ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-180 |
116-210 |
0-030 |
0.1% |
117-050 |
| High |
116-250 |
117-080 |
0-150 |
0.4% |
117-140 |
| Low |
116-120 |
116-200 |
0-080 |
0.2% |
116-060 |
| Close |
116-220 |
117-010 |
0-110 |
0.3% |
117-010 |
| Range |
0-130 |
0-200 |
0-070 |
53.8% |
1-080 |
| ATR |
0-224 |
0-223 |
-0-002 |
-0.8% |
0-000 |
| Volume |
1,447 |
5,585 |
4,138 |
286.0% |
18,896 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-270 |
118-180 |
117-120 |
|
| R3 |
118-070 |
117-300 |
117-065 |
|
| R2 |
117-190 |
117-190 |
117-047 |
|
| R1 |
117-100 |
117-100 |
117-028 |
117-145 |
| PP |
116-310 |
116-310 |
116-310 |
117-012 |
| S1 |
116-220 |
116-220 |
116-312 |
116-265 |
| S2 |
116-110 |
116-110 |
116-293 |
|
| S3 |
115-230 |
116-020 |
116-275 |
|
| S4 |
115-030 |
115-140 |
116-220 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-203 |
120-027 |
117-230 |
|
| R3 |
119-123 |
118-267 |
117-120 |
|
| R2 |
118-043 |
118-043 |
117-083 |
|
| R1 |
117-187 |
117-187 |
117-047 |
117-075 |
| PP |
116-283 |
116-283 |
116-283 |
116-228 |
| S1 |
116-107 |
116-107 |
116-293 |
115-315 |
| S2 |
115-203 |
115-203 |
116-257 |
|
| S3 |
114-123 |
115-027 |
116-220 |
|
| S4 |
113-043 |
113-267 |
116-110 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-290 |
|
2.618 |
118-284 |
|
1.618 |
118-084 |
|
1.000 |
117-280 |
|
0.618 |
117-204 |
|
HIGH |
117-080 |
|
0.618 |
117-004 |
|
0.500 |
116-300 |
|
0.382 |
116-276 |
|
LOW |
116-200 |
|
0.618 |
116-076 |
|
1.000 |
116-000 |
|
1.618 |
115-196 |
|
2.618 |
114-316 |
|
4.250 |
113-310 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-000 |
116-297 |
| PP |
116-310 |
116-263 |
| S1 |
116-300 |
116-230 |
|