ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-065 |
117-250 |
-0-135 |
-0.4% |
118-070 |
| High |
118-105 |
118-075 |
-0-030 |
-0.1% |
119-010 |
| Low |
117-225 |
117-205 |
-0-020 |
-0.1% |
117-205 |
| Close |
117-245 |
118-040 |
0-115 |
0.3% |
118-040 |
| Range |
0-200 |
0-190 |
-0-010 |
-5.0% |
1-125 |
| ATR |
0-234 |
0-231 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,002,530 |
1,019,743 |
17,213 |
1.7% |
3,922,808 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-250 |
119-175 |
118-144 |
|
| R3 |
119-060 |
118-305 |
118-092 |
|
| R2 |
118-190 |
118-190 |
118-075 |
|
| R1 |
118-115 |
118-115 |
118-057 |
118-152 |
| PP |
118-000 |
118-000 |
118-000 |
118-019 |
| S1 |
117-245 |
117-245 |
118-023 |
117-282 |
| S2 |
117-130 |
117-130 |
118-005 |
|
| S3 |
116-260 |
117-055 |
117-308 |
|
| S4 |
116-070 |
116-185 |
117-256 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-140 |
121-215 |
118-285 |
|
| R3 |
121-015 |
120-090 |
118-162 |
|
| R2 |
119-210 |
119-210 |
118-122 |
|
| R1 |
118-285 |
118-285 |
118-081 |
118-185 |
| PP |
118-085 |
118-085 |
118-085 |
118-035 |
| S1 |
117-160 |
117-160 |
117-319 |
117-060 |
| S2 |
116-280 |
116-280 |
117-278 |
|
| S3 |
115-155 |
116-035 |
117-238 |
|
| S4 |
114-030 |
114-230 |
117-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-010 |
117-205 |
1-125 |
1.2% |
0-200 |
0.5% |
35% |
False |
True |
784,561 |
| 10 |
119-245 |
117-205 |
2-040 |
1.8% |
0-209 |
0.6% |
23% |
False |
True |
832,035 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-215 |
0.6% |
46% |
False |
False |
804,763 |
| 40 |
119-290 |
115-120 |
4-170 |
3.8% |
0-236 |
0.6% |
61% |
False |
False |
690,516 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-252 |
0.7% |
73% |
False |
False |
461,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-242 |
|
2.618 |
119-252 |
|
1.618 |
119-062 |
|
1.000 |
118-265 |
|
0.618 |
118-192 |
|
HIGH |
118-075 |
|
0.618 |
118-002 |
|
0.500 |
117-300 |
|
0.382 |
117-278 |
|
LOW |
117-205 |
|
0.618 |
117-088 |
|
1.000 |
117-015 |
|
1.618 |
116-218 |
|
2.618 |
116-028 |
|
4.250 |
115-038 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-020 |
118-060 |
| PP |
118-000 |
118-053 |
| S1 |
117-300 |
118-047 |
|