ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-125 |
119-060 |
-0-065 |
-0.2% |
119-010 |
| High |
119-135 |
119-120 |
-0-015 |
0.0% |
120-115 |
| Low |
118-265 |
118-285 |
0-020 |
0.1% |
118-265 |
| Close |
119-005 |
118-295 |
-0-030 |
-0.1% |
119-005 |
| Range |
0-190 |
0-155 |
-0-035 |
-18.4% |
1-170 |
| ATR |
0-221 |
0-216 |
-0-005 |
-2.1% |
0-000 |
| Volume |
19,749 |
6,529 |
-13,220 |
-66.9% |
119,221 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-165 |
120-065 |
119-060 |
|
| R3 |
120-010 |
119-230 |
119-018 |
|
| R2 |
119-175 |
119-175 |
119-003 |
|
| R1 |
119-075 |
119-075 |
118-309 |
119-048 |
| PP |
119-020 |
119-020 |
119-020 |
119-006 |
| S1 |
118-240 |
118-240 |
118-281 |
118-212 |
| S2 |
118-185 |
118-185 |
118-267 |
|
| S3 |
118-030 |
118-085 |
118-252 |
|
| S4 |
117-195 |
117-250 |
118-210 |
|
|
| 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% |
0-206 |
0.5% |
6% |
False |
False |
14,832 |
| 10 |
121-065 |
118-265 |
2-120 |
2.0% |
0-218 |
0.6% |
4% |
False |
False |
56,720 |
| 20 |
121-215 |
118-265 |
2-270 |
2.4% |
0-206 |
0.5% |
3% |
False |
False |
463,423 |
| 40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-213 |
0.6% |
43% |
False |
False |
653,970 |
| 60 |
121-215 |
116-190 |
5-025 |
4.3% |
0-214 |
0.6% |
46% |
False |
False |
704,235 |
| 80 |
121-215 |
115-120 |
6-095 |
5.3% |
0-224 |
0.6% |
56% |
False |
False |
672,243 |
| 100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-236 |
0.6% |
68% |
False |
False |
538,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-139 |
|
2.618 |
120-206 |
|
1.618 |
120-051 |
|
1.000 |
119-275 |
|
0.618 |
119-216 |
|
HIGH |
119-120 |
|
0.618 |
119-061 |
|
0.500 |
119-042 |
|
0.382 |
119-024 |
|
LOW |
118-285 |
|
0.618 |
118-189 |
|
1.000 |
118-130 |
|
1.618 |
118-034 |
|
2.618 |
117-199 |
|
4.250 |
116-266 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-042 |
119-138 |
| PP |
119-020 |
119-083 |
| S1 |
118-318 |
119-029 |
|