ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
116-240 |
117-050 |
0-130 |
0.3% |
118-040 |
High |
117-130 |
117-220 |
0-090 |
0.2% |
118-140 |
Low |
116-240 |
117-050 |
0-130 |
0.3% |
116-250 |
Close |
117-070 |
117-180 |
0-110 |
0.3% |
116-300 |
Range |
0-210 |
0-170 |
-0-040 |
-19.0% |
1-210 |
ATR |
|
|
|
|
|
Volume |
1,338 |
155 |
-1,183 |
-88.4% |
14,143 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-020 |
118-270 |
117-274 |
|
R3 |
118-170 |
118-100 |
117-227 |
|
R2 |
118-000 |
118-000 |
117-211 |
|
R1 |
117-250 |
117-250 |
117-196 |
117-285 |
PP |
117-150 |
117-150 |
117-150 |
117-168 |
S1 |
117-080 |
117-080 |
117-164 |
117-115 |
S2 |
116-300 |
116-300 |
117-149 |
|
S3 |
116-130 |
116-230 |
117-133 |
|
S4 |
115-280 |
116-060 |
117-086 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-113 |
121-097 |
117-272 |
|
R3 |
120-223 |
119-207 |
117-126 |
|
R2 |
119-013 |
119-013 |
117-077 |
|
R1 |
117-317 |
117-317 |
117-029 |
117-220 |
PP |
117-123 |
117-123 |
117-123 |
117-075 |
S1 |
116-107 |
116-107 |
116-251 |
116-010 |
S2 |
115-233 |
115-233 |
116-203 |
|
S3 |
114-023 |
114-217 |
116-154 |
|
S4 |
112-133 |
113-007 |
116-008 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-302 |
2.618 |
119-025 |
1.618 |
118-175 |
1.000 |
118-070 |
0.618 |
118-005 |
HIGH |
117-220 |
0.618 |
117-155 |
0.500 |
117-135 |
0.382 |
117-115 |
LOW |
117-050 |
0.618 |
116-265 |
1.000 |
116-200 |
1.618 |
116-095 |
2.618 |
115-245 |
4.250 |
114-288 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
117-165 |
117-153 |
PP |
117-150 |
117-127 |
S1 |
117-135 |
117-100 |
|