ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-250 |
118-020 |
0-090 |
0.2% |
118-070 |
| High |
118-075 |
118-115 |
0-040 |
0.1% |
119-010 |
| Low |
117-205 |
117-265 |
0-060 |
0.2% |
117-205 |
| Close |
118-040 |
118-075 |
0-035 |
0.1% |
118-040 |
| Range |
0-190 |
0-170 |
-0-020 |
-10.5% |
1-125 |
| ATR |
0-231 |
0-227 |
-0-004 |
-1.9% |
0-000 |
| Volume |
1,019,743 |
712,649 |
-307,094 |
-30.1% |
3,922,808 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-235 |
119-165 |
118-168 |
|
| R3 |
119-065 |
118-315 |
118-122 |
|
| R2 |
118-215 |
118-215 |
118-106 |
|
| R1 |
118-145 |
118-145 |
118-091 |
118-180 |
| PP |
118-045 |
118-045 |
118-045 |
118-062 |
| S1 |
117-295 |
117-295 |
118-059 |
118-010 |
| S2 |
117-195 |
117-195 |
118-044 |
|
| S3 |
117-025 |
117-125 |
118-028 |
|
| S4 |
116-175 |
116-275 |
117-302 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-140 |
121-215 |
118-285 |
|
| R3 |
121-015 |
120-090 |
118-162 |
|
| R2 |
119-210 |
119-210 |
118-122 |
|
| R1 |
118-285 |
118-285 |
118-081 |
118-185 |
| PP |
118-085 |
118-085 |
118-085 |
118-035 |
| S1 |
117-160 |
117-160 |
117-319 |
117-060 |
| S2 |
116-280 |
116-280 |
117-278 |
|
| S3 |
115-155 |
116-035 |
117-238 |
|
| S4 |
114-030 |
114-230 |
117-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-010 |
117-205 |
1-125 |
1.2% |
0-194 |
0.5% |
43% |
False |
False |
714,386 |
| 10 |
119-245 |
117-205 |
2-040 |
1.8% |
0-212 |
0.6% |
28% |
False |
False |
777,337 |
| 20 |
119-290 |
116-190 |
3-100 |
2.8% |
0-213 |
0.6% |
50% |
False |
False |
807,736 |
| 40 |
119-290 |
115-120 |
4-170 |
3.8% |
0-228 |
0.6% |
63% |
False |
False |
707,548 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-253 |
0.7% |
75% |
False |
False |
473,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-198 |
|
2.618 |
119-240 |
|
1.618 |
119-070 |
|
1.000 |
118-285 |
|
0.618 |
118-220 |
|
HIGH |
118-115 |
|
0.618 |
118-050 |
|
0.500 |
118-030 |
|
0.382 |
118-010 |
|
LOW |
117-265 |
|
0.618 |
117-160 |
|
1.000 |
117-095 |
|
1.618 |
116-310 |
|
2.618 |
116-140 |
|
4.250 |
115-182 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-060 |
118-050 |
| PP |
118-045 |
118-025 |
| S1 |
118-030 |
118-000 |
|