ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
117-070 |
117-170 |
0-100 |
0.3% |
117-050 |
High |
117-230 |
117-210 |
-0-020 |
-0.1% |
117-140 |
Low |
117-040 |
116-280 |
-0-080 |
-0.2% |
116-060 |
Close |
117-210 |
117-170 |
-0-040 |
-0.1% |
117-010 |
Range |
0-190 |
0-250 |
0-060 |
31.6% |
1-080 |
ATR |
0-210 |
0-213 |
0-003 |
1.4% |
0-000 |
Volume |
16,980 |
1,023 |
-15,957 |
-94.0% |
18,896 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-223 |
119-127 |
117-308 |
|
R3 |
118-293 |
118-197 |
117-239 |
|
R2 |
118-043 |
118-043 |
117-216 |
|
R1 |
117-267 |
117-267 |
117-193 |
117-295 |
PP |
117-113 |
117-113 |
117-113 |
117-128 |
S1 |
117-017 |
117-017 |
117-147 |
117-045 |
S2 |
116-183 |
116-183 |
117-124 |
|
S3 |
115-253 |
116-087 |
117-101 |
|
S4 |
115-003 |
115-157 |
117-032 |
|
|
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 |
120-312 |
2.618 |
119-224 |
1.618 |
118-294 |
1.000 |
118-140 |
0.618 |
118-044 |
HIGH |
117-210 |
0.618 |
117-114 |
0.500 |
117-085 |
0.382 |
117-056 |
LOW |
116-280 |
0.618 |
116-126 |
1.000 |
116-030 |
1.618 |
115-196 |
2.618 |
114-266 |
4.250 |
113-178 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
117-142 |
117-145 |
PP |
117-113 |
117-120 |
S1 |
117-085 |
117-095 |
|