ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-065 |
117-300 |
-0-085 |
-0.2% |
118-020 |
| High |
118-090 |
117-300 |
-0-110 |
-0.3% |
118-270 |
| Low |
117-225 |
117-120 |
-0-105 |
-0.3% |
117-120 |
| Close |
117-310 |
117-190 |
-0-120 |
-0.3% |
117-190 |
| Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
1-150 |
| ATR |
0-228 |
0-225 |
-0-003 |
-1.2% |
0-000 |
| Volume |
929,559 |
847,646 |
-81,913 |
-8.8% |
3,830,964 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-103 |
119-007 |
117-289 |
|
| R3 |
118-243 |
118-147 |
117-240 |
|
| R2 |
118-063 |
118-063 |
117-223 |
|
| R1 |
117-287 |
117-287 |
117-206 |
117-245 |
| PP |
117-203 |
117-203 |
117-203 |
117-182 |
| S1 |
117-107 |
117-107 |
117-174 |
117-065 |
| S2 |
117-023 |
117-023 |
117-157 |
|
| S3 |
116-163 |
116-247 |
117-140 |
|
| S4 |
115-303 |
116-067 |
117-091 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
121-140 |
118-128 |
|
| R3 |
120-280 |
119-310 |
117-319 |
|
| R2 |
119-130 |
119-130 |
117-276 |
|
| R1 |
118-160 |
118-160 |
117-233 |
118-070 |
| PP |
117-300 |
117-300 |
117-300 |
117-255 |
| S1 |
117-010 |
117-010 |
117-147 |
116-240 |
| S2 |
116-150 |
116-150 |
117-104 |
|
| S3 |
115-000 |
115-180 |
117-061 |
|
| S4 |
113-170 |
114-030 |
116-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-270 |
117-120 |
1-150 |
1.2% |
0-210 |
0.6% |
15% |
False |
True |
766,192 |
| 10 |
119-010 |
117-120 |
1-210 |
1.4% |
0-205 |
0.5% |
13% |
False |
True |
775,377 |
| 20 |
119-290 |
117-120 |
2-170 |
2.2% |
0-213 |
0.6% |
9% |
False |
True |
811,831 |
| 40 |
119-290 |
116-030 |
3-260 |
3.2% |
0-228 |
0.6% |
39% |
False |
False |
764,537 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-249 |
0.7% |
66% |
False |
False |
525,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-105 |
|
2.618 |
119-131 |
|
1.618 |
118-271 |
|
1.000 |
118-160 |
|
0.618 |
118-091 |
|
HIGH |
117-300 |
|
0.618 |
117-231 |
|
0.500 |
117-210 |
|
0.382 |
117-189 |
|
LOW |
117-120 |
|
0.618 |
117-009 |
|
1.000 |
116-260 |
|
1.618 |
116-149 |
|
2.618 |
115-289 |
|
4.250 |
114-315 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-210 |
118-018 |
| PP |
117-203 |
117-288 |
| S1 |
117-197 |
117-239 |
|