ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
118-245 |
-0-135 |
-0.4% |
119-010 |
| High |
119-120 |
118-315 |
-0-125 |
-0.3% |
120-115 |
| Low |
118-285 |
118-205 |
-0-080 |
-0.2% |
118-265 |
| Close |
118-295 |
118-230 |
-0-065 |
-0.2% |
119-005 |
| Range |
0-155 |
0-110 |
-0-045 |
-29.0% |
1-170 |
| ATR |
0-216 |
0-209 |
-0-008 |
-3.5% |
0-000 |
| Volume |
6,529 |
11,290 |
4,761 |
72.9% |
119,221 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-260 |
119-195 |
118-290 |
|
| R3 |
119-150 |
119-085 |
118-260 |
|
| R2 |
119-040 |
119-040 |
118-250 |
|
| R1 |
118-295 |
118-295 |
118-240 |
118-272 |
| PP |
118-250 |
118-250 |
118-250 |
118-239 |
| S1 |
118-185 |
118-185 |
118-220 |
118-162 |
| S2 |
118-140 |
118-140 |
118-210 |
|
| S3 |
118-030 |
118-075 |
118-200 |
|
| S4 |
117-240 |
117-285 |
118-170 |
|
|
| 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 |
120-100 |
118-205 |
1-215 |
1.4% |
0-181 |
0.5% |
5% |
False |
True |
13,498 |
| 10 |
120-285 |
118-205 |
2-080 |
1.9% |
0-214 |
0.6% |
3% |
False |
True |
36,346 |
| 20 |
121-215 |
118-205 |
3-010 |
2.6% |
0-199 |
0.5% |
3% |
False |
True |
432,492 |
| 40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-212 |
0.6% |
38% |
False |
False |
636,436 |
| 60 |
121-215 |
116-190 |
5-025 |
4.3% |
0-212 |
0.6% |
42% |
False |
False |
693,536 |
| 80 |
121-215 |
115-120 |
6-095 |
5.3% |
0-220 |
0.6% |
53% |
False |
False |
671,992 |
| 100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-236 |
0.6% |
65% |
False |
False |
538,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-142 |
|
2.618 |
119-283 |
|
1.618 |
119-173 |
|
1.000 |
119-105 |
|
0.618 |
119-063 |
|
HIGH |
118-315 |
|
0.618 |
118-273 |
|
0.500 |
118-260 |
|
0.382 |
118-247 |
|
LOW |
118-205 |
|
0.618 |
118-137 |
|
1.000 |
118-095 |
|
1.618 |
118-027 |
|
2.618 |
117-237 |
|
4.250 |
117-058 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-260 |
119-010 |
| PP |
118-250 |
118-297 |
| S1 |
118-240 |
118-263 |
|