ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-075 |
117-235 |
-0-160 |
-0.4% |
117-135 |
| High |
118-130 |
118-225 |
0-095 |
0.3% |
118-225 |
| Low |
117-145 |
117-210 |
0-065 |
0.2% |
116-280 |
| Close |
117-230 |
118-195 |
0-285 |
0.8% |
118-195 |
| Range |
0-305 |
1-015 |
0-030 |
9.8% |
1-265 |
| ATR |
0-236 |
0-243 |
0-007 |
3.0% |
0-000 |
| Volume |
998,092 |
1,096,483 |
98,391 |
9.9% |
4,855,675 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-148 |
121-027 |
119-059 |
|
| R3 |
120-133 |
120-012 |
118-287 |
|
| R2 |
119-118 |
119-118 |
118-256 |
|
| R1 |
118-317 |
118-317 |
118-226 |
119-058 |
| PP |
118-103 |
118-103 |
118-103 |
118-134 |
| S1 |
117-302 |
117-302 |
118-164 |
118-042 |
| S2 |
117-088 |
117-088 |
118-134 |
|
| S3 |
116-073 |
116-287 |
118-103 |
|
| S4 |
115-058 |
115-272 |
118-011 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-175 |
122-290 |
119-197 |
|
| R3 |
121-230 |
121-025 |
119-036 |
|
| R2 |
119-285 |
119-285 |
118-302 |
|
| R1 |
119-080 |
119-080 |
118-249 |
119-182 |
| PP |
118-020 |
118-020 |
118-020 |
118-071 |
| S1 |
117-135 |
117-135 |
118-141 |
117-238 |
| S2 |
116-075 |
116-075 |
118-088 |
|
| S3 |
114-130 |
115-190 |
118-034 |
|
| S4 |
112-185 |
113-245 |
117-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-225 |
116-280 |
1-265 |
1.5% |
0-279 |
0.7% |
95% |
True |
False |
971,135 |
| 10 |
118-270 |
116-280 |
1-310 |
1.7% |
0-244 |
0.6% |
88% |
False |
False |
868,663 |
| 20 |
119-245 |
116-280 |
2-285 |
2.4% |
0-227 |
0.6% |
60% |
False |
False |
850,349 |
| 40 |
119-290 |
116-180 |
3-110 |
2.8% |
0-234 |
0.6% |
61% |
False |
False |
807,490 |
| 60 |
119-290 |
113-060 |
6-230 |
5.7% |
0-247 |
0.6% |
81% |
False |
False |
606,161 |
| 80 |
119-290 |
113-060 |
6-230 |
5.7% |
0-256 |
0.7% |
81% |
False |
False |
454,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-049 |
|
2.618 |
121-142 |
|
1.618 |
120-127 |
|
1.000 |
119-240 |
|
0.618 |
119-112 |
|
HIGH |
118-225 |
|
0.618 |
118-097 |
|
0.500 |
118-058 |
|
0.382 |
118-018 |
|
LOW |
117-210 |
|
0.618 |
117-003 |
|
1.000 |
116-195 |
|
1.618 |
115-308 |
|
2.618 |
114-293 |
|
4.250 |
113-066 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-149 |
118-138 |
| PP |
118-103 |
118-082 |
| S1 |
118-058 |
118-025 |
|