ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-050 |
117-060 |
0-010 |
0.0% |
116-080 |
| High |
117-110 |
117-140 |
0-030 |
0.1% |
117-100 |
| Low |
116-290 |
116-200 |
-0-090 |
-0.2% |
115-170 |
| Close |
117-040 |
116-250 |
-0-110 |
-0.3% |
117-080 |
| Range |
0-140 |
0-260 |
0-120 |
85.7% |
1-250 |
| ATR |
0-230 |
0-233 |
0-002 |
0.9% |
0-000 |
| Volume |
10,123 |
810 |
-9,313 |
-92.0% |
10,083 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-123 |
118-287 |
117-073 |
|
| R3 |
118-183 |
118-027 |
117-002 |
|
| R2 |
117-243 |
117-243 |
116-298 |
|
| R1 |
117-087 |
117-087 |
116-274 |
117-035 |
| PP |
116-303 |
116-303 |
116-303 |
116-278 |
| S1 |
116-147 |
116-147 |
116-226 |
116-095 |
| S2 |
116-043 |
116-043 |
116-202 |
|
| S3 |
115-103 |
115-207 |
116-178 |
|
| S4 |
114-163 |
114-267 |
116-107 |
|
|
| 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 |
120-285 |
|
2.618 |
119-181 |
|
1.618 |
118-241 |
|
1.000 |
118-080 |
|
0.618 |
117-301 |
|
HIGH |
117-140 |
|
0.618 |
117-041 |
|
0.500 |
117-010 |
|
0.382 |
116-299 |
|
LOW |
116-200 |
|
0.618 |
116-039 |
|
1.000 |
115-260 |
|
1.618 |
115-099 |
|
2.618 |
114-159 |
|
4.250 |
113-055 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-010 |
116-300 |
| PP |
116-303 |
116-283 |
| S1 |
116-277 |
116-267 |
|