ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-205 |
115-245 |
0-040 |
0.1% |
116-215 |
| High |
115-275 |
115-245 |
-0-030 |
-0.1% |
116-230 |
| Low |
115-180 |
114-285 |
-0-215 |
-0.6% |
115-210 |
| Close |
115-270 |
115-145 |
-0-125 |
-0.3% |
115-230 |
| Range |
0-095 |
0-280 |
0-185 |
194.7% |
1-020 |
| ATR |
0-219 |
0-225 |
0-006 |
2.8% |
0-000 |
| Volume |
360,260 |
362,111 |
1,851 |
0.5% |
1,483,992 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-318 |
117-192 |
115-299 |
|
| R3 |
117-038 |
116-232 |
115-222 |
|
| R2 |
116-078 |
116-078 |
115-196 |
|
| R1 |
115-272 |
115-272 |
115-171 |
115-195 |
| PP |
115-118 |
115-118 |
115-118 |
115-080 |
| S1 |
114-312 |
114-312 |
115-119 |
114-235 |
| S2 |
114-158 |
114-158 |
115-094 |
|
| S3 |
113-198 |
114-032 |
115-068 |
|
| S4 |
112-238 |
113-072 |
114-311 |
|
|
| 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 |
116-170 |
114-285 |
1-205 |
1.4% |
0-184 |
0.5% |
34% |
False |
True |
379,555 |
| 10 |
118-080 |
114-285 |
3-115 |
2.9% |
0-203 |
0.5% |
17% |
False |
True |
511,807 |
| 20 |
119-315 |
114-285 |
5-030 |
4.4% |
0-218 |
0.6% |
11% |
False |
True |
668,596 |
| 40 |
120-150 |
114-285 |
5-185 |
4.8% |
0-206 |
0.6% |
10% |
False |
True |
404,647 |
| 60 |
120-150 |
114-285 |
5-185 |
4.8% |
0-209 |
0.6% |
10% |
False |
True |
270,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-155 |
|
2.618 |
118-018 |
|
1.618 |
117-058 |
|
1.000 |
116-205 |
|
0.618 |
116-098 |
|
HIGH |
115-245 |
|
0.618 |
115-138 |
|
0.500 |
115-105 |
|
0.382 |
115-072 |
|
LOW |
114-285 |
|
0.618 |
114-112 |
|
1.000 |
114-005 |
|
1.618 |
113-152 |
|
2.618 |
112-192 |
|
4.250 |
111-055 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-132 |
115-137 |
| PP |
115-118 |
115-128 |
| S1 |
115-105 |
115-120 |
|