ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
119-195 |
0-190 |
0.5% |
118-015 |
| High |
119-245 |
119-240 |
-0-005 |
0.0% |
119-290 |
| Low |
119-000 |
119-030 |
0-030 |
0.1% |
117-255 |
| Close |
119-230 |
119-050 |
-0-180 |
-0.5% |
119-070 |
| Range |
0-245 |
0-210 |
-0-035 |
-14.3% |
2-035 |
| ATR |
0-231 |
0-229 |
-0-001 |
-0.6% |
0-000 |
| Volume |
761,970 |
807,060 |
45,090 |
5.9% |
4,085,312 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-097 |
120-283 |
119-166 |
|
| R3 |
120-207 |
120-073 |
119-108 |
|
| R2 |
119-317 |
119-317 |
119-088 |
|
| R1 |
119-183 |
119-183 |
119-069 |
119-145 |
| PP |
119-107 |
119-107 |
119-107 |
119-088 |
| S1 |
118-293 |
118-293 |
119-031 |
118-255 |
| S2 |
118-217 |
118-217 |
119-012 |
|
| S3 |
118-007 |
118-083 |
118-312 |
|
| S4 |
117-117 |
117-193 |
118-254 |
|
|
| 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 |
118-290 |
1-000 |
0.8% |
0-195 |
0.5% |
25% |
False |
False |
928,322 |
| 10 |
119-290 |
117-170 |
2-120 |
2.0% |
0-202 |
0.5% |
68% |
False |
False |
841,951 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-228 |
0.6% |
77% |
False |
False |
807,255 |
| 40 |
119-290 |
114-070 |
5-220 |
4.8% |
0-241 |
0.6% |
87% |
False |
False |
570,934 |
| 60 |
119-290 |
113-060 |
6-230 |
5.6% |
0-263 |
0.7% |
89% |
False |
False |
380,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-172 |
|
2.618 |
121-150 |
|
1.618 |
120-260 |
|
1.000 |
120-130 |
|
0.618 |
120-050 |
|
HIGH |
119-240 |
|
0.618 |
119-160 |
|
0.500 |
119-135 |
|
0.382 |
119-110 |
|
LOW |
119-030 |
|
0.618 |
118-220 |
|
1.000 |
118-140 |
|
1.618 |
118-010 |
|
2.618 |
117-120 |
|
4.250 |
116-098 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-135 |
119-108 |
| PP |
119-107 |
119-088 |
| S1 |
119-078 |
119-069 |
|