ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-150 |
115-205 |
0-055 |
0.1% |
116-215 |
| High |
115-245 |
115-275 |
0-030 |
0.1% |
116-230 |
| Low |
115-095 |
115-180 |
0-085 |
0.2% |
115-210 |
| Close |
115-210 |
115-270 |
0-060 |
0.2% |
115-230 |
| Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
1-020 |
| ATR |
0-229 |
0-219 |
-0-010 |
-4.2% |
0-000 |
| Volume |
251,644 |
360,260 |
108,616 |
43.2% |
1,483,992 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-207 |
116-173 |
116-002 |
|
| R3 |
116-112 |
116-078 |
115-296 |
|
| R2 |
116-017 |
116-017 |
115-287 |
|
| R1 |
115-303 |
115-303 |
115-279 |
116-000 |
| PP |
115-242 |
115-242 |
115-242 |
115-250 |
| S1 |
115-208 |
115-208 |
115-261 |
115-225 |
| S2 |
115-147 |
115-147 |
115-253 |
|
| S3 |
115-052 |
115-113 |
115-244 |
|
| S4 |
114-277 |
115-018 |
115-218 |
|
|
| 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 |
116-230 |
115-095 |
1-135 |
1.2% |
0-167 |
0.5% |
38% |
False |
False |
419,179 |
| 10 |
118-080 |
115-095 |
2-305 |
2.5% |
0-189 |
0.5% |
19% |
False |
False |
564,163 |
| 20 |
120-000 |
115-095 |
4-225 |
4.1% |
0-210 |
0.6% |
12% |
False |
False |
677,334 |
| 40 |
120-150 |
115-095 |
5-055 |
4.5% |
0-202 |
0.5% |
11% |
False |
False |
395,848 |
| 60 |
120-150 |
115-095 |
5-055 |
4.5% |
0-206 |
0.6% |
11% |
False |
False |
264,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-039 |
|
2.618 |
116-204 |
|
1.618 |
116-109 |
|
1.000 |
116-050 |
|
0.618 |
116-014 |
|
HIGH |
115-275 |
|
0.618 |
115-239 |
|
0.500 |
115-228 |
|
0.382 |
115-216 |
|
LOW |
115-180 |
|
0.618 |
115-121 |
|
1.000 |
115-085 |
|
1.618 |
115-026 |
|
2.618 |
114-251 |
|
4.250 |
114-096 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-256 |
115-262 |
| PP |
115-242 |
115-255 |
| S1 |
115-228 |
115-248 |
|