ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-090 |
116-240 |
-0-170 |
-0.5% |
118-040 |
| High |
117-100 |
116-300 |
-0-120 |
-0.3% |
118-140 |
| Low |
116-230 |
116-110 |
-0-120 |
-0.3% |
116-250 |
| Close |
116-260 |
116-130 |
-0-130 |
-0.3% |
116-300 |
| Range |
0-190 |
0-190 |
0-000 |
0.0% |
1-210 |
| ATR |
|
|
|
|
|
| Volume |
399 |
550 |
151 |
37.8% |
14,143 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-110 |
117-310 |
116-234 |
|
| R3 |
117-240 |
117-120 |
116-182 |
|
| R2 |
117-050 |
117-050 |
116-165 |
|
| R1 |
116-250 |
116-250 |
116-147 |
116-215 |
| PP |
116-180 |
116-180 |
116-180 |
116-162 |
| S1 |
116-060 |
116-060 |
116-113 |
116-025 |
| S2 |
115-310 |
115-310 |
116-095 |
|
| S3 |
115-120 |
115-190 |
116-078 |
|
| S4 |
114-250 |
115-000 |
116-026 |
|
|
| 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 |
119-148 |
|
2.618 |
118-157 |
|
1.618 |
117-287 |
|
1.000 |
117-170 |
|
0.618 |
117-097 |
|
HIGH |
116-300 |
|
0.618 |
116-227 |
|
0.500 |
116-205 |
|
0.382 |
116-183 |
|
LOW |
116-110 |
|
0.618 |
115-313 |
|
1.000 |
115-240 |
|
1.618 |
115-123 |
|
2.618 |
114-253 |
|
4.250 |
113-262 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-205 |
117-005 |
| PP |
116-180 |
116-260 |
| S1 |
116-155 |
116-195 |
|