ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-020 |
118-140 |
0-120 |
0.3% |
118-245 |
| High |
118-220 |
118-225 |
0-005 |
0.0% |
118-285 |
| Low |
117-315 |
118-070 |
0-075 |
0.2% |
117-175 |
| Close |
118-135 |
118-170 |
0-035 |
0.1% |
118-135 |
| Range |
0-225 |
0-155 |
-0-070 |
-31.1% |
1-110 |
| ATR |
0-233 |
0-228 |
-0-006 |
-2.4% |
0-000 |
| Volume |
762,209 |
1,204,699 |
442,490 |
58.1% |
4,463,463 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-300 |
119-230 |
118-255 |
|
| R3 |
119-145 |
119-075 |
118-213 |
|
| R2 |
118-310 |
118-310 |
118-198 |
|
| R1 |
118-240 |
118-240 |
118-184 |
118-275 |
| PP |
118-155 |
118-155 |
118-155 |
118-172 |
| S1 |
118-085 |
118-085 |
118-156 |
118-120 |
| S2 |
118-000 |
118-000 |
118-142 |
|
| S3 |
117-165 |
117-250 |
118-127 |
|
| S4 |
117-010 |
117-095 |
118-085 |
|
|
| 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% |
0-209 |
0.6% |
73% |
False |
False |
920,159 |
| 10 |
118-285 |
116-315 |
1-290 |
1.6% |
0-239 |
0.6% |
81% |
False |
False |
968,639 |
| 20 |
119-010 |
116-280 |
2-050 |
1.8% |
0-223 |
0.6% |
77% |
False |
False |
860,704 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-227 |
0.6% |
58% |
False |
False |
842,449 |
| 60 |
119-290 |
115-120 |
4-170 |
3.8% |
0-231 |
0.6% |
70% |
False |
False |
700,365 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-254 |
0.7% |
80% |
False |
False |
525,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-244 |
|
2.618 |
119-311 |
|
1.618 |
119-156 |
|
1.000 |
119-060 |
|
0.618 |
119-001 |
|
HIGH |
118-225 |
|
0.618 |
118-166 |
|
0.500 |
118-148 |
|
0.382 |
118-129 |
|
LOW |
118-070 |
|
0.618 |
117-294 |
|
1.000 |
117-235 |
|
1.618 |
117-139 |
|
2.618 |
116-304 |
|
4.250 |
116-051 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-162 |
118-138 |
| PP |
118-155 |
118-107 |
| S1 |
118-148 |
118-075 |
|