ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-105 |
119-115 |
1-010 |
0.9% |
118-015 |
| High |
119-135 |
119-290 |
0-155 |
0.4% |
119-290 |
| Low |
118-070 |
119-030 |
0-280 |
0.7% |
117-255 |
| Close |
119-085 |
119-070 |
-0-015 |
0.0% |
119-070 |
| Range |
1-065 |
0-260 |
-0-125 |
-32.5% |
2-035 |
| ATR |
0-245 |
0-246 |
0-001 |
0.4% |
0-000 |
| Volume |
939,176 |
1,156,105 |
216,929 |
23.1% |
4,085,312 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-270 |
121-110 |
119-213 |
|
| R3 |
121-010 |
120-170 |
119-142 |
|
| R2 |
120-070 |
120-070 |
119-118 |
|
| R1 |
119-230 |
119-230 |
119-094 |
119-180 |
| PP |
119-130 |
119-130 |
119-130 |
119-105 |
| S1 |
118-290 |
118-290 |
119-046 |
118-240 |
| S2 |
118-190 |
118-190 |
119-022 |
|
| S3 |
117-250 |
118-030 |
118-318 |
|
| S4 |
116-310 |
117-090 |
118-247 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-097 |
124-118 |
120-121 |
|
| R3 |
123-062 |
122-083 |
119-256 |
|
| R2 |
121-027 |
121-027 |
119-194 |
|
| R1 |
120-048 |
120-048 |
119-132 |
120-198 |
| PP |
118-312 |
118-312 |
118-312 |
119-066 |
| S1 |
118-013 |
118-013 |
119-008 |
118-162 |
| S2 |
116-277 |
116-277 |
118-266 |
|
| S3 |
114-242 |
115-298 |
118-204 |
|
| S4 |
112-207 |
113-263 |
118-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-290 |
117-255 |
2-035 |
1.8% |
0-223 |
0.6% |
67% |
True |
False |
817,062 |
| 10 |
119-290 |
116-190 |
3-100 |
2.8% |
0-221 |
0.6% |
79% |
True |
False |
777,492 |
| 20 |
119-290 |
116-180 |
3-110 |
2.8% |
0-242 |
0.6% |
79% |
True |
False |
764,632 |
| 40 |
119-290 |
113-060 |
6-230 |
5.6% |
0-257 |
0.7% |
90% |
True |
False |
484,067 |
| 60 |
119-290 |
113-060 |
6-230 |
5.6% |
0-265 |
0.7% |
90% |
True |
False |
322,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-115 |
|
2.618 |
122-011 |
|
1.618 |
121-071 |
|
1.000 |
120-230 |
|
0.618 |
120-131 |
|
HIGH |
119-290 |
|
0.618 |
119-191 |
|
0.500 |
119-160 |
|
0.382 |
119-129 |
|
LOW |
119-030 |
|
0.618 |
118-189 |
|
1.000 |
118-090 |
|
1.618 |
117-249 |
|
2.618 |
116-309 |
|
4.250 |
115-205 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-160 |
119-045 |
| PP |
119-130 |
119-020 |
| S1 |
119-100 |
118-315 |
|