ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-010 |
117-295 |
0-285 |
0.8% |
118-020 |
| High |
117-315 |
118-145 |
0-150 |
0.4% |
118-270 |
| Low |
116-315 |
117-250 |
0-255 |
0.7% |
117-120 |
| Close |
117-295 |
118-080 |
0-105 |
0.3% |
117-190 |
| Range |
1-000 |
0-215 |
-0-105 |
-32.8% |
1-150 |
| ATR |
0-232 |
0-231 |
-0-001 |
-0.5% |
0-000 |
| Volume |
963,553 |
960,100 |
-3,453 |
-0.4% |
3,830,964 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-057 |
119-283 |
118-198 |
|
| R3 |
119-162 |
119-068 |
118-139 |
|
| R2 |
118-267 |
118-267 |
118-119 |
|
| R1 |
118-173 |
118-173 |
118-100 |
118-220 |
| PP |
118-052 |
118-052 |
118-052 |
118-075 |
| S1 |
117-278 |
117-278 |
118-060 |
118-005 |
| S2 |
117-157 |
117-157 |
118-041 |
|
| S3 |
116-262 |
117-063 |
118-021 |
|
| S4 |
116-047 |
116-168 |
117-282 |
|
|
| 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 |
118-145 |
116-280 |
1-185 |
1.3% |
0-224 |
0.6% |
87% |
True |
False |
907,661 |
| 10 |
118-270 |
116-280 |
1-310 |
1.7% |
0-220 |
0.6% |
70% |
False |
False |
861,433 |
| 20 |
119-290 |
116-280 |
3-010 |
2.6% |
0-227 |
0.6% |
45% |
False |
False |
850,384 |
| 40 |
119-290 |
116-180 |
3-110 |
2.8% |
0-228 |
0.6% |
50% |
False |
False |
794,440 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-244 |
0.6% |
75% |
False |
False |
571,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-099 |
|
2.618 |
120-068 |
|
1.618 |
119-173 |
|
1.000 |
119-040 |
|
0.618 |
118-278 |
|
HIGH |
118-145 |
|
0.618 |
118-063 |
|
0.500 |
118-038 |
|
0.382 |
118-012 |
|
LOW |
117-250 |
|
0.618 |
117-117 |
|
1.000 |
117-035 |
|
1.618 |
116-222 |
|
2.618 |
116-007 |
|
4.250 |
114-296 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-066 |
118-018 |
| PP |
118-052 |
117-275 |
| S1 |
118-038 |
117-212 |
|