ECBOT 10 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-235 |
119-165 |
-0-070 |
-0.2% |
118-315 |
| High |
119-315 |
119-220 |
-0-095 |
-0.2% |
119-315 |
| Low |
119-145 |
119-040 |
-0-105 |
-0.3% |
118-295 |
| Close |
119-180 |
119-200 |
0-020 |
0.1% |
119-180 |
| Range |
0-170 |
0-180 |
0-010 |
5.9% |
1-020 |
| ATR |
0-205 |
0-203 |
-0-002 |
-0.9% |
0-000 |
| Volume |
798,621 |
812,742 |
14,121 |
1.8% |
3,828,050 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-053 |
120-307 |
119-299 |
|
| R3 |
120-193 |
120-127 |
119-250 |
|
| R2 |
120-013 |
120-013 |
119-233 |
|
| R1 |
119-267 |
119-267 |
119-216 |
119-300 |
| PP |
119-153 |
119-153 |
119-153 |
119-170 |
| S1 |
119-087 |
119-087 |
119-184 |
119-120 |
| S2 |
118-293 |
118-293 |
119-167 |
|
| S3 |
118-113 |
118-227 |
119-150 |
|
| S4 |
117-253 |
118-047 |
119-101 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-217 |
122-058 |
120-047 |
|
| R3 |
121-197 |
121-038 |
119-274 |
|
| R2 |
120-177 |
120-177 |
119-242 |
|
| R1 |
120-018 |
120-018 |
119-211 |
120-098 |
| PP |
119-157 |
119-157 |
119-157 |
119-196 |
| S1 |
118-318 |
118-318 |
119-149 |
119-078 |
| S2 |
118-137 |
118-137 |
119-118 |
|
| S3 |
117-117 |
117-298 |
119-086 |
|
| S4 |
116-097 |
116-278 |
118-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-315 |
119-040 |
0-275 |
0.7% |
0-167 |
0.4% |
58% |
False |
True |
802,172 |
| 10 |
119-315 |
118-080 |
1-235 |
1.4% |
0-182 |
0.5% |
79% |
False |
False |
717,635 |
| 20 |
119-315 |
116-315 |
3-000 |
2.5% |
0-211 |
0.6% |
88% |
False |
False |
843,137 |
| 40 |
119-315 |
116-280 |
3-035 |
2.6% |
0-214 |
0.6% |
88% |
False |
False |
829,684 |
| 60 |
119-315 |
116-180 |
3-135 |
2.9% |
0-222 |
0.6% |
89% |
False |
False |
794,975 |
| 80 |
119-315 |
113-060 |
6-255 |
5.7% |
0-237 |
0.6% |
95% |
False |
False |
615,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-025 |
|
2.618 |
121-051 |
|
1.618 |
120-191 |
|
1.000 |
120-080 |
|
0.618 |
120-011 |
|
HIGH |
119-220 |
|
0.618 |
119-151 |
|
0.500 |
119-130 |
|
0.382 |
119-109 |
|
LOW |
119-040 |
|
0.618 |
118-249 |
|
1.000 |
118-180 |
|
1.618 |
118-069 |
|
2.618 |
117-209 |
|
4.250 |
116-235 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-177 |
119-192 |
| PP |
119-153 |
119-185 |
| S1 |
119-130 |
119-178 |
|