ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-230 |
116-070 |
-0-160 |
-0.4% |
116-200 |
| High |
116-270 |
116-120 |
-0-150 |
-0.4% |
117-160 |
| Low |
116-120 |
116-010 |
-0-110 |
-0.3% |
116-010 |
| Close |
116-200 |
116-080 |
-0-120 |
-0.3% |
116-080 |
| Range |
0-150 |
0-110 |
-0-040 |
-26.7% |
1-150 |
| ATR |
0-208 |
0-207 |
-0-001 |
-0.6% |
0-000 |
| Volume |
108 |
9 |
-99 |
-91.7% |
1,226 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-080 |
117-030 |
116-140 |
|
| R3 |
116-290 |
116-240 |
116-110 |
|
| R2 |
116-180 |
116-180 |
116-100 |
|
| R1 |
116-130 |
116-130 |
116-090 |
116-155 |
| PP |
116-070 |
116-070 |
116-070 |
116-082 |
| S1 |
116-020 |
116-020 |
116-070 |
116-045 |
| S2 |
115-280 |
115-280 |
116-060 |
|
| S3 |
115-170 |
115-230 |
116-050 |
|
| S4 |
115-060 |
115-120 |
116-020 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-000 |
120-030 |
117-018 |
|
| R3 |
119-170 |
118-200 |
116-209 |
|
| R2 |
118-020 |
118-020 |
116-166 |
|
| R1 |
117-050 |
117-050 |
116-123 |
116-280 |
| PP |
116-190 |
116-190 |
116-190 |
116-145 |
| S1 |
115-220 |
115-220 |
116-037 |
115-130 |
| S2 |
115-040 |
115-040 |
115-314 |
|
| S3 |
113-210 |
114-070 |
115-271 |
|
| S4 |
112-060 |
112-240 |
115-142 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-268 |
|
2.618 |
117-088 |
|
1.618 |
116-298 |
|
1.000 |
116-230 |
|
0.618 |
116-188 |
|
HIGH |
116-120 |
|
0.618 |
116-078 |
|
0.500 |
116-065 |
|
0.382 |
116-052 |
|
LOW |
116-010 |
|
0.618 |
115-262 |
|
1.000 |
115-220 |
|
1.618 |
115-152 |
|
2.618 |
115-042 |
|
4.250 |
114-182 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-075 |
116-225 |
| PP |
116-070 |
116-177 |
| S1 |
116-065 |
116-128 |
|