ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-270 |
-0-010 |
0.0% |
116-240 |
| High |
117-160 |
117-120 |
-0-040 |
-0.1% |
117-220 |
| Low |
116-260 |
116-180 |
-0-080 |
-0.2% |
116-110 |
| Close |
117-100 |
116-220 |
-0-200 |
-0.5% |
116-250 |
| Range |
0-220 |
0-260 |
0-040 |
18.2% |
1-110 |
| ATR |
0-209 |
0-213 |
0-004 |
1.7% |
0-000 |
| Volume |
585 |
38 |
-547 |
-93.5% |
2,625 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
118-260 |
117-043 |
|
| R3 |
118-160 |
118-000 |
116-292 |
|
| R2 |
117-220 |
117-220 |
116-268 |
|
| R1 |
117-060 |
117-060 |
116-244 |
117-010 |
| PP |
116-280 |
116-280 |
116-280 |
116-255 |
| S1 |
116-120 |
116-120 |
116-196 |
116-070 |
| S2 |
116-020 |
116-020 |
116-172 |
|
| S3 |
115-080 |
115-180 |
116-148 |
|
| S4 |
114-140 |
114-240 |
116-077 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-310 |
120-070 |
117-166 |
|
| R3 |
119-200 |
118-280 |
117-048 |
|
| R2 |
118-090 |
118-090 |
117-009 |
|
| R1 |
117-170 |
117-170 |
116-289 |
117-290 |
| PP |
116-300 |
116-300 |
116-300 |
117-040 |
| S1 |
116-060 |
116-060 |
116-211 |
116-180 |
| S2 |
115-190 |
115-190 |
116-171 |
|
| S3 |
114-080 |
114-270 |
116-132 |
|
| S4 |
112-290 |
113-160 |
116-014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-265 |
|
2.618 |
119-161 |
|
1.618 |
118-221 |
|
1.000 |
118-060 |
|
0.618 |
117-281 |
|
HIGH |
117-120 |
|
0.618 |
117-021 |
|
0.500 |
116-310 |
|
0.382 |
116-279 |
|
LOW |
116-180 |
|
0.618 |
116-019 |
|
1.000 |
115-240 |
|
1.618 |
115-079 |
|
2.618 |
114-139 |
|
4.250 |
113-035 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-310 |
117-010 |
| PP |
116-280 |
116-293 |
| S1 |
116-250 |
116-257 |
|