ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
116-210 |
117-030 |
0-140 |
0.4% |
117-050 |
High |
117-080 |
117-090 |
0-010 |
0.0% |
117-140 |
Low |
116-200 |
116-280 |
0-080 |
0.2% |
116-060 |
Close |
117-010 |
117-040 |
0-030 |
0.1% |
117-010 |
Range |
0-200 |
0-130 |
-0-070 |
-35.0% |
1-080 |
ATR |
0-223 |
0-216 |
-0-007 |
-3.0% |
0-000 |
Volume |
5,585 |
1,605 |
-3,980 |
-71.3% |
18,896 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-100 |
118-040 |
117-112 |
|
R3 |
117-290 |
117-230 |
117-076 |
|
R2 |
117-160 |
117-160 |
117-064 |
|
R1 |
117-100 |
117-100 |
117-052 |
117-130 |
PP |
117-030 |
117-030 |
117-030 |
117-045 |
S1 |
116-290 |
116-290 |
117-028 |
117-000 |
S2 |
116-220 |
116-220 |
117-016 |
|
S3 |
116-090 |
116-160 |
117-004 |
|
S4 |
115-280 |
116-030 |
116-288 |
|
|
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 |
119-002 |
2.618 |
118-110 |
1.618 |
117-300 |
1.000 |
117-220 |
0.618 |
117-170 |
HIGH |
117-090 |
0.618 |
117-040 |
0.500 |
117-025 |
0.382 |
117-010 |
LOW |
116-280 |
0.618 |
116-200 |
1.000 |
116-150 |
1.618 |
116-070 |
2.618 |
115-260 |
4.250 |
115-048 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
117-035 |
117-008 |
PP |
117-030 |
116-297 |
S1 |
117-025 |
116-265 |
|