ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-245 |
119-145 |
-0-100 |
-0.3% |
118-140 |
| High |
119-260 |
119-290 |
0-030 |
0.1% |
119-040 |
| Low |
119-120 |
119-120 |
0-000 |
0.0% |
118-070 |
| Close |
119-140 |
119-210 |
0-070 |
0.2% |
118-305 |
| Range |
0-140 |
0-170 |
0-030 |
21.4% |
0-290 |
| ATR |
0-210 |
0-207 |
-0-003 |
-1.4% |
0-000 |
| Volume |
773,704 |
775,864 |
2,160 |
0.3% |
3,740,257 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-077 |
120-313 |
119-304 |
|
| R3 |
120-227 |
120-143 |
119-257 |
|
| R2 |
120-057 |
120-057 |
119-241 |
|
| R1 |
119-293 |
119-293 |
119-226 |
120-015 |
| PP |
119-207 |
119-207 |
119-207 |
119-228 |
| S1 |
119-123 |
119-123 |
119-194 |
119-165 |
| S2 |
119-037 |
119-037 |
119-179 |
|
| S3 |
118-187 |
118-273 |
119-163 |
|
| S4 |
118-017 |
118-103 |
119-116 |
|
|
| 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 |
119-290 |
118-240 |
1-050 |
1.0% |
0-168 |
0.4% |
78% |
True |
False |
799,846 |
| 10 |
119-290 |
117-315 |
1-295 |
1.6% |
0-186 |
0.5% |
87% |
True |
False |
753,189 |
| 20 |
119-290 |
116-280 |
3-010 |
2.5% |
0-213 |
0.6% |
92% |
True |
False |
846,823 |
| 40 |
119-290 |
116-280 |
3-010 |
2.5% |
0-213 |
0.6% |
92% |
True |
False |
829,353 |
| 60 |
119-290 |
116-030 |
3-260 |
3.2% |
0-224 |
0.6% |
93% |
True |
False |
784,718 |
| 80 |
119-290 |
113-060 |
6-230 |
5.6% |
0-241 |
0.6% |
96% |
True |
False |
595,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-052 |
|
2.618 |
121-095 |
|
1.618 |
120-245 |
|
1.000 |
120-140 |
|
0.618 |
120-075 |
|
HIGH |
119-290 |
|
0.618 |
119-225 |
|
0.500 |
119-205 |
|
0.382 |
119-185 |
|
LOW |
119-120 |
|
0.618 |
119-015 |
|
1.000 |
118-270 |
|
1.618 |
118-165 |
|
2.618 |
117-315 |
|
4.250 |
117-038 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-208 |
119-205 |
| PP |
119-207 |
119-200 |
| S1 |
119-205 |
119-195 |
|