ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-115 |
119-070 |
-0-045 |
-0.1% |
118-015 |
| High |
119-290 |
119-175 |
-0-115 |
-0.3% |
119-290 |
| Low |
119-030 |
119-040 |
0-010 |
0.0% |
117-255 |
| Close |
119-070 |
119-060 |
-0-010 |
0.0% |
119-070 |
| Range |
0-260 |
0-135 |
-0-125 |
-48.1% |
2-035 |
| ATR |
0-246 |
0-238 |
-0-008 |
-3.2% |
0-000 |
| Volume |
1,156,105 |
1,259,625 |
103,520 |
9.0% |
4,085,312 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-177 |
120-093 |
119-134 |
|
| R3 |
120-042 |
119-278 |
119-097 |
|
| R2 |
119-227 |
119-227 |
119-085 |
|
| R1 |
119-143 |
119-143 |
119-072 |
119-118 |
| PP |
119-092 |
119-092 |
119-092 |
119-079 |
| S1 |
119-008 |
119-008 |
119-048 |
118-302 |
| S2 |
118-277 |
118-277 |
119-035 |
|
| S3 |
118-142 |
118-193 |
119-023 |
|
| S4 |
118-007 |
118-058 |
118-306 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-097 |
124-118 |
120-121 |
|
| R3 |
123-062 |
122-083 |
119-256 |
|
| R2 |
121-027 |
121-027 |
119-194 |
|
| R1 |
120-048 |
120-048 |
119-132 |
120-198 |
| PP |
118-312 |
118-312 |
118-312 |
119-066 |
| S1 |
118-013 |
118-013 |
119-008 |
118-162 |
| S2 |
116-277 |
116-277 |
118-266 |
|
| S3 |
114-242 |
115-298 |
118-204 |
|
| S4 |
112-207 |
113-263 |
118-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-290 |
117-255 |
2-035 |
1.8% |
0-221 |
0.6% |
66% |
False |
False |
919,103 |
| 10 |
119-290 |
116-190 |
3-100 |
2.8% |
0-214 |
0.6% |
78% |
False |
False |
838,134 |
| 20 |
119-290 |
116-180 |
3-110 |
2.8% |
0-236 |
0.6% |
79% |
False |
False |
798,162 |
| 40 |
119-290 |
113-070 |
6-220 |
5.6% |
0-250 |
0.7% |
89% |
False |
False |
515,447 |
| 60 |
119-290 |
113-060 |
6-230 |
5.6% |
0-264 |
0.7% |
89% |
False |
False |
343,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-109 |
|
2.618 |
120-208 |
|
1.618 |
120-073 |
|
1.000 |
119-310 |
|
0.618 |
119-258 |
|
HIGH |
119-175 |
|
0.618 |
119-123 |
|
0.500 |
119-108 |
|
0.382 |
119-092 |
|
LOW |
119-040 |
|
0.618 |
118-277 |
|
1.000 |
118-225 |
|
1.618 |
118-142 |
|
2.618 |
118-007 |
|
4.250 |
117-106 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-108 |
119-047 |
| PP |
119-092 |
119-033 |
| S1 |
119-076 |
119-020 |
|