ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-200 |
116-280 |
0-080 |
0.2% |
116-240 |
| High |
117-000 |
117-160 |
0-160 |
0.4% |
117-220 |
| Low |
116-190 |
116-260 |
0-070 |
0.2% |
116-110 |
| Close |
116-290 |
117-100 |
0-130 |
0.3% |
116-250 |
| Range |
0-130 |
0-220 |
0-090 |
69.2% |
1-110 |
| ATR |
0-208 |
0-209 |
0-001 |
0.4% |
0-000 |
| Volume |
486 |
585 |
99 |
20.4% |
2,625 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-087 |
118-313 |
117-221 |
|
| R3 |
118-187 |
118-093 |
117-160 |
|
| R2 |
117-287 |
117-287 |
117-140 |
|
| R1 |
117-193 |
117-193 |
117-120 |
117-240 |
| PP |
117-067 |
117-067 |
117-067 |
117-090 |
| S1 |
116-293 |
116-293 |
117-080 |
117-020 |
| S2 |
116-167 |
116-167 |
117-060 |
|
| S3 |
115-267 |
116-073 |
117-040 |
|
| S4 |
115-047 |
115-173 |
116-299 |
|
|
| 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 |
120-135 |
|
2.618 |
119-096 |
|
1.618 |
118-196 |
|
1.000 |
118-060 |
|
0.618 |
117-296 |
|
HIGH |
117-160 |
|
0.618 |
117-076 |
|
0.500 |
117-050 |
|
0.382 |
117-024 |
|
LOW |
116-260 |
|
0.618 |
116-124 |
|
1.000 |
116-040 |
|
1.618 |
115-224 |
|
2.618 |
115-004 |
|
4.250 |
113-285 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-083 |
117-058 |
| PP |
117-067 |
117-017 |
| S1 |
117-050 |
116-295 |
|