210 |
|
0.618 |
115-099 |
|
HIGH |
114-240 |
|
0.618 |
114-129 |
|
0.500 |
114-095 |
|
0.382 |
114-061 |
|
LOW |
113-270 |
|
0.618 |
113-091 |
|
1.000 |
112-300 |
|
1.618 |
112-121 |
|
2.618 |
111-151 |
|
4.250 |
109-318 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-165 |
114-130 |
| PP |
114-130 |
114-060 |
| S1 |
114-095 |
113-310 |
|