ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
116-140 |
117-050 |
0-230 |
0.6% |
116-080 |
High |
117-100 |
117-110 |
0-010 |
0.0% |
117-100 |
Low |
116-140 |
116-290 |
0-150 |
0.4% |
115-170 |
Close |
117-080 |
117-040 |
-0-040 |
-0.1% |
117-080 |
Range |
0-280 |
0-140 |
-0-140 |
-50.0% |
1-250 |
ATR |
0-237 |
0-230 |
-0-007 |
-2.9% |
0-000 |
Volume |
3,939 |
10,123 |
6,184 |
157.0% |
10,083 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-140 |
118-070 |
117-117 |
|
R3 |
118-000 |
117-250 |
117-078 |
|
R2 |
117-180 |
117-180 |
117-066 |
|
R1 |
117-110 |
117-110 |
117-053 |
117-075 |
PP |
117-040 |
117-040 |
117-040 |
117-022 |
S1 |
116-290 |
116-290 |
117-027 |
116-255 |
S2 |
116-220 |
116-220 |
117-014 |
|
S3 |
116-080 |
116-150 |
117-002 |
|
S4 |
115-260 |
116-010 |
116-283 |
|
|
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 |
119-065 |
2.618 |
118-157 |
1.618 |
118-017 |
1.000 |
117-250 |
0.618 |
117-197 |
HIGH |
117-110 |
0.618 |
117-057 |
0.500 |
117-040 |
0.382 |
117-023 |
LOW |
116-290 |
0.618 |
116-203 |
1.000 |
116-150 |
1.618 |
116-063 |
2.618 |
115-243 |
4.250 |
115-015 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
117-040 |
116-318 |
PP |
117-040 |
116-277 |
S1 |
117-040 |
116-235 |
|