ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-275 |
118-285 |
0-010 |
0.0% |
118-140 |
| High |
119-025 |
119-020 |
-0-005 |
0.0% |
119-040 |
| Low |
118-080 |
118-240 |
0-160 |
0.4% |
118-070 |
| Close |
118-295 |
118-305 |
0-010 |
0.0% |
118-305 |
| Range |
0-265 |
0-100 |
-0-165 |
-62.3% |
0-290 |
| ATR |
0-225 |
0-216 |
-0-009 |
-4.0% |
0-000 |
| Volume |
237,899 |
969,804 |
731,905 |
307.7% |
3,740,257 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-275 |
119-230 |
119-040 |
|
| R3 |
119-175 |
119-130 |
119-012 |
|
| R2 |
119-075 |
119-075 |
119-003 |
|
| R1 |
119-030 |
119-030 |
118-314 |
119-052 |
| PP |
118-295 |
118-295 |
118-295 |
118-306 |
| S1 |
118-250 |
118-250 |
118-296 |
118-272 |
| S2 |
118-195 |
118-195 |
118-287 |
|
| S3 |
118-095 |
118-150 |
118-278 |
|
| S4 |
117-315 |
118-050 |
118-250 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-155 |
121-040 |
119-144 |
|
| R3 |
120-185 |
120-070 |
119-065 |
|
| R2 |
119-215 |
119-215 |
119-038 |
|
| R1 |
119-100 |
119-100 |
119-012 |
119-158 |
| PP |
118-245 |
118-245 |
118-245 |
118-274 |
| S1 |
118-130 |
118-130 |
118-278 |
118-188 |
| S2 |
117-275 |
117-275 |
118-252 |
|
| S3 |
116-305 |
117-160 |
118-225 |
|
| S4 |
116-015 |
116-190 |
118-146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-040 |
118-070 |
0-290 |
0.8% |
0-178 |
0.5% |
81% |
False |
False |
748,051 |
| 10 |
119-040 |
117-175 |
1-185 |
1.3% |
0-195 |
0.5% |
89% |
False |
False |
820,372 |
| 20 |
119-040 |
116-280 |
2-080 |
1.9% |
0-220 |
0.6% |
92% |
False |
False |
844,517 |
| 40 |
119-290 |
116-190 |
3-100 |
2.8% |
0-217 |
0.6% |
71% |
False |
False |
824,640 |
| 60 |
119-290 |
115-120 |
4-170 |
3.8% |
0-230 |
0.6% |
79% |
False |
False |
741,850 |
| 80 |
119-290 |
113-060 |
6-230 |
5.6% |
0-244 |
0.6% |
86% |
False |
False |
557,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-125 |
|
2.618 |
119-282 |
|
1.618 |
119-182 |
|
1.000 |
119-120 |
|
0.618 |
119-082 |
|
HIGH |
119-020 |
|
0.618 |
118-302 |
|
0.500 |
118-290 |
|
0.382 |
118-278 |
|
LOW |
118-240 |
|
0.618 |
118-178 |
|
1.000 |
118-140 |
|
1.618 |
118-078 |
|
2.618 |
117-298 |
|
4.250 |
117-135 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-300 |
118-277 |
| PP |
118-295 |
118-248 |
| S1 |
118-290 |
118-220 |
|