ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-030 |
117-030 |
0-000 |
0.0% |
117-050 |
| High |
117-090 |
117-160 |
0-070 |
0.2% |
117-140 |
| Low |
116-280 |
117-010 |
0-050 |
0.1% |
116-060 |
| Close |
117-040 |
117-060 |
0-020 |
0.1% |
117-010 |
| Range |
0-130 |
0-150 |
0-020 |
15.4% |
1-080 |
| ATR |
0-216 |
0-211 |
-0-005 |
-2.2% |
0-000 |
| Volume |
1,605 |
9,178 |
7,573 |
471.8% |
18,896 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-207 |
118-123 |
117-142 |
|
| R3 |
118-057 |
117-293 |
117-101 |
|
| R2 |
117-227 |
117-227 |
117-088 |
|
| R1 |
117-143 |
117-143 |
117-074 |
117-185 |
| PP |
117-077 |
117-077 |
117-077 |
117-098 |
| S1 |
116-313 |
116-313 |
117-046 |
117-035 |
| S2 |
116-247 |
116-247 |
117-032 |
|
| S3 |
116-097 |
116-163 |
117-019 |
|
| S4 |
115-267 |
116-013 |
116-298 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-203 |
120-027 |
117-230 |
|
| R3 |
119-123 |
118-267 |
117-120 |
|
| R2 |
118-043 |
118-043 |
117-083 |
|
| R1 |
117-187 |
117-187 |
117-047 |
117-075 |
| PP |
116-283 |
116-283 |
116-283 |
116-228 |
| S1 |
116-107 |
116-107 |
116-293 |
115-315 |
| S2 |
115-203 |
115-203 |
116-257 |
|
| S3 |
114-123 |
115-027 |
116-220 |
|
| S4 |
113-043 |
113-267 |
116-110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-158 |
|
2.618 |
118-233 |
|
1.618 |
118-083 |
|
1.000 |
117-310 |
|
0.618 |
117-253 |
|
HIGH |
117-160 |
|
0.618 |
117-103 |
|
0.500 |
117-085 |
|
0.382 |
117-067 |
|
LOW |
117-010 |
|
0.618 |
116-237 |
|
1.000 |
116-180 |
|
1.618 |
116-087 |
|
2.618 |
115-257 |
|
4.250 |
115-012 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-085 |
117-047 |
| PP |
117-077 |
117-033 |
| S1 |
117-068 |
117-020 |
|