ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-105 |
118-105 |
0-000 |
0.0% |
116-280 |
| High |
118-165 |
119-135 |
0-290 |
0.8% |
118-045 |
| Low |
118-020 |
118-070 |
0-050 |
0.1% |
116-190 |
| Close |
118-105 |
119-085 |
0-300 |
0.8% |
117-315 |
| Range |
0-145 |
1-065 |
0-240 |
165.5% |
1-175 |
| ATR |
0-234 |
0-245 |
0-011 |
4.6% |
0-000 |
| Volume |
773,701 |
939,176 |
165,475 |
21.4% |
3,689,611 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-185 |
122-040 |
119-297 |
|
| R3 |
121-120 |
120-295 |
119-191 |
|
| R2 |
120-055 |
120-055 |
119-156 |
|
| R1 |
119-230 |
119-230 |
119-120 |
119-302 |
| PP |
118-310 |
118-310 |
118-310 |
119-026 |
| S1 |
118-165 |
118-165 |
119-050 |
118-238 |
| S2 |
117-245 |
117-245 |
119-014 |
|
| S3 |
116-180 |
117-100 |
118-299 |
|
| S4 |
115-115 |
116-035 |
118-193 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-068 |
121-207 |
118-267 |
|
| R3 |
120-213 |
120-032 |
118-131 |
|
| R2 |
119-038 |
119-038 |
118-086 |
|
| R1 |
118-177 |
118-177 |
118-040 |
118-268 |
| PP |
117-183 |
117-183 |
117-183 |
117-229 |
| S1 |
117-002 |
117-002 |
117-270 |
117-092 |
| S2 |
116-008 |
116-008 |
117-224 |
|
| S3 |
114-153 |
115-147 |
117-179 |
|
| S4 |
112-298 |
113-292 |
117-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-135 |
117-170 |
1-285 |
1.6% |
0-210 |
0.6% |
92% |
True |
False |
755,580 |
| 10 |
119-135 |
116-190 |
2-265 |
2.4% |
0-224 |
0.6% |
94% |
True |
False |
745,267 |
| 20 |
119-135 |
116-180 |
2-275 |
2.4% |
0-236 |
0.6% |
95% |
True |
False |
741,511 |
| 40 |
119-135 |
113-060 |
6-075 |
5.2% |
0-255 |
0.7% |
97% |
True |
False |
455,187 |
| 60 |
119-135 |
113-060 |
6-075 |
5.2% |
0-265 |
0.7% |
97% |
True |
False |
303,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-171 |
|
2.618 |
122-183 |
|
1.618 |
121-118 |
|
1.000 |
120-200 |
|
0.618 |
120-053 |
|
HIGH |
119-135 |
|
0.618 |
118-308 |
|
0.500 |
118-262 |
|
0.382 |
118-217 |
|
LOW |
118-070 |
|
0.618 |
117-152 |
|
1.000 |
117-005 |
|
1.618 |
116-087 |
|
2.618 |
115-022 |
|
4.250 |
113-034 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-038 |
119-015 |
| PP |
118-310 |
118-265 |
| S1 |
118-262 |
118-195 |
|