ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
116-270 |
116-180 |
-0-090 |
-0.2% |
116-080 |
High |
116-280 |
116-250 |
-0-030 |
-0.1% |
117-100 |
Low |
116-060 |
116-120 |
0-060 |
0.2% |
115-170 |
Close |
116-140 |
116-220 |
0-080 |
0.2% |
117-080 |
Range |
0-220 |
0-130 |
-0-090 |
-40.9% |
1-250 |
ATR |
0-232 |
0-224 |
-0-007 |
-3.1% |
0-000 |
Volume |
931 |
1,447 |
516 |
55.4% |
10,083 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-267 |
117-213 |
116-292 |
|
R3 |
117-137 |
117-083 |
116-256 |
|
R2 |
117-007 |
117-007 |
116-244 |
|
R1 |
116-273 |
116-273 |
116-232 |
116-300 |
PP |
116-197 |
116-197 |
116-197 |
116-210 |
S1 |
116-143 |
116-143 |
116-208 |
116-170 |
S2 |
116-067 |
116-067 |
116-196 |
|
S3 |
115-257 |
116-013 |
116-184 |
|
S4 |
115-127 |
115-203 |
116-148 |
|
|
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 |
118-162 |
2.618 |
117-270 |
1.618 |
117-140 |
1.000 |
117-060 |
0.618 |
117-010 |
HIGH |
116-250 |
0.618 |
116-200 |
0.500 |
116-185 |
0.382 |
116-170 |
LOW |
116-120 |
0.618 |
116-040 |
1.000 |
115-310 |
1.618 |
115-230 |
2.618 |
115-100 |
4.250 |
114-208 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
116-208 |
116-260 |
PP |
116-197 |
116-247 |
S1 |
116-185 |
116-233 |
|