ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-285 |
118-020 |
0-055 |
0.1% |
118-245 |
| High |
118-070 |
118-220 |
0-150 |
0.4% |
118-285 |
| Low |
117-245 |
117-315 |
0-070 |
0.2% |
117-175 |
| Close |
118-025 |
118-135 |
0-110 |
0.3% |
118-135 |
| Range |
0-145 |
0-225 |
0-080 |
55.2% |
1-110 |
| ATR |
0-234 |
0-233 |
-0-001 |
-0.3% |
0-000 |
| Volume |
958,980 |
762,209 |
-196,771 |
-20.5% |
4,463,463 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-152 |
120-048 |
118-259 |
|
| R3 |
119-247 |
119-143 |
118-197 |
|
| R2 |
119-022 |
119-022 |
118-176 |
|
| R1 |
118-238 |
118-238 |
118-156 |
118-290 |
| PP |
118-117 |
118-117 |
118-117 |
118-142 |
| S1 |
118-013 |
118-013 |
118-114 |
118-065 |
| S2 |
117-212 |
117-212 |
118-094 |
|
| S3 |
116-307 |
117-108 |
118-073 |
|
| S4 |
116-082 |
116-203 |
118-011 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-102 |
121-228 |
119-052 |
|
| R3 |
120-312 |
120-118 |
118-253 |
|
| R2 |
119-202 |
119-202 |
118-214 |
|
| R1 |
119-008 |
119-008 |
118-174 |
118-210 |
| PP |
118-092 |
118-092 |
118-092 |
118-032 |
| S1 |
117-218 |
117-218 |
118-096 |
117-100 |
| S2 |
116-302 |
116-302 |
118-056 |
|
| S3 |
115-192 |
116-108 |
118-017 |
|
| S4 |
114-082 |
114-318 |
117-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-285 |
117-175 |
1-110 |
1.1% |
0-212 |
0.6% |
65% |
False |
False |
892,692 |
| 10 |
118-285 |
116-280 |
2-005 |
1.7% |
0-246 |
0.6% |
77% |
False |
False |
931,913 |
| 20 |
119-010 |
116-280 |
2-050 |
1.8% |
0-225 |
0.6% |
72% |
False |
False |
853,645 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-230 |
0.6% |
55% |
False |
False |
832,801 |
| 60 |
119-290 |
115-110 |
4-180 |
3.9% |
0-234 |
0.6% |
67% |
False |
False |
680,325 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-255 |
0.7% |
78% |
False |
False |
510,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-216 |
|
2.618 |
120-169 |
|
1.618 |
119-264 |
|
1.000 |
119-125 |
|
0.618 |
119-039 |
|
HIGH |
118-220 |
|
0.618 |
118-134 |
|
0.500 |
118-108 |
|
0.382 |
118-081 |
|
LOW |
117-315 |
|
0.618 |
117-176 |
|
1.000 |
117-090 |
|
1.618 |
116-271 |
|
2.618 |
116-046 |
|
4.250 |
114-319 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-126 |
118-102 |
| PP |
118-117 |
118-070 |
| S1 |
118-108 |
118-038 |
|