ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-195 |
119-055 |
-0-140 |
-0.4% |
119-070 |
| High |
119-240 |
119-085 |
-0-155 |
-0.4% |
119-245 |
| Low |
119-030 |
118-030 |
-1-000 |
-0.8% |
118-030 |
| Close |
119-050 |
118-090 |
-0-280 |
-0.7% |
118-090 |
| Range |
0-210 |
1-055 |
0-165 |
78.6% |
1-215 |
| ATR |
0-229 |
0-240 |
0-010 |
4.5% |
0-000 |
| Volume |
807,060 |
912,034 |
104,974 |
13.0% |
4,397,543 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-020 |
121-110 |
118-296 |
|
| R3 |
120-285 |
120-055 |
118-193 |
|
| R2 |
119-230 |
119-230 |
118-159 |
|
| R1 |
119-000 |
119-000 |
118-124 |
118-248 |
| PP |
118-175 |
118-175 |
118-175 |
118-139 |
| S1 |
117-265 |
117-265 |
118-056 |
117-192 |
| S2 |
117-120 |
117-120 |
118-021 |
|
| S3 |
116-065 |
116-210 |
117-307 |
|
| S4 |
115-010 |
115-155 |
117-204 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-233 |
122-217 |
119-064 |
|
| R3 |
122-018 |
121-002 |
118-237 |
|
| R2 |
120-123 |
120-123 |
118-188 |
|
| R1 |
119-107 |
119-107 |
118-139 |
119-008 |
| PP |
118-228 |
118-228 |
118-228 |
118-179 |
| S1 |
117-212 |
117-212 |
118-041 |
117-112 |
| S2 |
117-013 |
117-013 |
117-312 |
|
| S3 |
115-118 |
115-317 |
117-263 |
|
| S4 |
113-223 |
114-102 |
117-116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-245 |
118-030 |
1-215 |
1.4% |
0-218 |
0.6% |
11% |
False |
True |
879,508 |
| 10 |
119-290 |
117-255 |
2-035 |
1.8% |
0-220 |
0.6% |
23% |
False |
False |
848,285 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-234 |
0.6% |
51% |
False |
False |
811,958 |
| 40 |
119-290 |
115-110 |
4-180 |
3.9% |
0-239 |
0.6% |
64% |
False |
False |
593,664 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-265 |
0.7% |
76% |
False |
False |
396,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-079 |
|
2.618 |
122-107 |
|
1.618 |
121-052 |
|
1.000 |
120-140 |
|
0.618 |
119-317 |
|
HIGH |
119-085 |
|
0.618 |
118-262 |
|
0.500 |
118-218 |
|
0.382 |
118-173 |
|
LOW |
118-030 |
|
0.618 |
117-118 |
|
1.000 |
116-295 |
|
1.618 |
116-063 |
|
2.618 |
115-008 |
|
4.250 |
113-036 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-218 |
118-298 |
| PP |
118-175 |
118-228 |
| S1 |
118-132 |
118-159 |
|