ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-020 |
118-070 |
0-050 |
0.1% |
118-070 |
| High |
118-115 |
118-270 |
0-155 |
0.4% |
119-010 |
| Low |
117-265 |
118-025 |
0-080 |
0.2% |
117-205 |
| Close |
118-075 |
118-205 |
0-130 |
0.3% |
118-040 |
| Range |
0-170 |
0-245 |
0-075 |
44.1% |
1-125 |
| ATR |
0-227 |
0-228 |
0-001 |
0.6% |
0-000 |
| Volume |
712,649 |
585,808 |
-126,841 |
-17.8% |
3,922,808 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-262 |
120-158 |
119-020 |
|
| R3 |
120-017 |
119-233 |
118-272 |
|
| R2 |
119-092 |
119-092 |
118-250 |
|
| R1 |
118-308 |
118-308 |
118-227 |
119-040 |
| PP |
118-167 |
118-167 |
118-167 |
118-192 |
| S1 |
118-063 |
118-063 |
118-183 |
118-115 |
| S2 |
117-242 |
117-242 |
118-160 |
|
| S3 |
116-317 |
117-138 |
118-138 |
|
| S4 |
116-072 |
116-213 |
118-070 |
|
|
| 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 |
118-270 |
117-205 |
1-065 |
1.0% |
0-208 |
0.5% |
83% |
True |
False |
803,839 |
| 10 |
119-245 |
117-205 |
2-040 |
1.8% |
0-224 |
0.6% |
47% |
False |
False |
770,232 |
| 20 |
119-290 |
116-205 |
3-085 |
2.8% |
0-216 |
0.6% |
61% |
False |
False |
803,703 |
| 40 |
119-290 |
115-290 |
4-000 |
3.4% |
0-227 |
0.6% |
68% |
False |
False |
719,981 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-253 |
0.7% |
81% |
False |
False |
483,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-031 |
|
2.618 |
120-271 |
|
1.618 |
120-026 |
|
1.000 |
119-195 |
|
0.618 |
119-101 |
|
HIGH |
118-270 |
|
0.618 |
118-176 |
|
0.500 |
118-148 |
|
0.382 |
118-119 |
|
LOW |
118-025 |
|
0.618 |
117-194 |
|
1.000 |
117-100 |
|
1.618 |
116-269 |
|
2.618 |
116-024 |
|
4.250 |
114-264 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-186 |
118-162 |
| PP |
118-167 |
118-120 |
| S1 |
118-148 |
118-078 |
|