ECBOT 10 Year T-Note Future December 2009
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
120-050 |
119-275 |
-0-095 |
-0.2% |
120-315 |
High |
120-100 |
120-010 |
-0-090 |
-0.2% |
121-070 |
Low |
119-250 |
119-050 |
-0-200 |
-0.5% |
118-300 |
Close |
120-010 |
119-165 |
-0-165 |
-0.4% |
119-065 |
Range |
0-170 |
0-280 |
0-110 |
64.7% |
2-090 |
ATR |
0-217 |
0-221 |
0-005 |
2.1% |
0-000 |
Volume |
21,503 |
8,419 |
-13,084 |
-60.8% |
1,147,281 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-062 |
121-233 |
119-319 |
|
R3 |
121-102 |
120-273 |
119-242 |
|
R2 |
120-142 |
120-142 |
119-216 |
|
R1 |
119-313 |
119-313 |
119-191 |
119-248 |
PP |
119-182 |
119-182 |
119-182 |
119-149 |
S1 |
119-033 |
119-033 |
119-139 |
118-288 |
S2 |
118-222 |
118-222 |
119-114 |
|
S3 |
117-262 |
118-073 |
119-088 |
|
S4 |
116-302 |
117-113 |
119-011 |
|
|
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 |
120-115 |
118-300 |
1-135 |
1.2% |
0-264 |
0.7% |
41% |
False |
False |
31,272 |
10 |
121-215 |
118-300 |
2-235 |
2.3% |
0-226 |
0.6% |
21% |
False |
False |
265,150 |
20 |
121-215 |
118-080 |
3-135 |
2.9% |
0-207 |
0.5% |
37% |
False |
False |
522,495 |
40 |
121-215 |
116-280 |
4-255 |
4.0% |
0-214 |
0.6% |
55% |
False |
False |
703,870 |
60 |
121-215 |
116-190 |
5-025 |
4.2% |
0-217 |
0.6% |
58% |
False |
False |
735,174 |
80 |
121-215 |
115-120 |
6-095 |
5.3% |
0-226 |
0.6% |
66% |
False |
False |
672,399 |
100 |
121-215 |
113-060 |
8-155 |
7.1% |
0-240 |
0.6% |
75% |
False |
False |
538,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-240 |
2.618 |
122-103 |
1.618 |
121-143 |
1.000 |
120-290 |
0.618 |
120-183 |
HIGH |
120-010 |
0.618 |
119-223 |
0.500 |
119-190 |
0.382 |
119-157 |
LOW |
119-050 |
0.618 |
118-197 |
1.000 |
118-090 |
1.618 |
117-237 |
2.618 |
116-277 |
4.250 |
115-140 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
119-190 |
119-242 |
PP |
119-182 |
119-217 |
S1 |
119-173 |
119-191 |
|