ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-180 |
0-060 |
0.2% |
116-200 |
| High |
117-020 |
116-310 |
-0-030 |
-0.1% |
117-160 |
| Low |
116-120 |
116-040 |
-0-080 |
-0.2% |
116-010 |
| Close |
116-280 |
116-110 |
-0-170 |
-0.5% |
116-080 |
| Range |
0-220 |
0-270 |
0-050 |
22.7% |
1-150 |
| ATR |
0-229 |
0-232 |
0-003 |
1.3% |
0-000 |
| Volume |
1,660 |
3,250 |
1,590 |
95.8% |
1,226 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-003 |
118-167 |
116-258 |
|
| R3 |
118-053 |
117-217 |
116-184 |
|
| R2 |
117-103 |
117-103 |
116-160 |
|
| R1 |
116-267 |
116-267 |
116-135 |
116-210 |
| PP |
116-153 |
116-153 |
116-153 |
116-125 |
| S1 |
115-317 |
115-317 |
116-085 |
115-260 |
| S2 |
115-203 |
115-203 |
116-060 |
|
| S3 |
114-253 |
115-047 |
116-036 |
|
| S4 |
113-303 |
114-097 |
115-282 |
|
|
| 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 |
120-178 |
|
2.618 |
119-057 |
|
1.618 |
118-107 |
|
1.000 |
117-260 |
|
0.618 |
117-157 |
|
HIGH |
116-310 |
|
0.618 |
116-207 |
|
0.500 |
116-175 |
|
0.382 |
116-143 |
|
LOW |
116-040 |
|
0.618 |
115-193 |
|
1.000 |
115-090 |
|
1.618 |
114-243 |
|
2.618 |
113-293 |
|
4.250 |
112-172 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-175 |
116-130 |
| PP |
116-153 |
116-123 |
| S1 |
116-132 |
116-117 |
|