ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-025 |
115-150 |
-0-195 |
-0.5% |
116-215 |
| High |
116-080 |
115-245 |
-0-155 |
-0.4% |
116-230 |
| Low |
115-210 |
115-095 |
-0-115 |
-0.3% |
115-210 |
| Close |
115-230 |
115-210 |
-0-020 |
-0.1% |
115-230 |
| Range |
0-190 |
0-150 |
-0-040 |
-21.1% |
1-020 |
| ATR |
0-235 |
0-229 |
-0-006 |
-2.6% |
0-000 |
| Volume |
341,446 |
251,644 |
-89,802 |
-26.3% |
1,483,992 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-313 |
116-252 |
115-292 |
|
| R3 |
116-163 |
116-102 |
115-251 |
|
| R2 |
116-013 |
116-013 |
115-238 |
|
| R1 |
115-272 |
115-272 |
115-224 |
115-302 |
| PP |
115-183 |
115-183 |
115-183 |
115-199 |
| S1 |
115-122 |
115-122 |
115-196 |
115-152 |
| S2 |
115-033 |
115-033 |
115-182 |
|
| S3 |
114-203 |
114-292 |
115-169 |
|
| S4 |
114-053 |
114-142 |
115-128 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
118-170 |
116-097 |
|
| R3 |
118-050 |
117-150 |
116-004 |
|
| R2 |
117-030 |
117-030 |
115-292 |
|
| R1 |
116-130 |
116-130 |
115-261 |
116-070 |
| PP |
116-010 |
116-010 |
116-010 |
115-300 |
| S1 |
115-110 |
115-110 |
115-199 |
115-050 |
| S2 |
114-310 |
114-310 |
115-168 |
|
| S3 |
113-290 |
114-090 |
115-136 |
|
| S4 |
112-270 |
113-070 |
115-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-080 |
115-095 |
2-305 |
2.6% |
0-192 |
0.5% |
12% |
False |
True |
493,942 |
| 10 |
118-080 |
115-095 |
2-305 |
2.6% |
0-203 |
0.5% |
12% |
False |
True |
612,499 |
| 20 |
120-150 |
115-095 |
5-055 |
4.5% |
0-225 |
0.6% |
7% |
False |
True |
699,154 |
| 40 |
120-150 |
115-095 |
5-055 |
4.5% |
0-207 |
0.6% |
7% |
False |
True |
386,940 |
| 60 |
120-150 |
115-095 |
5-055 |
4.5% |
0-208 |
0.6% |
7% |
False |
True |
258,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-242 |
|
2.618 |
116-318 |
|
1.618 |
116-168 |
|
1.000 |
116-075 |
|
0.618 |
116-018 |
|
HIGH |
115-245 |
|
0.618 |
115-188 |
|
0.500 |
115-170 |
|
0.382 |
115-152 |
|
LOW |
115-095 |
|
0.618 |
115-002 |
|
1.000 |
114-265 |
|
1.618 |
114-172 |
|
2.618 |
114-022 |
|
4.250 |
113-098 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-197 |
115-292 |
| PP |
115-183 |
115-265 |
| S1 |
115-170 |
115-238 |
|