ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-215 |
116-060 |
-0-155 |
-0.4% |
117-190 |
| High |
116-230 |
116-170 |
-0-060 |
-0.2% |
118-080 |
| Low |
116-035 |
115-285 |
-0-070 |
-0.2% |
117-000 |
| Close |
116-075 |
116-040 |
-0-035 |
-0.1% |
117-190 |
| Range |
0-195 |
0-205 |
0-010 |
5.1% |
1-080 |
| ATR |
0-241 |
0-238 |
-0-003 |
-1.1% |
0-000 |
| Volume |
560,228 |
582,318 |
22,090 |
3.9% |
3,545,737 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-033 |
117-242 |
116-153 |
|
| R3 |
117-148 |
117-037 |
116-096 |
|
| R2 |
116-263 |
116-263 |
116-078 |
|
| R1 |
116-152 |
116-152 |
116-059 |
116-105 |
| PP |
116-058 |
116-058 |
116-058 |
116-035 |
| S1 |
115-267 |
115-267 |
116-021 |
115-220 |
| S2 |
115-173 |
115-173 |
116-002 |
|
| S3 |
114-288 |
115-062 |
115-304 |
|
| S4 |
114-083 |
114-177 |
115-247 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-117 |
120-233 |
118-090 |
|
| R3 |
120-037 |
119-153 |
117-300 |
|
| R2 |
118-277 |
118-277 |
117-263 |
|
| R1 |
118-073 |
118-073 |
117-227 |
118-070 |
| PP |
117-197 |
117-197 |
117-197 |
117-195 |
| S1 |
116-313 |
116-313 |
117-153 |
116-310 |
| S2 |
116-117 |
116-117 |
117-117 |
|
| S3 |
115-037 |
115-233 |
117-080 |
|
| S4 |
113-277 |
114-153 |
116-290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-080 |
115-285 |
2-115 |
2.0% |
0-220 |
0.6% |
10% |
False |
True |
660,110 |
| 10 |
118-305 |
115-285 |
3-020 |
2.6% |
0-214 |
0.6% |
8% |
False |
True |
715,978 |
| 20 |
120-150 |
115-285 |
4-185 |
3.9% |
0-232 |
0.6% |
5% |
False |
True |
715,886 |
| 40 |
120-150 |
115-285 |
4-185 |
3.9% |
0-211 |
0.6% |
5% |
False |
True |
372,235 |
| 60 |
120-150 |
115-170 |
4-300 |
4.3% |
0-210 |
0.6% |
12% |
False |
False |
248,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-081 |
|
2.618 |
118-067 |
|
1.618 |
117-182 |
|
1.000 |
117-055 |
|
0.618 |
116-297 |
|
HIGH |
116-170 |
|
0.618 |
116-092 |
|
0.500 |
116-068 |
|
0.382 |
116-043 |
|
LOW |
115-285 |
|
0.618 |
115-158 |
|
1.000 |
115-080 |
|
1.618 |
114-273 |
|
2.618 |
114-068 |
|
4.250 |
113-054 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-068 |
117-022 |
| PP |
116-058 |
116-242 |
| S1 |
116-049 |
116-141 |
|