ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
116-190 |
116-200 |
0-010 |
0.0% |
116-240 |
High |
116-280 |
117-000 |
0-040 |
0.1% |
117-220 |
Low |
116-110 |
116-190 |
0-080 |
0.2% |
116-110 |
Close |
116-250 |
116-290 |
0-040 |
0.1% |
116-250 |
Range |
0-170 |
0-130 |
-0-040 |
-23.5% |
1-110 |
ATR |
0-214 |
0-208 |
-0-006 |
-2.8% |
0-000 |
Volume |
183 |
486 |
303 |
165.6% |
2,625 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-017 |
117-283 |
117-042 |
|
R3 |
117-207 |
117-153 |
117-006 |
|
R2 |
117-077 |
117-077 |
116-314 |
|
R1 |
117-023 |
117-023 |
116-302 |
117-050 |
PP |
116-267 |
116-267 |
116-267 |
116-280 |
S1 |
116-213 |
116-213 |
116-278 |
116-240 |
S2 |
116-137 |
116-137 |
116-266 |
|
S3 |
116-007 |
116-083 |
116-254 |
|
S4 |
115-197 |
115-273 |
116-218 |
|
|
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 |
118-232 |
2.618 |
118-020 |
1.618 |
117-210 |
1.000 |
117-130 |
0.618 |
117-080 |
HIGH |
117-000 |
0.618 |
116-270 |
0.500 |
116-255 |
0.382 |
116-240 |
LOW |
116-190 |
0.618 |
116-110 |
1.000 |
116-060 |
1.618 |
115-300 |
2.618 |
115-170 |
4.250 |
114-278 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
116-278 |
116-265 |
PP |
116-267 |
116-240 |
S1 |
116-255 |
116-215 |
|