ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-190 |
0-120 |
0.3% |
119-070 |
| High |
118-250 |
119-010 |
0-080 |
0.2% |
119-245 |
| Low |
118-050 |
118-155 |
0-105 |
0.3% |
118-030 |
| Close |
118-180 |
118-290 |
0-110 |
0.3% |
118-090 |
| Range |
0-200 |
0-175 |
-0-025 |
-12.5% |
1-215 |
| ATR |
0-237 |
0-233 |
-0-004 |
-1.9% |
0-000 |
| Volume |
1,063,525 |
138,543 |
-924,982 |
-87.0% |
4,397,543 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-143 |
120-072 |
119-066 |
|
| R3 |
119-288 |
119-217 |
119-018 |
|
| R2 |
119-113 |
119-113 |
119-002 |
|
| R1 |
119-042 |
119-042 |
118-306 |
119-078 |
| PP |
118-258 |
118-258 |
118-258 |
118-276 |
| S1 |
118-187 |
118-187 |
118-274 |
118-222 |
| S2 |
118-083 |
118-083 |
118-258 |
|
| S3 |
117-228 |
118-012 |
118-242 |
|
| S4 |
117-053 |
117-157 |
118-194 |
|
|
| 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% |
0-241 |
0.6% |
49% |
False |
False |
736,626 |
| 10 |
119-290 |
118-020 |
1-270 |
1.6% |
0-226 |
0.6% |
46% |
False |
False |
846,859 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-230 |
0.6% |
70% |
False |
False |
802,618 |
| 40 |
119-290 |
115-120 |
4-170 |
3.8% |
0-236 |
0.6% |
78% |
False |
False |
623,583 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-262 |
0.7% |
85% |
False |
False |
416,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-114 |
|
2.618 |
120-148 |
|
1.618 |
119-293 |
|
1.000 |
119-185 |
|
0.618 |
119-118 |
|
HIGH |
119-010 |
|
0.618 |
118-263 |
|
0.500 |
118-242 |
|
0.382 |
118-222 |
|
LOW |
118-155 |
|
0.618 |
118-047 |
|
1.000 |
117-300 |
|
1.618 |
117-192 |
|
2.618 |
117-017 |
|
4.250 |
116-051 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-274 |
118-266 |
| PP |
118-258 |
118-242 |
| S1 |
118-242 |
118-218 |
|