ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-240 |
116-190 |
-0-050 |
-0.1% |
116-240 |
| High |
116-300 |
116-280 |
-0-020 |
-0.1% |
117-220 |
| Low |
116-110 |
116-110 |
0-000 |
0.0% |
116-110 |
| Close |
116-130 |
116-250 |
0-120 |
0.3% |
116-250 |
| Range |
0-190 |
0-170 |
-0-020 |
-10.5% |
1-110 |
| ATR |
0-000 |
0-214 |
0-214 |
|
0-000 |
| Volume |
550 |
183 |
-367 |
-66.7% |
2,625 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-083 |
118-017 |
117-024 |
|
| R3 |
117-233 |
117-167 |
116-297 |
|
| R2 |
117-063 |
117-063 |
116-281 |
|
| R1 |
116-317 |
116-317 |
116-266 |
117-030 |
| PP |
116-213 |
116-213 |
116-213 |
116-230 |
| S1 |
116-147 |
116-147 |
116-234 |
116-180 |
| S2 |
116-043 |
116-043 |
116-219 |
|
| S3 |
115-193 |
115-297 |
116-203 |
|
| S4 |
115-023 |
115-127 |
116-156 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-310 |
120-070 |
117-166 |
|
| R3 |
119-200 |
118-280 |
117-048 |
|
| R2 |
118-090 |
118-090 |
117-009 |
|
| R1 |
117-170 |
117-170 |
116-289 |
117-290 |
| PP |
116-300 |
116-300 |
116-300 |
117-040 |
| S1 |
116-060 |
116-060 |
116-211 |
116-180 |
| S2 |
115-190 |
115-190 |
116-171 |
|
| S3 |
114-080 |
114-270 |
116-132 |
|
| S4 |
112-290 |
113-160 |
116-014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-042 |
|
2.618 |
118-085 |
|
1.618 |
117-235 |
|
1.000 |
117-130 |
|
0.618 |
117-065 |
|
HIGH |
116-280 |
|
0.618 |
116-215 |
|
0.500 |
116-195 |
|
0.382 |
116-175 |
|
LOW |
116-110 |
|
0.618 |
116-005 |
|
1.000 |
115-260 |
|
1.618 |
115-155 |
|
2.618 |
114-305 |
|
4.250 |
114-028 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-232 |
116-265 |
| PP |
116-213 |
116-260 |
| S1 |
116-195 |
116-255 |
|