ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
119-215 |
120-050 |
0-155 |
0.4% |
120-315 |
High |
120-115 |
120-100 |
-0-015 |
0.0% |
121-070 |
Low |
119-200 |
119-250 |
0-050 |
0.1% |
118-300 |
Close |
120-045 |
120-010 |
-0-035 |
-0.1% |
119-065 |
Range |
0-235 |
0-170 |
-0-065 |
-27.7% |
2-090 |
ATR |
0-220 |
0-217 |
-0-004 |
-1.6% |
0-000 |
Volume |
17,961 |
21,503 |
3,542 |
19.7% |
1,147,281 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-203 |
121-117 |
120-104 |
|
R3 |
121-033 |
120-267 |
120-057 |
|
R2 |
120-183 |
120-183 |
120-041 |
|
R1 |
120-097 |
120-097 |
120-026 |
120-055 |
PP |
120-013 |
120-013 |
120-013 |
119-312 |
S1 |
119-247 |
119-247 |
119-314 |
119-205 |
S2 |
119-163 |
119-163 |
119-299 |
|
S3 |
118-313 |
119-077 |
119-283 |
|
S4 |
118-143 |
118-227 |
119-236 |
|
|
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 |
120-140 |
118-300 |
1-160 |
1.2% |
0-249 |
0.6% |
73% |
False |
False |
41,572 |
10 |
121-215 |
118-300 |
2-235 |
2.3% |
0-220 |
0.6% |
40% |
False |
False |
373,326 |
20 |
121-215 |
118-080 |
3-135 |
2.9% |
0-204 |
0.5% |
52% |
False |
False |
560,911 |
40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-213 |
0.6% |
66% |
False |
False |
721,122 |
60 |
121-215 |
116-190 |
5-025 |
4.2% |
0-218 |
0.6% |
68% |
False |
False |
748,287 |
80 |
121-215 |
115-120 |
6-095 |
5.2% |
0-224 |
0.6% |
74% |
False |
False |
672,352 |
100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-242 |
0.6% |
81% |
False |
False |
538,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-182 |
2.618 |
121-225 |
1.618 |
121-055 |
1.000 |
120-270 |
0.618 |
120-205 |
HIGH |
120-100 |
0.618 |
120-035 |
0.500 |
120-015 |
0.382 |
119-315 |
LOW |
119-250 |
0.618 |
119-145 |
1.000 |
119-080 |
1.618 |
118-295 |
2.618 |
118-125 |
4.250 |
117-168 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
120-015 |
119-294 |
PP |
120-013 |
119-258 |
S1 |
120-012 |
119-222 |
|