ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
117-125 |
117-235 |
0-110 |
0.3% |
116-280 |
| High |
117-300 |
118-045 |
0-065 |
0.2% |
118-045 |
| Low |
117-085 |
117-170 |
0-085 |
0.2% |
116-190 |
| Close |
117-225 |
117-315 |
0-090 |
0.2% |
117-315 |
| Range |
0-215 |
0-195 |
-0-020 |
-9.3% |
1-175 |
| ATR |
0-258 |
0-253 |
-0-004 |
-1.7% |
0-000 |
| Volume |
853,440 |
848,695 |
-4,745 |
-0.6% |
3,689,611 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-228 |
119-147 |
118-102 |
|
| R3 |
119-033 |
118-272 |
118-049 |
|
| R2 |
118-158 |
118-158 |
118-031 |
|
| R1 |
118-077 |
118-077 |
118-013 |
118-118 |
| PP |
117-283 |
117-283 |
117-283 |
117-304 |
| S1 |
117-202 |
117-202 |
117-297 |
117-242 |
| S2 |
117-088 |
117-088 |
117-279 |
|
| S3 |
116-213 |
117-007 |
117-261 |
|
| S4 |
116-018 |
116-132 |
117-208 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-068 |
121-207 |
118-267 |
|
| R3 |
120-213 |
120-032 |
118-131 |
|
| R2 |
119-038 |
119-038 |
118-086 |
|
| R1 |
118-177 |
118-177 |
118-040 |
118-268 |
| PP |
117-183 |
117-183 |
117-183 |
117-229 |
| S1 |
117-002 |
117-002 |
117-270 |
117-092 |
| S2 |
116-008 |
116-008 |
117-224 |
|
| S3 |
114-153 |
115-147 |
117-179 |
|
| S4 |
112-298 |
113-292 |
117-043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-234 |
|
2.618 |
119-236 |
|
1.618 |
119-041 |
|
1.000 |
118-240 |
|
0.618 |
118-166 |
|
HIGH |
118-045 |
|
0.618 |
117-291 |
|
0.500 |
117-268 |
|
0.382 |
117-244 |
|
LOW |
117-170 |
|
0.618 |
117-049 |
|
1.000 |
116-295 |
|
1.618 |
116-174 |
|
2.618 |
115-299 |
|
4.250 |
114-301 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-299 |
117-252 |
| PP |
117-283 |
117-188 |
| S1 |
117-268 |
117-125 |
|