ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
116-080 |
0-010 |
0.0% |
116-200 |
| High |
116-120 |
117-000 |
0-200 |
0.5% |
117-160 |
| Low |
116-010 |
115-170 |
-0-160 |
-0.4% |
116-010 |
| Close |
116-080 |
115-220 |
-0-180 |
-0.5% |
116-080 |
| Range |
0-110 |
1-150 |
1-040 |
327.3% |
1-150 |
| ATR |
0-207 |
0-226 |
0-019 |
9.1% |
0-000 |
| Volume |
9 |
764 |
755 |
8,388.9% |
1,226 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-153 |
119-177 |
116-158 |
|
| R3 |
119-003 |
118-027 |
116-029 |
|
| R2 |
117-173 |
117-173 |
115-306 |
|
| R1 |
116-197 |
116-197 |
115-263 |
116-110 |
| PP |
116-023 |
116-023 |
116-023 |
115-300 |
| S1 |
115-047 |
115-047 |
115-177 |
114-280 |
| S2 |
114-193 |
114-193 |
115-134 |
|
| S3 |
113-043 |
113-217 |
115-091 |
|
| S4 |
111-213 |
112-067 |
114-282 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-000 |
120-030 |
117-018 |
|
| R3 |
119-170 |
118-200 |
116-209 |
|
| R2 |
118-020 |
118-020 |
116-166 |
|
| R1 |
117-050 |
117-050 |
116-123 |
116-280 |
| PP |
116-190 |
116-190 |
116-190 |
116-145 |
| S1 |
115-220 |
115-220 |
116-037 |
115-130 |
| S2 |
115-040 |
115-040 |
115-314 |
|
| S3 |
113-210 |
114-070 |
115-271 |
|
| S4 |
112-060 |
112-240 |
115-142 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-078 |
|
2.618 |
120-270 |
|
1.618 |
119-120 |
|
1.000 |
118-150 |
|
0.618 |
117-290 |
|
HIGH |
117-000 |
|
0.618 |
116-140 |
|
0.500 |
116-085 |
|
0.382 |
116-030 |
|
LOW |
115-170 |
|
0.618 |
114-200 |
|
1.000 |
114-020 |
|
1.618 |
113-050 |
|
2.618 |
111-220 |
|
4.250 |
109-092 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-085 |
116-085 |
| PP |
116-023 |
116-023 |
| S1 |
115-282 |
115-282 |
|