ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-195 |
119-245 |
0-050 |
0.1% |
118-140 |
| High |
119-275 |
119-260 |
-0-015 |
0.0% |
119-040 |
| Low |
119-100 |
119-120 |
0-020 |
0.1% |
118-070 |
| Close |
119-240 |
119-140 |
-0-100 |
-0.3% |
118-305 |
| Range |
0-175 |
0-140 |
-0-035 |
-20.0% |
0-290 |
| ATR |
0-216 |
0-210 |
-0-005 |
-2.5% |
0-000 |
| Volume |
849,933 |
773,704 |
-76,229 |
-9.0% |
3,740,257 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-187 |
119-217 |
|
| R3 |
120-133 |
120-047 |
119-178 |
|
| R2 |
119-313 |
119-313 |
119-166 |
|
| R1 |
119-227 |
119-227 |
119-153 |
119-200 |
| PP |
119-173 |
119-173 |
119-173 |
119-160 |
| S1 |
119-087 |
119-087 |
119-127 |
119-060 |
| S2 |
119-033 |
119-033 |
119-114 |
|
| S3 |
118-213 |
118-267 |
119-102 |
|
| S4 |
118-073 |
118-127 |
119-063 |
|
|
| 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 |
119-275 |
118-080 |
1-195 |
1.3% |
0-187 |
0.5% |
74% |
False |
False |
692,253 |
| 10 |
119-275 |
117-245 |
2-030 |
1.8% |
0-183 |
0.5% |
80% |
False |
False |
771,501 |
| 20 |
119-275 |
116-280 |
2-315 |
2.5% |
0-214 |
0.6% |
86% |
False |
False |
854,508 |
| 40 |
119-290 |
116-280 |
3-010 |
2.5% |
0-214 |
0.6% |
85% |
False |
False |
831,293 |
| 60 |
119-290 |
116-030 |
3-260 |
3.2% |
0-224 |
0.6% |
88% |
False |
False |
775,443 |
| 80 |
119-290 |
113-060 |
6-230 |
5.6% |
0-243 |
0.6% |
93% |
False |
False |
585,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-215 |
|
2.618 |
120-307 |
|
1.618 |
120-167 |
|
1.000 |
120-080 |
|
0.618 |
120-027 |
|
HIGH |
119-260 |
|
0.618 |
119-207 |
|
0.500 |
119-190 |
|
0.382 |
119-173 |
|
LOW |
119-120 |
|
0.618 |
119-033 |
|
1.000 |
118-300 |
|
1.618 |
118-213 |
|
2.618 |
118-073 |
|
4.250 |
117-165 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-190 |
119-135 |
| PP |
119-173 |
119-130 |
| S1 |
119-157 |
119-125 |
|