ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
117-170 |
117-160 |
-0-010 |
0.0% |
117-030 |
High |
117-210 |
117-210 |
0-000 |
0.0% |
117-230 |
Low |
116-280 |
117-120 |
0-160 |
0.4% |
116-280 |
Close |
117-170 |
117-180 |
0-010 |
0.0% |
117-180 |
Range |
0-250 |
0-090 |
-0-160 |
-64.0% |
0-270 |
ATR |
0-213 |
0-204 |
-0-009 |
-4.1% |
0-000 |
Volume |
1,023 |
9,615 |
8,592 |
839.9% |
38,401 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-120 |
118-080 |
117-230 |
|
R3 |
118-030 |
117-310 |
117-205 |
|
R2 |
117-260 |
117-260 |
117-196 |
|
R1 |
117-220 |
117-220 |
117-188 |
117-240 |
PP |
117-170 |
117-170 |
117-170 |
117-180 |
S1 |
117-130 |
117-130 |
117-172 |
117-150 |
S2 |
117-080 |
117-080 |
117-164 |
|
S3 |
116-310 |
117-040 |
117-155 |
|
S4 |
116-220 |
116-270 |
117-130 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-293 |
119-187 |
118-008 |
|
R3 |
119-023 |
118-237 |
117-254 |
|
R2 |
118-073 |
118-073 |
117-230 |
|
R1 |
117-287 |
117-287 |
117-205 |
118-020 |
PP |
117-123 |
117-123 |
117-123 |
117-150 |
S1 |
117-017 |
117-017 |
117-155 |
117-070 |
S2 |
116-173 |
116-173 |
117-130 |
|
S3 |
115-223 |
116-067 |
117-106 |
|
S4 |
114-273 |
115-117 |
117-032 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-272 |
2.618 |
118-126 |
1.618 |
118-036 |
1.000 |
117-300 |
0.618 |
117-266 |
HIGH |
117-210 |
0.618 |
117-176 |
0.500 |
117-165 |
0.382 |
117-154 |
LOW |
117-120 |
0.618 |
117-064 |
1.000 |
117-030 |
1.618 |
116-294 |
2.618 |
116-204 |
4.250 |
116-058 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
117-175 |
117-152 |
PP |
117-170 |
117-123 |
S1 |
117-165 |
117-095 |
|