ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
120-020 |
119-010 |
-1-010 |
-0.9% |
120-315 |
High |
120-070 |
119-235 |
-0-155 |
-0.4% |
121-070 |
Low |
118-300 |
119-010 |
0-030 |
0.1% |
118-300 |
Close |
119-065 |
119-185 |
0-120 |
0.3% |
119-065 |
Range |
1-090 |
0-225 |
-0-185 |
-45.1% |
2-090 |
ATR |
0-218 |
0-218 |
0-001 |
0.2% |
0-000 |
Volume |
56,889 |
51,589 |
-5,300 |
-9.3% |
1,147,281 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-178 |
121-087 |
119-309 |
|
R3 |
120-273 |
120-182 |
119-247 |
|
R2 |
120-048 |
120-048 |
119-226 |
|
R1 |
119-277 |
119-277 |
119-206 |
120-002 |
PP |
119-143 |
119-143 |
119-143 |
119-166 |
S1 |
119-052 |
119-052 |
119-164 |
119-098 |
S2 |
118-238 |
118-238 |
119-144 |
|
S3 |
118-013 |
118-147 |
119-123 |
|
S4 |
117-108 |
117-242 |
119-061 |
|
|
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 |
121-065 |
118-300 |
2-085 |
1.9% |
0-229 |
0.6% |
28% |
False |
False |
98,607 |
10 |
121-215 |
118-300 |
2-235 |
2.3% |
0-218 |
0.6% |
23% |
False |
False |
536,626 |
20 |
121-215 |
118-070 |
3-145 |
2.9% |
0-199 |
0.5% |
39% |
False |
False |
646,728 |
40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-212 |
0.6% |
56% |
False |
False |
750,187 |
60 |
121-215 |
116-190 |
5-025 |
4.2% |
0-220 |
0.6% |
59% |
False |
False |
770,777 |
80 |
121-215 |
115-110 |
6-105 |
5.3% |
0-225 |
0.6% |
67% |
False |
False |
671,925 |
100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-244 |
0.6% |
75% |
False |
False |
537,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-231 |
2.618 |
121-184 |
1.618 |
120-279 |
1.000 |
120-140 |
0.618 |
120-054 |
HIGH |
119-235 |
0.618 |
119-149 |
0.500 |
119-122 |
0.382 |
119-096 |
LOW |
119-010 |
0.618 |
118-191 |
1.000 |
118-105 |
1.618 |
117-286 |
2.618 |
117-061 |
4.250 |
116-014 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
119-164 |
119-220 |
PP |
119-143 |
119-208 |
S1 |
119-122 |
119-197 |
|