ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-095 |
119-005 |
-0-090 |
-0.2% |
118-015 |
| High |
119-095 |
119-245 |
0-150 |
0.4% |
119-290 |
| Low |
118-290 |
119-000 |
0-030 |
0.1% |
117-255 |
| Close |
119-040 |
119-230 |
0-190 |
0.5% |
119-070 |
| Range |
0-125 |
0-245 |
0-120 |
96.0% |
2-035 |
| ATR |
0-230 |
0-231 |
0-001 |
0.5% |
0-000 |
| Volume |
656,854 |
761,970 |
105,116 |
16.0% |
4,085,312 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-253 |
121-167 |
120-045 |
|
| R3 |
121-008 |
120-242 |
119-297 |
|
| R2 |
120-083 |
120-083 |
119-275 |
|
| R1 |
119-317 |
119-317 |
119-252 |
120-040 |
| PP |
119-158 |
119-158 |
119-158 |
119-180 |
| S1 |
119-072 |
119-072 |
119-208 |
119-115 |
| S2 |
118-233 |
118-233 |
119-185 |
|
| S3 |
117-308 |
118-147 |
119-163 |
|
| S4 |
117-063 |
117-222 |
119-095 |
|
|
| 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 |
118-070 |
1-220 |
1.4% |
0-230 |
0.6% |
89% |
False |
False |
954,746 |
| 10 |
119-290 |
117-085 |
2-205 |
2.2% |
0-203 |
0.5% |
93% |
False |
False |
846,589 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-237 |
0.6% |
94% |
False |
False |
801,726 |
| 40 |
119-290 |
114-000 |
5-290 |
4.9% |
0-245 |
0.6% |
97% |
False |
False |
550,841 |
| 60 |
119-290 |
113-060 |
6-230 |
5.6% |
0-263 |
0.7% |
97% |
False |
False |
367,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-006 |
|
2.618 |
121-246 |
|
1.618 |
121-001 |
|
1.000 |
120-170 |
|
0.618 |
120-076 |
|
HIGH |
119-245 |
|
0.618 |
119-151 |
|
0.500 |
119-122 |
|
0.382 |
119-094 |
|
LOW |
119-000 |
|
0.618 |
118-169 |
|
1.000 |
118-075 |
|
1.618 |
117-244 |
|
2.618 |
116-319 |
|
4.250 |
115-239 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-194 |
119-189 |
| PP |
119-158 |
119-148 |
| S1 |
119-122 |
119-108 |
|