ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-010 |
119-215 |
0-205 |
0.5% |
120-315 |
| High |
119-235 |
120-115 |
0-200 |
0.5% |
121-070 |
| Low |
119-010 |
119-200 |
0-190 |
0.5% |
118-300 |
| Close |
119-185 |
120-045 |
0-180 |
0.5% |
119-065 |
| Range |
0-225 |
0-235 |
0-010 |
4.4% |
2-090 |
| ATR |
0-218 |
0-220 |
0-002 |
1.0% |
0-000 |
| Volume |
51,589 |
17,961 |
-33,628 |
-65.2% |
1,147,281 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
121-297 |
120-174 |
|
| R3 |
121-163 |
121-062 |
120-110 |
|
| R2 |
120-248 |
120-248 |
120-088 |
|
| R1 |
120-147 |
120-147 |
120-067 |
120-198 |
| PP |
120-013 |
120-013 |
120-013 |
120-039 |
| S1 |
119-232 |
119-232 |
120-023 |
119-282 |
| S2 |
119-098 |
119-098 |
120-002 |
|
| S3 |
118-183 |
118-317 |
119-300 |
|
| S4 |
117-268 |
118-082 |
119-236 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-202 |
125-063 |
120-146 |
|
| R3 |
124-112 |
122-293 |
119-266 |
|
| R2 |
122-022 |
122-022 |
119-199 |
|
| R1 |
120-203 |
120-203 |
119-132 |
120-068 |
| PP |
119-252 |
119-252 |
119-252 |
119-184 |
| S1 |
118-113 |
118-113 |
118-318 |
117-298 |
| S2 |
117-162 |
117-162 |
118-251 |
|
| S3 |
115-072 |
116-023 |
118-184 |
|
| S4 |
112-302 |
113-253 |
117-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-285 |
118-300 |
1-305 |
1.6% |
0-246 |
0.6% |
62% |
False |
False |
59,195 |
| 10 |
121-215 |
118-300 |
2-235 |
2.3% |
0-224 |
0.6% |
44% |
False |
False |
457,148 |
| 20 |
121-215 |
118-080 |
3-135 |
2.8% |
0-203 |
0.5% |
55% |
False |
False |
587,391 |
| 40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-213 |
0.6% |
68% |
False |
False |
724,048 |
| 60 |
121-215 |
116-190 |
5-025 |
4.2% |
0-219 |
0.6% |
70% |
False |
False |
757,429 |
| 80 |
121-215 |
115-120 |
6-095 |
5.2% |
0-224 |
0.6% |
76% |
False |
False |
672,122 |
| 100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-244 |
0.6% |
82% |
False |
False |
537,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-154 |
|
2.618 |
122-090 |
|
1.618 |
121-175 |
|
1.000 |
121-030 |
|
0.618 |
120-260 |
|
HIGH |
120-115 |
|
0.618 |
120-025 |
|
0.500 |
119-318 |
|
0.382 |
119-290 |
|
LOW |
119-200 |
|
0.618 |
119-055 |
|
1.000 |
118-285 |
|
1.618 |
118-140 |
|
2.618 |
117-225 |
|
4.250 |
116-161 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-029 |
119-312 |
| PP |
120-013 |
119-260 |
| S1 |
119-318 |
119-208 |
|