ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-195 |
118-065 |
-0-130 |
-0.3% |
118-070 |
| High |
118-235 |
118-090 |
-0-145 |
-0.4% |
119-010 |
| Low |
117-285 |
117-225 |
-0-060 |
-0.2% |
117-205 |
| Close |
118-005 |
117-310 |
-0-015 |
0.0% |
118-040 |
| Range |
0-270 |
0-185 |
-0-085 |
-31.5% |
1-125 |
| ATR |
0-231 |
0-228 |
-0-003 |
-1.4% |
0-000 |
| Volume |
755,302 |
929,559 |
174,257 |
23.1% |
3,922,808 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-230 |
119-135 |
118-092 |
|
| R3 |
119-045 |
118-270 |
118-041 |
|
| R2 |
118-180 |
118-180 |
118-024 |
|
| R1 |
118-085 |
118-085 |
118-007 |
118-040 |
| PP |
117-315 |
117-315 |
117-315 |
117-292 |
| S1 |
117-220 |
117-220 |
117-293 |
117-175 |
| S2 |
117-130 |
117-130 |
117-276 |
|
| S3 |
116-265 |
117-035 |
117-259 |
|
| S4 |
116-080 |
116-170 |
117-208 |
|
|
| 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% |
0-212 |
0.6% |
27% |
False |
False |
800,612 |
| 10 |
119-085 |
117-205 |
1-200 |
1.4% |
0-224 |
0.6% |
20% |
False |
False |
781,816 |
| 20 |
119-290 |
117-170 |
2-120 |
2.0% |
0-214 |
0.6% |
18% |
False |
False |
811,883 |
| 40 |
119-290 |
116-030 |
3-260 |
3.2% |
0-230 |
0.6% |
49% |
False |
False |
753,666 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-251 |
0.7% |
71% |
False |
False |
511,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-236 |
|
2.618 |
119-254 |
|
1.618 |
119-069 |
|
1.000 |
118-275 |
|
0.618 |
118-204 |
|
HIGH |
118-090 |
|
0.618 |
118-019 |
|
0.500 |
117-318 |
|
0.382 |
117-296 |
|
LOW |
117-225 |
|
0.618 |
117-111 |
|
1.000 |
117-040 |
|
1.618 |
116-246 |
|
2.618 |
116-061 |
|
4.250 |
115-079 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-318 |
118-088 |
| PP |
117-315 |
118-055 |
| S1 |
117-312 |
118-022 |
|