ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-135 |
117-010 |
-0-125 |
-0.3% |
118-020 |
| High |
117-180 |
117-315 |
0-135 |
0.4% |
118-270 |
| Low |
116-280 |
116-315 |
0-035 |
0.1% |
117-120 |
| Close |
117-025 |
117-295 |
0-270 |
0.7% |
117-190 |
| Range |
0-220 |
1-000 |
0-100 |
45.5% |
1-150 |
| ATR |
0-225 |
0-232 |
0-007 |
3.0% |
0-000 |
| Volume |
837,447 |
963,553 |
126,106 |
15.1% |
3,830,964 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-202 |
120-088 |
118-151 |
|
| R3 |
119-202 |
119-088 |
118-063 |
|
| R2 |
118-202 |
118-202 |
118-034 |
|
| R1 |
118-088 |
118-088 |
118-004 |
118-145 |
| PP |
117-202 |
117-202 |
117-202 |
117-230 |
| S1 |
117-088 |
117-088 |
117-266 |
117-145 |
| S2 |
116-202 |
116-202 |
117-236 |
|
| S3 |
115-202 |
116-088 |
117-207 |
|
| S4 |
114-202 |
115-088 |
117-119 |
|
|
| 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 |
118-235 |
116-280 |
1-275 |
1.6% |
0-235 |
0.6% |
56% |
False |
False |
866,701 |
| 10 |
118-270 |
116-280 |
1-310 |
1.7% |
0-222 |
0.6% |
53% |
False |
False |
835,270 |
| 20 |
119-290 |
116-280 |
3-010 |
2.6% |
0-224 |
0.6% |
35% |
False |
False |
841,064 |
| 40 |
119-290 |
116-180 |
3-110 |
2.8% |
0-230 |
0.6% |
41% |
False |
False |
783,683 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-246 |
0.7% |
70% |
False |
False |
555,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-075 |
|
2.618 |
120-193 |
|
1.618 |
119-193 |
|
1.000 |
118-315 |
|
0.618 |
118-193 |
|
HIGH |
117-315 |
|
0.618 |
117-193 |
|
0.500 |
117-155 |
|
0.382 |
117-117 |
|
LOW |
116-315 |
|
0.618 |
116-117 |
|
1.000 |
115-315 |
|
1.618 |
115-117 |
|
2.618 |
114-117 |
|
4.250 |
112-235 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-248 |
117-242 |
| PP |
117-202 |
117-190 |
| S1 |
117-155 |
117-138 |
|