ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
116-025 |
-0-035 |
-0.1% |
117-190 |
| High |
116-170 |
116-080 |
-0-090 |
-0.2% |
118-080 |
| Low |
115-285 |
115-210 |
-0-075 |
-0.2% |
117-000 |
| Close |
116-040 |
115-230 |
-0-130 |
-0.3% |
117-190 |
| Range |
0-205 |
0-190 |
-0-015 |
-7.3% |
1-080 |
| ATR |
0-238 |
0-235 |
-0-003 |
-1.4% |
0-000 |
| Volume |
582,318 |
341,446 |
-240,872 |
-41.4% |
3,545,737 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-210 |
117-090 |
116-014 |
|
| R3 |
117-020 |
116-220 |
115-282 |
|
| R2 |
116-150 |
116-150 |
115-265 |
|
| R1 |
116-030 |
116-030 |
115-247 |
115-315 |
| PP |
115-280 |
115-280 |
115-280 |
115-262 |
| S1 |
115-160 |
115-160 |
115-213 |
115-125 |
| S2 |
115-090 |
115-090 |
115-195 |
|
| S3 |
114-220 |
114-290 |
115-178 |
|
| S4 |
114-030 |
114-100 |
115-126 |
|
|
| 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 |
115-210 |
2-190 |
2.2% |
0-223 |
0.6% |
2% |
False |
True |
578,890 |
| 10 |
118-215 |
115-210 |
3-005 |
2.6% |
0-217 |
0.6% |
2% |
False |
True |
666,651 |
| 20 |
120-150 |
115-210 |
4-260 |
4.2% |
0-230 |
0.6% |
1% |
False |
True |
709,765 |
| 40 |
120-150 |
115-210 |
4-260 |
4.2% |
0-210 |
0.6% |
1% |
False |
True |
380,730 |
| 60 |
120-150 |
115-170 |
4-300 |
4.3% |
0-211 |
0.6% |
4% |
False |
False |
254,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-248 |
|
2.618 |
117-257 |
|
1.618 |
117-067 |
|
1.000 |
116-270 |
|
0.618 |
116-197 |
|
HIGH |
116-080 |
|
0.618 |
116-007 |
|
0.500 |
115-305 |
|
0.382 |
115-283 |
|
LOW |
115-210 |
|
0.618 |
115-093 |
|
1.000 |
115-020 |
|
1.618 |
114-223 |
|
2.618 |
114-033 |
|
4.250 |
113-042 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-305 |
116-060 |
| PP |
115-280 |
116-010 |
| S1 |
115-255 |
115-280 |
|