ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-190 |
118-210 |
0-020 |
0.1% |
119-070 |
| High |
119-010 |
118-235 |
-0-095 |
-0.2% |
119-245 |
| Low |
118-155 |
118-000 |
-0-155 |
-0.4% |
118-030 |
| Close |
118-290 |
118-050 |
-0-240 |
-0.6% |
118-090 |
| Range |
0-175 |
0-235 |
0-060 |
34.3% |
1-215 |
| ATR |
0-233 |
0-237 |
0-004 |
1.8% |
0-000 |
| Volume |
138,543 |
698,467 |
559,924 |
404.2% |
4,397,543 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-160 |
120-020 |
118-179 |
|
| R3 |
119-245 |
119-105 |
118-115 |
|
| R2 |
119-010 |
119-010 |
118-093 |
|
| R1 |
118-190 |
118-190 |
118-072 |
118-142 |
| PP |
118-095 |
118-095 |
118-095 |
118-071 |
| S1 |
117-275 |
117-275 |
118-028 |
117-228 |
| S2 |
117-180 |
117-180 |
118-007 |
|
| S3 |
116-265 |
117-040 |
117-305 |
|
| S4 |
116-030 |
116-125 |
117-241 |
|
|
| 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 |
119-240 |
118-000 |
1-240 |
1.5% |
0-239 |
0.6% |
9% |
False |
True |
723,925 |
| 10 |
119-290 |
118-000 |
1-290 |
1.6% |
0-234 |
0.6% |
8% |
False |
True |
839,335 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-224 |
0.6% |
47% |
False |
False |
797,781 |
| 40 |
119-290 |
115-120 |
4-170 |
3.8% |
0-238 |
0.6% |
61% |
False |
False |
640,927 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-257 |
0.7% |
74% |
False |
False |
427,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-274 |
|
2.618 |
120-210 |
|
1.618 |
119-295 |
|
1.000 |
119-150 |
|
0.618 |
119-060 |
|
HIGH |
118-235 |
|
0.618 |
118-145 |
|
0.500 |
118-118 |
|
0.382 |
118-090 |
|
LOW |
118-000 |
|
0.618 |
117-175 |
|
1.000 |
117-085 |
|
1.618 |
116-260 |
|
2.618 |
116-025 |
|
4.250 |
114-281 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-118 |
118-165 |
| PP |
118-095 |
118-127 |
| S1 |
118-072 |
118-088 |
|