ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-275 |
-0-005 |
0.0% |
117-290 |
| High |
117-130 |
117-065 |
-0-065 |
-0.2% |
118-045 |
| Low |
116-240 |
116-190 |
-0-050 |
-0.1% |
116-200 |
| Close |
116-260 |
117-010 |
0-070 |
0.2% |
116-270 |
| Range |
0-210 |
0-195 |
-0-015 |
-7.1% |
1-165 |
| ATR |
0-265 |
0-260 |
-0-005 |
-1.9% |
0-000 |
| Volume |
653,200 |
666,462 |
13,262 |
2.0% |
4,066,701 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-247 |
118-163 |
117-117 |
|
| R3 |
118-052 |
117-288 |
117-064 |
|
| R2 |
117-177 |
117-177 |
117-046 |
|
| R1 |
117-093 |
117-093 |
117-028 |
117-135 |
| PP |
116-302 |
116-302 |
116-302 |
117-002 |
| S1 |
116-218 |
116-218 |
116-312 |
116-260 |
| S2 |
116-107 |
116-107 |
116-294 |
|
| S3 |
115-232 |
116-023 |
116-276 |
|
| S4 |
115-037 |
115-148 |
116-223 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-240 |
120-260 |
117-217 |
|
| R3 |
120-075 |
119-095 |
117-083 |
|
| R2 |
118-230 |
118-230 |
117-039 |
|
| R1 |
117-250 |
117-250 |
116-314 |
117-158 |
| PP |
117-065 |
117-065 |
117-065 |
117-019 |
| S1 |
116-085 |
116-085 |
116-226 |
115-312 |
| S2 |
115-220 |
115-220 |
116-181 |
|
| S3 |
114-055 |
114-240 |
116-137 |
|
| S4 |
112-210 |
113-075 |
116-003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-254 |
|
2.618 |
118-256 |
|
1.618 |
118-061 |
|
1.000 |
117-260 |
|
0.618 |
117-186 |
|
HIGH |
117-065 |
|
0.618 |
116-311 |
|
0.500 |
116-288 |
|
0.382 |
116-264 |
|
LOW |
116-190 |
|
0.618 |
116-069 |
|
1.000 |
115-315 |
|
1.618 |
115-194 |
|
2.618 |
114-319 |
|
4.250 |
114-001 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-316 |
117-032 |
| PP |
116-302 |
117-025 |
| S1 |
116-288 |
117-018 |
|