ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-140 |
118-165 |
0-025 |
0.1% |
118-245 |
| High |
118-225 |
118-290 |
0-065 |
0.2% |
118-285 |
| Low |
118-070 |
118-130 |
0-060 |
0.2% |
117-175 |
| Close |
118-170 |
118-185 |
0-015 |
0.0% |
118-135 |
| Range |
0-155 |
0-160 |
0-005 |
3.2% |
1-110 |
| ATR |
0-228 |
0-223 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,204,699 |
551,117 |
-653,582 |
-54.3% |
4,463,463 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-042 |
119-273 |
118-273 |
|
| R3 |
119-202 |
119-113 |
118-229 |
|
| R2 |
119-042 |
119-042 |
118-214 |
|
| R1 |
118-273 |
118-273 |
118-200 |
118-318 |
| PP |
118-202 |
118-202 |
118-202 |
118-224 |
| S1 |
118-113 |
118-113 |
118-170 |
118-158 |
| S2 |
118-042 |
118-042 |
118-156 |
|
| S3 |
117-202 |
117-273 |
118-141 |
|
| S4 |
117-042 |
117-113 |
118-097 |
|
|
| 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 |
118-290 |
117-175 |
1-115 |
1.1% |
0-183 |
0.5% |
76% |
True |
False |
881,526 |
| 10 |
118-290 |
117-145 |
1-145 |
1.2% |
0-223 |
0.6% |
77% |
True |
False |
927,395 |
| 20 |
118-290 |
116-280 |
2-010 |
1.7% |
0-222 |
0.6% |
84% |
True |
False |
881,332 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-226 |
0.6% |
60% |
False |
False |
841,975 |
| 60 |
119-290 |
115-120 |
4-170 |
3.8% |
0-231 |
0.6% |
71% |
False |
False |
709,499 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-252 |
0.7% |
80% |
False |
False |
532,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-010 |
|
2.618 |
120-069 |
|
1.618 |
119-229 |
|
1.000 |
119-130 |
|
0.618 |
119-069 |
|
HIGH |
118-290 |
|
0.618 |
118-229 |
|
0.500 |
118-210 |
|
0.382 |
118-191 |
|
LOW |
118-130 |
|
0.618 |
118-031 |
|
1.000 |
117-290 |
|
1.618 |
117-191 |
|
2.618 |
117-031 |
|
4.250 |
116-090 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-210 |
118-171 |
| PP |
118-202 |
118-157 |
| S1 |
118-193 |
118-142 |
|