ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
116-270 |
116-230 |
-0-040 |
-0.1% |
116-240 |
High |
117-120 |
116-270 |
-0-170 |
-0.5% |
117-220 |
Low |
116-180 |
116-120 |
-0-060 |
-0.2% |
116-110 |
Close |
116-220 |
116-200 |
-0-020 |
-0.1% |
116-250 |
Range |
0-260 |
0-150 |
-0-110 |
-42.3% |
1-110 |
ATR |
0-213 |
0-208 |
-0-004 |
-2.1% |
0-000 |
Volume |
38 |
108 |
70 |
184.2% |
2,625 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-007 |
117-253 |
116-282 |
|
R3 |
117-177 |
117-103 |
116-241 |
|
R2 |
117-027 |
117-027 |
116-228 |
|
R1 |
116-273 |
116-273 |
116-214 |
116-235 |
PP |
116-197 |
116-197 |
116-197 |
116-178 |
S1 |
116-123 |
116-123 |
116-186 |
116-085 |
S2 |
116-047 |
116-047 |
116-172 |
|
S3 |
115-217 |
115-293 |
116-159 |
|
S4 |
115-067 |
115-143 |
116-118 |
|
|
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 |
118-268 |
2.618 |
118-023 |
1.618 |
117-193 |
1.000 |
117-100 |
0.618 |
117-043 |
HIGH |
116-270 |
0.618 |
116-213 |
0.500 |
116-195 |
0.382 |
116-177 |
LOW |
116-120 |
0.618 |
116-027 |
1.000 |
115-290 |
1.618 |
115-197 |
2.618 |
115-047 |
4.250 |
114-122 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
116-198 |
116-300 |
PP |
116-197 |
116-267 |
S1 |
116-195 |
116-233 |
|