ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
120-245 |
120-140 |
-0-105 |
-0.3% |
119-165 |
| High |
120-285 |
120-140 |
-0-145 |
-0.4% |
121-215 |
| Low |
120-130 |
119-255 |
-0-195 |
-0.5% |
119-040 |
| Close |
120-130 |
120-020 |
-0-110 |
-0.3% |
121-025 |
| Range |
0-155 |
0-205 |
0-050 |
32.3% |
2-175 |
| ATR |
0-203 |
0-203 |
0-000 |
0.1% |
0-000 |
| Volume |
109,617 |
59,921 |
-49,696 |
-45.3% |
4,167,398 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-218 |
120-133 |
|
| R3 |
121-122 |
121-013 |
120-076 |
|
| R2 |
120-237 |
120-237 |
120-058 |
|
| R1 |
120-128 |
120-128 |
120-039 |
120-080 |
| PP |
120-032 |
120-032 |
120-032 |
120-008 |
| S1 |
119-243 |
119-243 |
120-001 |
119-195 |
| S2 |
119-147 |
119-147 |
119-302 |
|
| S3 |
118-262 |
119-038 |
119-284 |
|
| S4 |
118-057 |
118-153 |
119-227 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-085 |
127-070 |
122-153 |
|
| R3 |
125-230 |
124-215 |
121-249 |
|
| R2 |
123-055 |
123-055 |
121-174 |
|
| R1 |
122-040 |
122-040 |
121-100 |
122-208 |
| PP |
120-200 |
120-200 |
120-200 |
120-284 |
| S1 |
119-185 |
119-185 |
120-270 |
120-032 |
| S2 |
118-025 |
118-025 |
120-196 |
|
| S3 |
115-170 |
117-010 |
120-121 |
|
| S4 |
112-315 |
114-155 |
119-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-215 |
119-255 |
1-280 |
1.6% |
0-188 |
0.5% |
14% |
False |
True |
499,028 |
| 10 |
121-215 |
119-040 |
2-175 |
2.1% |
0-189 |
0.5% |
37% |
False |
False |
683,227 |
| 20 |
121-215 |
117-245 |
3-290 |
3.3% |
0-186 |
0.5% |
59% |
False |
False |
727,364 |
| 40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-211 |
0.5% |
66% |
False |
False |
790,452 |
| 60 |
121-215 |
116-190 |
5-025 |
4.2% |
0-220 |
0.6% |
68% |
False |
False |
794,210 |
| 80 |
121-215 |
114-000 |
7-215 |
6.4% |
0-228 |
0.6% |
79% |
False |
False |
670,647 |
| 100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-242 |
0.6% |
81% |
False |
False |
536,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-051 |
|
2.618 |
122-037 |
|
1.618 |
121-152 |
|
1.000 |
121-025 |
|
0.618 |
120-267 |
|
HIGH |
120-140 |
|
0.618 |
120-062 |
|
0.500 |
120-038 |
|
0.382 |
120-013 |
|
LOW |
119-255 |
|
0.618 |
119-128 |
|
1.000 |
119-050 |
|
1.618 |
118-243 |
|
2.618 |
118-038 |
|
4.250 |
117-024 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-038 |
120-160 |
| PP |
120-032 |
120-113 |
| S1 |
120-026 |
120-067 |
|