ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
118-200 |
0-035 |
0.1% |
118-245 |
| High |
118-290 |
119-040 |
0-070 |
0.2% |
118-285 |
| Low |
118-130 |
118-150 |
0-020 |
0.1% |
117-175 |
| Close |
118-185 |
119-010 |
0-145 |
0.4% |
118-135 |
| Range |
0-160 |
0-210 |
0-050 |
31.3% |
1-110 |
| ATR |
0-223 |
0-222 |
-0-001 |
-0.4% |
0-000 |
| Volume |
551,117 |
776,738 |
225,621 |
40.9% |
4,463,463 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-190 |
119-126 |
|
| R3 |
120-060 |
119-300 |
119-068 |
|
| R2 |
119-170 |
119-170 |
119-048 |
|
| R1 |
119-090 |
119-090 |
119-029 |
119-130 |
| PP |
118-280 |
118-280 |
118-280 |
118-300 |
| S1 |
118-200 |
118-200 |
118-311 |
118-240 |
| S2 |
118-070 |
118-070 |
118-292 |
|
| S3 |
117-180 |
117-310 |
118-272 |
|
| S4 |
116-290 |
117-100 |
118-214 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-102 |
121-228 |
119-052 |
|
| R3 |
120-312 |
120-118 |
118-253 |
|
| R2 |
119-202 |
119-202 |
118-214 |
|
| R1 |
119-008 |
119-008 |
118-174 |
118-210 |
| PP |
118-092 |
118-092 |
118-092 |
118-032 |
| S1 |
117-218 |
117-218 |
118-096 |
117-100 |
| S2 |
116-302 |
116-302 |
118-056 |
|
| S3 |
115-192 |
116-108 |
118-017 |
|
| S4 |
114-082 |
114-318 |
117-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-040 |
117-245 |
1-115 |
1.1% |
0-179 |
0.5% |
93% |
True |
False |
850,748 |
| 10 |
119-040 |
117-145 |
1-215 |
1.4% |
0-222 |
0.6% |
94% |
True |
False |
909,059 |
| 20 |
119-040 |
116-280 |
2-080 |
1.9% |
0-221 |
0.6% |
96% |
True |
False |
885,246 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-222 |
0.6% |
74% |
False |
False |
841,514 |
| 60 |
119-290 |
115-120 |
4-170 |
3.8% |
0-232 |
0.6% |
81% |
False |
False |
722,367 |
| 80 |
119-290 |
113-060 |
6-230 |
5.6% |
0-248 |
0.7% |
87% |
False |
False |
542,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-292 |
|
2.618 |
120-270 |
|
1.618 |
120-060 |
|
1.000 |
119-250 |
|
0.618 |
119-170 |
|
HIGH |
119-040 |
|
0.618 |
118-280 |
|
0.500 |
118-255 |
|
0.382 |
118-230 |
|
LOW |
118-150 |
|
0.618 |
118-020 |
|
1.000 |
117-260 |
|
1.618 |
117-130 |
|
2.618 |
116-240 |
|
4.250 |
115-218 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-305 |
118-292 |
| PP |
118-280 |
118-253 |
| S1 |
118-255 |
118-215 |
|