ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
118-155 |
-0-090 |
-0.2% |
117-135 |
| High |
118-260 |
118-285 |
0-025 |
0.1% |
118-225 |
| Low |
118-090 |
117-315 |
-0-095 |
-0.3% |
116-280 |
| Close |
118-155 |
118-050 |
-0-105 |
-0.3% |
118-195 |
| Range |
0-170 |
0-290 |
0-120 |
70.6% |
1-265 |
| ATR |
0-238 |
0-242 |
0-004 |
1.6% |
0-000 |
| Volume |
1,067,367 |
744,279 |
-323,088 |
-30.3% |
4,855,675 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-020 |
120-165 |
118-210 |
|
| R3 |
120-050 |
119-195 |
118-130 |
|
| R2 |
119-080 |
119-080 |
118-103 |
|
| R1 |
118-225 |
118-225 |
118-077 |
118-168 |
| PP |
118-110 |
118-110 |
118-110 |
118-081 |
| S1 |
117-255 |
117-255 |
118-023 |
117-198 |
| S2 |
117-140 |
117-140 |
117-317 |
|
| S3 |
116-170 |
116-285 |
117-290 |
|
| S4 |
115-200 |
115-315 |
117-210 |
|
|
| 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 |
118-285 |
117-145 |
1-140 |
1.2% |
0-263 |
0.7% |
49% |
True |
False |
973,264 |
| 10 |
118-285 |
116-280 |
2-005 |
1.7% |
0-249 |
0.7% |
64% |
True |
False |
919,982 |
| 20 |
119-245 |
116-280 |
2-285 |
2.4% |
0-237 |
0.6% |
44% |
False |
False |
845,107 |
| 40 |
119-290 |
116-180 |
3-110 |
2.8% |
0-235 |
0.6% |
48% |
False |
False |
820,019 |
| 60 |
119-290 |
113-270 |
6-020 |
5.1% |
0-243 |
0.6% |
71% |
False |
False |
636,250 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-256 |
0.7% |
74% |
False |
False |
477,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-238 |
|
2.618 |
121-084 |
|
1.618 |
120-114 |
|
1.000 |
119-255 |
|
0.618 |
119-144 |
|
HIGH |
118-285 |
|
0.618 |
118-174 |
|
0.500 |
118-140 |
|
0.382 |
118-106 |
|
LOW |
117-315 |
|
0.618 |
117-136 |
|
1.000 |
117-025 |
|
1.618 |
116-166 |
|
2.618 |
115-196 |
|
4.250 |
114-042 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-140 |
118-088 |
| PP |
118-110 |
118-075 |
| S1 |
118-080 |
118-062 |
|