ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-235 |
118-245 |
1-010 |
0.9% |
117-135 |
| High |
118-225 |
118-260 |
0-035 |
0.1% |
118-225 |
| Low |
117-210 |
118-090 |
0-200 |
0.5% |
116-280 |
| Close |
118-195 |
118-155 |
-0-040 |
-0.1% |
118-195 |
| Range |
1-015 |
0-170 |
-0-165 |
-49.3% |
1-265 |
| ATR |
0-243 |
0-238 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,096,483 |
1,067,367 |
-29,116 |
-2.7% |
4,855,675 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-038 |
119-267 |
118-248 |
|
| R3 |
119-188 |
119-097 |
118-202 |
|
| R2 |
119-018 |
119-018 |
118-186 |
|
| R1 |
118-247 |
118-247 |
118-171 |
118-208 |
| PP |
118-168 |
118-168 |
118-168 |
118-149 |
| S1 |
118-077 |
118-077 |
118-139 |
118-038 |
| S2 |
117-318 |
117-318 |
118-124 |
|
| S3 |
117-148 |
117-227 |
118-108 |
|
| S4 |
116-298 |
117-057 |
118-062 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-175 |
122-290 |
119-197 |
|
| R3 |
121-230 |
121-025 |
119-036 |
|
| R2 |
119-285 |
119-285 |
118-302 |
|
| R1 |
119-080 |
119-080 |
118-249 |
119-182 |
| PP |
118-020 |
118-020 |
118-020 |
118-071 |
| S1 |
117-135 |
117-135 |
118-141 |
117-238 |
| S2 |
116-075 |
116-075 |
118-088 |
|
| S3 |
114-130 |
115-190 |
118-034 |
|
| S4 |
112-185 |
113-245 |
117-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-260 |
116-315 |
1-265 |
1.5% |
0-269 |
0.7% |
82% |
True |
False |
1,017,119 |
| 10 |
118-270 |
116-280 |
1-310 |
1.7% |
0-244 |
0.6% |
82% |
False |
False |
904,135 |
| 20 |
119-245 |
116-280 |
2-285 |
2.4% |
0-228 |
0.6% |
56% |
False |
False |
840,736 |
| 40 |
119-290 |
116-180 |
3-110 |
2.8% |
0-232 |
0.6% |
57% |
False |
False |
819,449 |
| 60 |
119-290 |
113-070 |
6-220 |
5.6% |
0-243 |
0.6% |
79% |
False |
False |
623,876 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-256 |
0.7% |
79% |
False |
False |
468,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-022 |
|
2.618 |
120-065 |
|
1.618 |
119-215 |
|
1.000 |
119-110 |
|
0.618 |
119-045 |
|
HIGH |
118-260 |
|
0.618 |
118-195 |
|
0.500 |
118-175 |
|
0.382 |
118-155 |
|
LOW |
118-090 |
|
0.618 |
117-305 |
|
1.000 |
117-240 |
|
1.618 |
117-135 |
|
2.618 |
116-285 |
|
4.250 |
116-008 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-175 |
118-118 |
| PP |
118-168 |
118-080 |
| S1 |
118-162 |
118-042 |
|