ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
116-180 |
116-140 |
-0-040 |
-0.1% |
116-080 |
High |
116-310 |
117-100 |
0-110 |
0.3% |
117-100 |
Low |
116-040 |
116-140 |
0-100 |
0.3% |
115-170 |
Close |
116-110 |
117-080 |
0-290 |
0.8% |
117-080 |
Range |
0-270 |
0-280 |
0-010 |
3.7% |
1-250 |
ATR |
0-232 |
0-237 |
0-006 |
2.4% |
0-000 |
Volume |
3,250 |
3,939 |
689 |
21.2% |
10,083 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-200 |
119-100 |
117-234 |
|
R3 |
118-240 |
118-140 |
117-157 |
|
R2 |
117-280 |
117-280 |
117-131 |
|
R1 |
117-180 |
117-180 |
117-106 |
117-230 |
PP |
117-000 |
117-000 |
117-000 |
117-025 |
S1 |
116-220 |
116-220 |
117-054 |
116-270 |
S2 |
116-040 |
116-040 |
117-029 |
|
S3 |
115-080 |
115-260 |
117-003 |
|
S4 |
114-120 |
114-300 |
116-246 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-013 |
121-137 |
118-074 |
|
R3 |
120-083 |
119-207 |
117-237 |
|
R2 |
118-153 |
118-153 |
117-184 |
|
R1 |
117-277 |
117-277 |
117-132 |
118-055 |
PP |
116-223 |
116-223 |
116-223 |
116-272 |
S1 |
116-027 |
116-027 |
117-028 |
116-125 |
S2 |
114-293 |
114-293 |
116-296 |
|
S3 |
113-043 |
114-097 |
116-243 |
|
S4 |
111-113 |
112-167 |
116-086 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-010 |
2.618 |
119-193 |
1.618 |
118-233 |
1.000 |
118-060 |
0.618 |
117-273 |
HIGH |
117-100 |
0.618 |
116-313 |
0.500 |
116-280 |
0.382 |
116-247 |
LOW |
116-140 |
0.618 |
115-287 |
1.000 |
115-180 |
1.618 |
115-007 |
2.618 |
114-047 |
4.250 |
112-230 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
117-040 |
117-023 |
PP |
117-000 |
116-287 |
S1 |
116-280 |
116-230 |
|