ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
116-160 |
0-090 |
0.2% |
113-110 |
| High |
117-010 |
116-250 |
-0-080 |
-0.2% |
116-130 |
| Low |
116-040 |
116-060 |
0-020 |
0.1% |
113-070 |
| Close |
116-170 |
116-220 |
0-050 |
0.1% |
115-280 |
| Range |
0-290 |
0-190 |
-0-100 |
-34.5% |
3-060 |
| ATR |
0-307 |
0-298 |
-0-008 |
-2.7% |
0-000 |
| Volume |
10,787 |
27,920 |
17,133 |
158.8% |
11,465 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-107 |
118-033 |
117-004 |
|
| R3 |
117-237 |
117-163 |
116-272 |
|
| R2 |
117-047 |
117-047 |
116-255 |
|
| R1 |
116-293 |
116-293 |
116-237 |
117-010 |
| PP |
116-177 |
116-177 |
116-177 |
116-195 |
| S1 |
116-103 |
116-103 |
116-203 |
116-140 |
| S2 |
115-307 |
115-307 |
116-185 |
|
| S3 |
115-117 |
115-233 |
116-168 |
|
| S4 |
114-247 |
115-043 |
116-116 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-233 |
123-157 |
117-201 |
|
| R3 |
121-173 |
120-097 |
116-240 |
|
| R2 |
118-113 |
118-113 |
116-147 |
|
| R1 |
117-037 |
117-037 |
116-054 |
117-235 |
| PP |
115-053 |
115-053 |
115-053 |
115-152 |
| S1 |
113-297 |
113-297 |
115-186 |
114-175 |
| S2 |
111-313 |
111-313 |
115-093 |
|
| S3 |
108-253 |
110-237 |
115-000 |
|
| S4 |
105-193 |
107-177 |
114-039 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-098 |
|
2.618 |
118-107 |
|
1.618 |
117-237 |
|
1.000 |
117-120 |
|
0.618 |
117-047 |
|
HIGH |
116-250 |
|
0.618 |
116-177 |
|
0.500 |
116-155 |
|
0.382 |
116-133 |
|
LOW |
116-060 |
|
0.618 |
115-263 |
|
1.000 |
115-190 |
|
1.618 |
115-073 |
|
2.618 |
114-203 |
|
4.250 |
113-212 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-198 |
116-205 |
| PP |
116-177 |
116-190 |
| S1 |
116-155 |
116-175 |
|