ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-155 |
118-060 |
-0-095 |
-0.3% |
117-135 |
| High |
118-285 |
118-085 |
-0-200 |
-0.5% |
118-225 |
| Low |
117-315 |
117-175 |
-0-140 |
-0.4% |
116-280 |
| Close |
118-050 |
117-265 |
-0-105 |
-0.3% |
118-195 |
| Range |
0-290 |
0-230 |
-0-060 |
-20.7% |
1-265 |
| ATR |
0-242 |
0-241 |
-0-001 |
-0.3% |
0-000 |
| Volume |
744,279 |
930,628 |
186,349 |
25.0% |
4,855,675 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-012 |
119-208 |
118-072 |
|
| R3 |
119-102 |
118-298 |
118-008 |
|
| R2 |
118-192 |
118-192 |
117-307 |
|
| R1 |
118-068 |
118-068 |
117-286 |
118-015 |
| PP |
117-282 |
117-282 |
117-282 |
117-255 |
| S1 |
117-158 |
117-158 |
117-244 |
117-105 |
| S2 |
117-052 |
117-052 |
117-223 |
|
| S3 |
116-142 |
116-248 |
117-202 |
|
| S4 |
115-232 |
116-018 |
117-138 |
|
|
| 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% |
0-266 |
0.7% |
26% |
False |
False |
967,369 |
| 10 |
118-285 |
116-280 |
2-005 |
1.7% |
0-245 |
0.6% |
47% |
False |
False |
937,515 |
| 20 |
119-240 |
116-280 |
2-280 |
2.4% |
0-236 |
0.6% |
33% |
False |
False |
853,540 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-236 |
0.6% |
37% |
False |
False |
827,633 |
| 60 |
119-290 |
114-000 |
5-290 |
5.0% |
0-242 |
0.6% |
65% |
False |
False |
651,741 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-256 |
0.7% |
69% |
False |
False |
489,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-102 |
|
2.618 |
120-047 |
|
1.618 |
119-137 |
|
1.000 |
118-315 |
|
0.618 |
118-227 |
|
HIGH |
118-085 |
|
0.618 |
117-317 |
|
0.500 |
117-290 |
|
0.382 |
117-263 |
|
LOW |
117-175 |
|
0.618 |
117-033 |
|
1.000 |
116-265 |
|
1.618 |
116-123 |
|
2.618 |
115-213 |
|
4.250 |
114-158 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-290 |
118-070 |
| PP |
117-282 |
118-028 |
| S1 |
117-273 |
117-307 |
|