ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
117-030 |
117-070 |
0-040 |
0.1% |
117-050 |
High |
117-160 |
117-230 |
0-070 |
0.2% |
117-140 |
Low |
117-010 |
117-040 |
0-030 |
0.1% |
116-060 |
Close |
117-060 |
117-210 |
0-150 |
0.4% |
117-010 |
Range |
0-150 |
0-190 |
0-040 |
26.7% |
1-080 |
ATR |
0-211 |
0-210 |
-0-002 |
-0.7% |
0-000 |
Volume |
9,178 |
16,980 |
7,802 |
85.0% |
18,896 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-090 |
119-020 |
117-314 |
|
R3 |
118-220 |
118-150 |
117-262 |
|
R2 |
118-030 |
118-030 |
117-245 |
|
R1 |
117-280 |
117-280 |
117-227 |
117-315 |
PP |
117-160 |
117-160 |
117-160 |
117-178 |
S1 |
117-090 |
117-090 |
117-193 |
117-125 |
S2 |
116-290 |
116-290 |
117-175 |
|
S3 |
116-100 |
116-220 |
117-158 |
|
S4 |
115-230 |
116-030 |
117-106 |
|
|
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 |
120-078 |
2.618 |
119-087 |
1.618 |
118-217 |
1.000 |
118-100 |
0.618 |
118-027 |
HIGH |
117-230 |
0.618 |
117-157 |
0.500 |
117-135 |
0.382 |
117-113 |
LOW |
117-040 |
0.618 |
116-243 |
1.000 |
116-170 |
1.618 |
116-053 |
2.618 |
115-183 |
4.250 |
114-192 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
117-185 |
117-172 |
PP |
117-160 |
117-133 |
S1 |
117-135 |
117-095 |
|