ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-065 |
-0-145 |
-0.4% |
119-070 |
| High |
118-235 |
118-105 |
-0-130 |
-0.3% |
119-245 |
| Low |
118-000 |
117-225 |
-0-095 |
-0.3% |
118-030 |
| Close |
118-050 |
117-245 |
-0-125 |
-0.3% |
118-090 |
| Range |
0-235 |
0-200 |
-0-035 |
-14.9% |
1-215 |
| ATR |
0-237 |
0-234 |
-0-003 |
-1.1% |
0-000 |
| Volume |
698,467 |
1,002,530 |
304,063 |
43.5% |
4,397,543 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-258 |
119-132 |
118-035 |
|
| R3 |
119-058 |
118-252 |
117-300 |
|
| R2 |
118-178 |
118-178 |
117-282 |
|
| R1 |
118-052 |
118-052 |
117-263 |
118-015 |
| PP |
117-298 |
117-298 |
117-298 |
117-280 |
| S1 |
117-172 |
117-172 |
117-227 |
117-135 |
| S2 |
117-098 |
117-098 |
117-208 |
|
| S3 |
116-218 |
116-292 |
117-190 |
|
| S4 |
116-018 |
116-092 |
117-135 |
|
|
| 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 |
119-085 |
117-225 |
1-180 |
1.3% |
0-237 |
0.6% |
4% |
False |
True |
763,019 |
| 10 |
119-290 |
117-225 |
2-065 |
1.9% |
0-216 |
0.6% |
3% |
False |
True |
845,671 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-220 |
0.6% |
35% |
False |
False |
795,469 |
| 40 |
119-290 |
115-120 |
4-170 |
3.8% |
0-236 |
0.6% |
53% |
False |
False |
665,720 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-257 |
0.7% |
68% |
False |
False |
444,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-315 |
|
2.618 |
119-309 |
|
1.618 |
119-109 |
|
1.000 |
118-305 |
|
0.618 |
118-229 |
|
HIGH |
118-105 |
|
0.618 |
118-029 |
|
0.500 |
118-005 |
|
0.382 |
117-301 |
|
LOW |
117-225 |
|
0.618 |
117-101 |
|
1.000 |
117-025 |
|
1.618 |
116-221 |
|
2.618 |
116-021 |
|
4.250 |
115-015 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-005 |
118-118 |
| PP |
117-298 |
118-053 |
| S1 |
117-272 |
117-309 |
|