ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
118-275 |
0-075 |
0.2% |
118-245 |
| High |
119-040 |
119-025 |
-0-015 |
0.0% |
118-285 |
| Low |
118-150 |
118-080 |
-0-070 |
-0.2% |
117-175 |
| Close |
119-010 |
118-295 |
-0-035 |
-0.1% |
118-135 |
| Range |
0-210 |
0-265 |
0-055 |
26.2% |
1-110 |
| ATR |
0-222 |
0-225 |
0-003 |
1.4% |
0-000 |
| Volume |
776,738 |
237,899 |
-538,839 |
-69.4% |
4,463,463 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-075 |
120-290 |
119-121 |
|
| R3 |
120-130 |
120-025 |
119-048 |
|
| R2 |
119-185 |
119-185 |
119-024 |
|
| R1 |
119-080 |
119-080 |
118-319 |
119-132 |
| PP |
118-240 |
118-240 |
118-240 |
118-266 |
| S1 |
118-135 |
118-135 |
118-271 |
118-188 |
| S2 |
117-295 |
117-295 |
118-246 |
|
| S3 |
117-030 |
117-190 |
118-222 |
|
| S4 |
116-085 |
116-245 |
118-149 |
|
|
| 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 |
119-040 |
117-315 |
1-045 |
1.0% |
0-203 |
0.5% |
82% |
False |
False |
706,532 |
| 10 |
119-040 |
117-175 |
1-185 |
1.3% |
0-218 |
0.6% |
87% |
False |
False |
833,039 |
| 20 |
119-040 |
116-280 |
2-080 |
1.9% |
0-224 |
0.6% |
91% |
False |
False |
847,014 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-222 |
0.6% |
70% |
False |
False |
821,242 |
| 60 |
119-290 |
115-120 |
4-170 |
3.8% |
0-232 |
0.6% |
78% |
False |
False |
726,152 |
| 80 |
119-290 |
113-060 |
6-230 |
5.6% |
0-249 |
0.7% |
85% |
False |
False |
545,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-191 |
|
2.618 |
121-079 |
|
1.618 |
120-134 |
|
1.000 |
119-290 |
|
0.618 |
119-189 |
|
HIGH |
119-025 |
|
0.618 |
118-244 |
|
0.500 |
118-212 |
|
0.382 |
118-181 |
|
LOW |
118-080 |
|
0.618 |
117-236 |
|
1.000 |
117-135 |
|
1.618 |
116-291 |
|
2.618 |
116-026 |
|
4.250 |
114-234 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-268 |
118-270 |
| PP |
118-240 |
118-245 |
| S1 |
118-212 |
118-220 |
|