ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
119-095 |
0-025 |
0.1% |
118-015 |
| High |
119-175 |
119-095 |
-0-080 |
-0.2% |
119-290 |
| Low |
119-040 |
118-290 |
-0-070 |
-0.2% |
117-255 |
| Close |
119-060 |
119-040 |
-0-020 |
-0.1% |
119-070 |
| Range |
0-135 |
0-125 |
-0-010 |
-7.4% |
2-035 |
| ATR |
0-238 |
0-230 |
-0-008 |
-3.4% |
0-000 |
| Volume |
1,259,625 |
656,854 |
-602,771 |
-47.9% |
4,085,312 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-090 |
120-030 |
119-109 |
|
| R3 |
119-285 |
119-225 |
119-074 |
|
| R2 |
119-160 |
119-160 |
119-063 |
|
| R1 |
119-100 |
119-100 |
119-051 |
119-068 |
| PP |
119-035 |
119-035 |
119-035 |
119-019 |
| S1 |
118-295 |
118-295 |
119-029 |
118-262 |
| S2 |
118-230 |
118-230 |
119-017 |
|
| S3 |
118-105 |
118-170 |
119-006 |
|
| S4 |
117-300 |
118-045 |
118-291 |
|
|
| 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 |
118-020 |
1-270 |
1.5% |
0-210 |
0.6% |
58% |
False |
False |
957,092 |
| 10 |
119-290 |
116-205 |
3-085 |
2.7% |
0-206 |
0.5% |
76% |
False |
False |
837,174 |
| 20 |
119-290 |
116-180 |
3-110 |
2.8% |
0-234 |
0.6% |
77% |
False |
False |
794,931 |
| 40 |
119-290 |
113-270 |
6-020 |
5.1% |
0-246 |
0.6% |
87% |
False |
False |
531,821 |
| 60 |
119-290 |
113-060 |
6-230 |
5.6% |
0-263 |
0.7% |
88% |
False |
False |
354,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-306 |
|
2.618 |
120-102 |
|
1.618 |
119-297 |
|
1.000 |
119-220 |
|
0.618 |
119-172 |
|
HIGH |
119-095 |
|
0.618 |
119-047 |
|
0.500 |
119-032 |
|
0.382 |
119-018 |
|
LOW |
118-290 |
|
0.618 |
118-213 |
|
1.000 |
118-165 |
|
1.618 |
118-088 |
|
2.618 |
117-283 |
|
4.250 |
117-079 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-038 |
119-130 |
| PP |
119-035 |
119-100 |
| S1 |
119-032 |
119-070 |
|