ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-275 |
119-125 |
-0-150 |
-0.4% |
119-010 |
| High |
120-010 |
119-135 |
-0-195 |
-0.5% |
120-115 |
| Low |
119-050 |
118-265 |
-0-105 |
-0.3% |
118-265 |
| Close |
119-165 |
119-005 |
-0-160 |
-0.4% |
119-005 |
| Range |
0-280 |
0-190 |
-0-090 |
-32.1% |
1-170 |
| ATR |
0-221 |
0-221 |
0-000 |
0.0% |
0-000 |
| Volume |
8,419 |
19,749 |
11,330 |
134.6% |
119,221 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-278 |
120-172 |
119-110 |
|
| R3 |
120-088 |
119-302 |
119-057 |
|
| R2 |
119-218 |
119-218 |
119-040 |
|
| R1 |
119-112 |
119-112 |
119-022 |
119-070 |
| PP |
119-028 |
119-028 |
119-028 |
119-008 |
| S1 |
118-242 |
118-242 |
118-308 |
118-200 |
| S2 |
118-158 |
118-158 |
118-290 |
|
| S3 |
117-288 |
118-052 |
118-273 |
|
| S4 |
117-098 |
117-182 |
118-220 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-318 |
123-012 |
119-274 |
|
| R3 |
122-148 |
121-162 |
119-140 |
|
| R2 |
120-298 |
120-298 |
119-095 |
|
| R1 |
119-312 |
119-312 |
119-050 |
119-220 |
| PP |
119-128 |
119-128 |
119-128 |
119-082 |
| S1 |
118-142 |
118-142 |
118-280 |
118-050 |
| S2 |
117-278 |
117-278 |
118-235 |
|
| S3 |
116-108 |
116-292 |
118-190 |
|
| S4 |
114-258 |
115-122 |
118-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-115 |
118-265 |
1-170 |
1.3% |
0-220 |
0.6% |
12% |
False |
True |
23,844 |
| 10 |
121-070 |
118-265 |
2-125 |
2.0% |
0-214 |
0.6% |
8% |
False |
True |
126,650 |
| 20 |
121-215 |
118-240 |
2-295 |
2.5% |
0-204 |
0.5% |
9% |
False |
False |
511,587 |
| 40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-214 |
0.6% |
45% |
False |
False |
679,301 |
| 60 |
121-215 |
116-190 |
5-025 |
4.3% |
0-216 |
0.6% |
48% |
False |
False |
718,024 |
| 80 |
121-215 |
115-120 |
6-095 |
5.3% |
0-225 |
0.6% |
58% |
False |
False |
672,511 |
| 100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-240 |
0.6% |
69% |
False |
False |
538,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-302 |
|
2.618 |
120-312 |
|
1.618 |
120-122 |
|
1.000 |
120-005 |
|
0.618 |
119-252 |
|
HIGH |
119-135 |
|
0.618 |
119-062 |
|
0.500 |
119-040 |
|
0.382 |
119-018 |
|
LOW |
118-265 |
|
0.618 |
118-148 |
|
1.000 |
118-075 |
|
1.618 |
117-278 |
|
2.618 |
117-088 |
|
4.250 |
116-098 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-040 |
119-182 |
| PP |
119-028 |
119-123 |
| S1 |
119-017 |
119-064 |
|