ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-050 |
117-090 |
0-040 |
0.1% |
118-040 |
| High |
117-220 |
117-100 |
-0-120 |
-0.3% |
118-140 |
| Low |
117-050 |
116-230 |
-0-140 |
-0.4% |
116-250 |
| Close |
117-180 |
116-260 |
-0-240 |
-0.6% |
116-300 |
| Range |
0-170 |
0-190 |
0-020 |
11.8% |
1-210 |
| ATR |
|
|
|
|
|
| Volume |
155 |
399 |
244 |
157.4% |
14,143 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-233 |
118-117 |
117-044 |
|
| R3 |
118-043 |
117-247 |
116-312 |
|
| R2 |
117-173 |
117-173 |
116-295 |
|
| R1 |
117-057 |
117-057 |
116-277 |
117-020 |
| PP |
116-303 |
116-303 |
116-303 |
116-285 |
| S1 |
116-187 |
116-187 |
116-243 |
116-150 |
| S2 |
116-113 |
116-113 |
116-225 |
|
| S3 |
115-243 |
115-317 |
116-208 |
|
| S4 |
115-053 |
115-127 |
116-156 |
|
|
| 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 |
119-268 |
|
2.618 |
118-277 |
|
1.618 |
118-087 |
|
1.000 |
117-290 |
|
0.618 |
117-217 |
|
HIGH |
117-100 |
|
0.618 |
117-027 |
|
0.500 |
117-005 |
|
0.382 |
116-303 |
|
LOW |
116-230 |
|
0.618 |
116-113 |
|
1.000 |
116-040 |
|
1.618 |
115-243 |
|
2.618 |
115-053 |
|
4.250 |
114-062 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-005 |
117-065 |
| PP |
116-303 |
117-023 |
| S1 |
116-282 |
116-302 |
|