ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-285 |
118-315 |
0-030 |
0.1% |
118-140 |
| High |
119-020 |
119-230 |
0-210 |
0.6% |
119-040 |
| Low |
118-240 |
118-295 |
0-055 |
0.1% |
118-070 |
| Close |
118-305 |
119-220 |
0-235 |
0.6% |
118-305 |
| Range |
0-100 |
0-255 |
0-155 |
155.0% |
0-290 |
| ATR |
0-216 |
0-219 |
0-003 |
1.3% |
0-000 |
| Volume |
969,804 |
629,928 |
-339,876 |
-35.0% |
3,740,257 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-267 |
121-178 |
120-040 |
|
| R3 |
121-012 |
120-243 |
119-290 |
|
| R2 |
120-077 |
120-077 |
119-267 |
|
| R1 |
119-308 |
119-308 |
119-243 |
120-032 |
| PP |
119-142 |
119-142 |
119-142 |
119-164 |
| S1 |
119-053 |
119-053 |
119-197 |
119-098 |
| S2 |
118-207 |
118-207 |
119-173 |
|
| S3 |
117-272 |
118-118 |
119-150 |
|
| S4 |
117-017 |
117-183 |
119-080 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-155 |
121-040 |
119-144 |
|
| R3 |
120-185 |
120-070 |
119-065 |
|
| R2 |
119-215 |
119-215 |
119-038 |
|
| R1 |
119-100 |
119-100 |
119-012 |
119-158 |
| PP |
118-245 |
118-245 |
118-245 |
118-274 |
| S1 |
118-130 |
118-130 |
118-278 |
118-188 |
| S2 |
117-275 |
117-275 |
118-252 |
|
| S3 |
116-305 |
117-160 |
118-225 |
|
| S4 |
116-015 |
116-190 |
118-146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-230 |
118-080 |
1-150 |
1.2% |
0-198 |
0.5% |
98% |
True |
False |
633,097 |
| 10 |
119-230 |
117-175 |
2-055 |
1.8% |
0-204 |
0.5% |
99% |
True |
False |
776,628 |
| 20 |
119-230 |
116-280 |
2-270 |
2.4% |
0-224 |
0.6% |
99% |
True |
False |
840,381 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-218 |
0.6% |
93% |
False |
False |
824,059 |
| 60 |
119-290 |
115-120 |
4-170 |
3.8% |
0-226 |
0.6% |
95% |
False |
False |
751,826 |
| 80 |
119-290 |
113-060 |
6-230 |
5.6% |
0-246 |
0.6% |
97% |
False |
False |
565,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-034 |
|
2.618 |
121-258 |
|
1.618 |
121-003 |
|
1.000 |
120-165 |
|
0.618 |
120-068 |
|
HIGH |
119-230 |
|
0.618 |
119-133 |
|
0.500 |
119-102 |
|
0.382 |
119-072 |
|
LOW |
118-295 |
|
0.618 |
118-137 |
|
1.000 |
118-040 |
|
1.618 |
117-202 |
|
2.618 |
116-267 |
|
4.250 |
115-171 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-181 |
119-145 |
| PP |
119-142 |
119-070 |
| S1 |
119-102 |
118-315 |
|