ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
120-140 |
120-020 |
-0-120 |
-0.3% |
120-315 |
High |
120-140 |
120-070 |
-0-070 |
-0.2% |
121-070 |
Low |
119-255 |
118-300 |
-0-275 |
-0.7% |
118-300 |
Close |
120-020 |
119-065 |
-0-275 |
-0.7% |
119-065 |
Range |
0-205 |
1-090 |
0-205 |
100.0% |
2-090 |
ATR |
0-203 |
0-218 |
0-015 |
7.3% |
0-000 |
Volume |
59,921 |
56,889 |
-3,032 |
-5.1% |
1,147,281 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-095 |
122-170 |
119-290 |
|
R3 |
122-005 |
121-080 |
119-178 |
|
R2 |
120-235 |
120-235 |
119-140 |
|
R1 |
119-310 |
119-310 |
119-103 |
119-228 |
PP |
119-145 |
119-145 |
119-145 |
119-104 |
S1 |
118-220 |
118-220 |
119-027 |
118-138 |
S2 |
118-055 |
118-055 |
118-310 |
|
S3 |
116-285 |
117-130 |
118-272 |
|
S4 |
115-195 |
116-040 |
118-160 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-202 |
125-063 |
120-146 |
|
R3 |
124-112 |
122-293 |
119-266 |
|
R2 |
122-022 |
122-022 |
119-199 |
|
R1 |
120-203 |
120-203 |
119-132 |
120-068 |
PP |
119-252 |
119-252 |
119-252 |
119-184 |
S1 |
118-113 |
118-113 |
118-318 |
117-298 |
S2 |
117-162 |
117-162 |
118-251 |
|
S3 |
115-072 |
116-023 |
118-184 |
|
S4 |
112-302 |
113-253 |
117-304 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-070 |
118-300 |
2-090 |
1.9% |
0-208 |
0.5% |
12% |
False |
True |
229,456 |
10 |
121-215 |
118-300 |
2-235 |
2.3% |
0-213 |
0.6% |
10% |
False |
True |
611,330 |
20 |
121-215 |
117-315 |
3-220 |
3.1% |
0-199 |
0.5% |
33% |
False |
False |
682,259 |
40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-216 |
0.6% |
49% |
False |
False |
771,698 |
60 |
121-215 |
116-190 |
5-025 |
4.3% |
0-220 |
0.6% |
51% |
False |
False |
783,550 |
80 |
121-215 |
114-070 |
7-145 |
6.3% |
0-228 |
0.6% |
67% |
False |
False |
671,316 |
100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-244 |
0.6% |
71% |
False |
False |
537,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-212 |
2.618 |
123-183 |
1.618 |
122-093 |
1.000 |
121-160 |
0.618 |
121-003 |
HIGH |
120-070 |
0.618 |
119-233 |
0.500 |
119-185 |
0.382 |
119-137 |
LOW |
118-300 |
0.618 |
118-047 |
1.000 |
117-210 |
1.618 |
116-277 |
2.618 |
115-187 |
4.250 |
113-158 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
119-185 |
119-292 |
PP |
119-145 |
119-217 |
S1 |
119-105 |
119-141 |
|