ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-300 |
117-135 |
-0-165 |
-0.4% |
118-020 |
| High |
117-300 |
117-180 |
-0-120 |
-0.3% |
118-270 |
| Low |
117-120 |
116-280 |
-0-160 |
-0.4% |
117-120 |
| Close |
117-190 |
117-025 |
-0-165 |
-0.4% |
117-190 |
| Range |
0-180 |
0-220 |
0-040 |
22.2% |
1-150 |
| ATR |
0-225 |
0-225 |
0-000 |
0.2% |
0-000 |
| Volume |
847,646 |
837,447 |
-10,199 |
-1.2% |
3,830,964 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
118-270 |
117-146 |
|
| R3 |
118-175 |
118-050 |
117-086 |
|
| R2 |
117-275 |
117-275 |
117-065 |
|
| R1 |
117-150 |
117-150 |
117-045 |
117-102 |
| PP |
117-055 |
117-055 |
117-055 |
117-031 |
| S1 |
116-250 |
116-250 |
117-005 |
116-202 |
| S2 |
116-155 |
116-155 |
116-305 |
|
| S3 |
115-255 |
116-030 |
116-284 |
|
| S4 |
115-035 |
115-130 |
116-224 |
|
|
| 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 |
116-280 |
1-310 |
1.7% |
0-220 |
0.6% |
10% |
False |
True |
791,152 |
| 10 |
119-010 |
116-280 |
2-050 |
1.8% |
0-207 |
0.6% |
9% |
False |
True |
752,769 |
| 20 |
119-290 |
116-280 |
3-010 |
2.6% |
0-216 |
0.6% |
7% |
False |
True |
816,232 |
| 40 |
119-290 |
116-180 |
3-110 |
2.9% |
0-227 |
0.6% |
15% |
False |
False |
770,895 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-246 |
0.7% |
58% |
False |
False |
539,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-155 |
|
2.618 |
119-116 |
|
1.618 |
118-216 |
|
1.000 |
118-080 |
|
0.618 |
117-316 |
|
HIGH |
117-180 |
|
0.618 |
117-096 |
|
0.500 |
117-070 |
|
0.382 |
117-044 |
|
LOW |
116-280 |
|
0.618 |
116-144 |
|
1.000 |
116-060 |
|
1.618 |
115-244 |
|
2.618 |
115-024 |
|
4.250 |
113-305 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-070 |
117-185 |
| PP |
117-055 |
117-132 |
| S1 |
117-040 |
117-078 |
|