ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-240 |
0-080 |
0.2% |
116-030 |
| High |
116-250 |
117-040 |
0-110 |
0.3% |
117-040 |
| Low |
116-060 |
115-180 |
-0-200 |
-0.5% |
115-180 |
| Close |
116-220 |
115-220 |
-1-000 |
-0.9% |
115-220 |
| Range |
0-190 |
1-180 |
0-310 |
163.2% |
1-180 |
| ATR |
0-298 |
0-313 |
0-014 |
4.8% |
0-000 |
| Volume |
27,920 |
31,374 |
3,454 |
12.4% |
77,858 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-260 |
119-260 |
116-175 |
|
| R3 |
119-080 |
118-080 |
116-038 |
|
| R2 |
117-220 |
117-220 |
115-312 |
|
| R1 |
116-220 |
116-220 |
115-266 |
116-130 |
| PP |
116-040 |
116-040 |
116-040 |
115-315 |
| S1 |
115-040 |
115-040 |
115-174 |
114-270 |
| S2 |
114-180 |
114-180 |
115-128 |
|
| S3 |
113-000 |
113-180 |
115-082 |
|
| S4 |
111-140 |
112-000 |
114-265 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-260 |
119-260 |
116-175 |
|
| R3 |
119-080 |
118-080 |
116-038 |
|
| R2 |
117-220 |
117-220 |
115-312 |
|
| R1 |
116-220 |
116-220 |
115-266 |
116-130 |
| PP |
116-040 |
116-040 |
116-040 |
115-315 |
| S1 |
115-040 |
115-040 |
115-174 |
114-270 |
| S2 |
114-180 |
114-180 |
115-128 |
|
| S3 |
113-000 |
113-180 |
115-082 |
|
| S4 |
111-140 |
112-000 |
114-265 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-245 |
|
2.618 |
121-069 |
|
1.618 |
119-209 |
|
1.000 |
118-220 |
|
0.618 |
118-029 |
|
HIGH |
117-040 |
|
0.618 |
116-169 |
|
0.500 |
116-110 |
|
0.382 |
116-051 |
|
LOW |
115-180 |
|
0.618 |
114-191 |
|
1.000 |
114-000 |
|
1.618 |
113-011 |
|
2.618 |
111-151 |
|
4.250 |
108-295 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-110 |
116-110 |
| PP |
116-040 |
116-040 |
| S1 |
115-290 |
115-290 |
|