ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
115-270 |
116-120 |
0-170 |
0.5% |
116-200 |
High |
116-180 |
117-020 |
0-160 |
0.4% |
117-160 |
Low |
115-240 |
116-120 |
0-200 |
0.5% |
116-010 |
Close |
116-170 |
116-280 |
0-110 |
0.3% |
116-080 |
Range |
0-260 |
0-220 |
-0-040 |
-15.4% |
1-150 |
ATR |
0-230 |
0-229 |
-0-001 |
-0.3% |
0-000 |
Volume |
470 |
1,660 |
1,190 |
253.2% |
1,226 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-267 |
118-173 |
117-081 |
|
R3 |
118-047 |
117-273 |
117-020 |
|
R2 |
117-147 |
117-147 |
117-000 |
|
R1 |
117-053 |
117-053 |
116-300 |
117-100 |
PP |
116-247 |
116-247 |
116-247 |
116-270 |
S1 |
116-153 |
116-153 |
116-260 |
116-200 |
S2 |
116-027 |
116-027 |
116-240 |
|
S3 |
115-127 |
115-253 |
116-220 |
|
S4 |
114-227 |
115-033 |
116-159 |
|
|
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 |
119-315 |
2.618 |
118-276 |
1.618 |
118-056 |
1.000 |
117-240 |
0.618 |
117-156 |
HIGH |
117-020 |
0.618 |
116-256 |
0.500 |
116-230 |
0.382 |
116-204 |
LOW |
116-120 |
0.618 |
115-304 |
1.000 |
115-220 |
1.618 |
115-084 |
2.618 |
114-184 |
4.250 |
113-145 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
116-263 |
116-218 |
PP |
116-247 |
116-157 |
S1 |
116-230 |
116-095 |
|