ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-295 |
118-075 |
0-100 |
0.3% |
118-020 |
| High |
118-145 |
118-130 |
-0-015 |
0.0% |
118-270 |
| Low |
117-250 |
117-145 |
-0-105 |
-0.3% |
117-120 |
| Close |
118-080 |
117-230 |
-0-170 |
-0.4% |
117-190 |
| Range |
0-215 |
0-305 |
0-090 |
41.9% |
1-150 |
| ATR |
0-231 |
0-236 |
0-005 |
2.3% |
0-000 |
| Volume |
960,100 |
998,092 |
37,992 |
4.0% |
3,830,964 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-230 |
120-055 |
118-078 |
|
| R3 |
119-245 |
119-070 |
117-314 |
|
| R2 |
118-260 |
118-260 |
117-286 |
|
| R1 |
118-085 |
118-085 |
117-258 |
118-020 |
| PP |
117-275 |
117-275 |
117-275 |
117-242 |
| S1 |
117-100 |
117-100 |
117-202 |
117-035 |
| S2 |
116-290 |
116-290 |
117-174 |
|
| S3 |
115-305 |
116-115 |
117-146 |
|
| S4 |
115-000 |
115-130 |
117-062 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
121-140 |
118-128 |
|
| R3 |
120-280 |
119-310 |
117-319 |
|
| R2 |
119-130 |
119-130 |
117-276 |
|
| R1 |
118-160 |
118-160 |
117-233 |
118-070 |
| PP |
117-300 |
117-300 |
117-300 |
117-255 |
| S1 |
117-010 |
117-010 |
117-147 |
116-240 |
| S2 |
116-150 |
116-150 |
117-104 |
|
| S3 |
115-000 |
115-180 |
117-061 |
|
| S4 |
113-170 |
114-030 |
116-252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-145 |
116-280 |
1-185 |
1.3% |
0-248 |
0.7% |
53% |
False |
False |
921,367 |
| 10 |
118-270 |
116-280 |
1-310 |
1.7% |
0-230 |
0.6% |
43% |
False |
False |
860,989 |
| 20 |
119-290 |
116-280 |
3-010 |
2.6% |
0-223 |
0.6% |
28% |
False |
False |
853,330 |
| 40 |
119-290 |
116-180 |
3-110 |
2.8% |
0-230 |
0.6% |
35% |
False |
False |
797,421 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-244 |
0.6% |
67% |
False |
False |
587,901 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-255 |
0.7% |
67% |
False |
False |
441,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-146 |
|
2.618 |
120-288 |
|
1.618 |
119-303 |
|
1.000 |
119-115 |
|
0.618 |
118-318 |
|
HIGH |
118-130 |
|
0.618 |
118-013 |
|
0.500 |
117-298 |
|
0.382 |
117-262 |
|
LOW |
117-145 |
|
0.618 |
116-277 |
|
1.000 |
116-160 |
|
1.618 |
115-292 |
|
2.618 |
114-307 |
|
4.250 |
113-129 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-298 |
117-230 |
| PP |
117-275 |
117-230 |
| S1 |
117-252 |
117-230 |
|