ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-195 |
0-125 |
0.3% |
118-070 |
| High |
118-270 |
118-235 |
-0-035 |
-0.1% |
119-010 |
| Low |
118-025 |
117-285 |
-0-060 |
-0.2% |
117-205 |
| Close |
118-205 |
118-005 |
-0-200 |
-0.5% |
118-040 |
| Range |
0-245 |
0-270 |
0-025 |
10.2% |
1-125 |
| ATR |
0-228 |
0-231 |
0-003 |
1.3% |
0-000 |
| Volume |
585,808 |
755,302 |
169,494 |
28.9% |
3,922,808 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-238 |
120-072 |
118-154 |
|
| R3 |
119-288 |
119-122 |
118-079 |
|
| R2 |
119-018 |
119-018 |
118-054 |
|
| R1 |
118-172 |
118-172 |
118-030 |
118-120 |
| PP |
118-068 |
118-068 |
118-068 |
118-042 |
| S1 |
117-222 |
117-222 |
117-300 |
117-170 |
| S2 |
117-118 |
117-118 |
117-276 |
|
| S3 |
116-168 |
116-272 |
117-251 |
|
| S4 |
115-218 |
116-002 |
117-176 |
|
|
| 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 |
118-270 |
117-205 |
1-065 |
1.0% |
0-215 |
0.6% |
31% |
False |
False |
815,206 |
| 10 |
119-240 |
117-205 |
2-035 |
1.8% |
0-227 |
0.6% |
18% |
False |
False |
769,566 |
| 20 |
119-290 |
117-085 |
2-205 |
2.2% |
0-215 |
0.6% |
28% |
False |
False |
808,077 |
| 40 |
119-290 |
116-030 |
3-260 |
3.2% |
0-228 |
0.6% |
50% |
False |
False |
735,911 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-252 |
0.7% |
72% |
False |
False |
495,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-102 |
|
2.618 |
120-302 |
|
1.618 |
120-032 |
|
1.000 |
119-185 |
|
0.618 |
119-082 |
|
HIGH |
118-235 |
|
0.618 |
118-132 |
|
0.500 |
118-100 |
|
0.382 |
118-068 |
|
LOW |
117-285 |
|
0.618 |
117-118 |
|
1.000 |
117-015 |
|
1.618 |
116-168 |
|
2.618 |
115-218 |
|
4.250 |
114-098 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-100 |
118-108 |
| PP |
118-068 |
118-073 |
| S1 |
118-037 |
118-039 |
|