ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-055 |
118-070 |
-0-305 |
-0.8% |
119-070 |
| High |
119-085 |
118-250 |
-0-155 |
-0.4% |
119-245 |
| Low |
118-030 |
118-050 |
0-020 |
0.1% |
118-030 |
| Close |
118-090 |
118-180 |
0-090 |
0.2% |
118-090 |
| Range |
1-055 |
0-200 |
-0-175 |
-46.7% |
1-215 |
| ATR |
0-240 |
0-237 |
-0-003 |
-1.2% |
0-000 |
| Volume |
912,034 |
1,063,525 |
151,491 |
16.6% |
4,397,543 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-120 |
120-030 |
118-290 |
|
| R3 |
119-240 |
119-150 |
118-235 |
|
| R2 |
119-040 |
119-040 |
118-217 |
|
| R1 |
118-270 |
118-270 |
118-198 |
118-315 |
| PP |
118-160 |
118-160 |
118-160 |
118-182 |
| S1 |
118-070 |
118-070 |
118-162 |
118-115 |
| S2 |
117-280 |
117-280 |
118-143 |
|
| S3 |
117-080 |
117-190 |
118-125 |
|
| S4 |
116-200 |
116-310 |
118-070 |
|
|
| 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% |
0-231 |
0.6% |
28% |
False |
False |
840,288 |
| 10 |
119-290 |
117-255 |
2-035 |
1.8% |
0-226 |
0.6% |
36% |
False |
False |
879,696 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-232 |
0.6% |
59% |
False |
False |
824,193 |
| 40 |
119-290 |
115-120 |
4-170 |
3.8% |
0-235 |
0.6% |
70% |
False |
False |
620,196 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-264 |
0.7% |
80% |
False |
False |
413,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-140 |
|
2.618 |
120-134 |
|
1.618 |
119-254 |
|
1.000 |
119-130 |
|
0.618 |
119-054 |
|
HIGH |
118-250 |
|
0.618 |
118-174 |
|
0.500 |
118-150 |
|
0.382 |
118-126 |
|
LOW |
118-050 |
|
0.618 |
117-246 |
|
1.000 |
117-170 |
|
1.618 |
117-046 |
|
2.618 |
116-166 |
|
4.250 |
115-160 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-170 |
118-295 |
| PP |
118-160 |
118-257 |
| S1 |
118-150 |
118-218 |
|