ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
117-160 |
117-170 |
0-010 |
0.0% |
117-030 |
High |
117-210 |
118-110 |
0-220 |
0.6% |
117-230 |
Low |
117-120 |
117-170 |
0-050 |
0.1% |
116-280 |
Close |
117-180 |
118-110 |
0-250 |
0.7% |
117-180 |
Range |
0-090 |
0-260 |
0-170 |
188.9% |
0-270 |
ATR |
0-204 |
0-208 |
0-004 |
2.0% |
0-000 |
Volume |
9,615 |
6,272 |
-3,343 |
-34.8% |
38,401 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-163 |
120-077 |
118-253 |
|
R3 |
119-223 |
119-137 |
118-182 |
|
R2 |
118-283 |
118-283 |
118-158 |
|
R1 |
118-197 |
118-197 |
118-134 |
118-240 |
PP |
118-023 |
118-023 |
118-023 |
118-045 |
S1 |
117-257 |
117-257 |
118-086 |
117-300 |
S2 |
117-083 |
117-083 |
118-062 |
|
S3 |
116-143 |
116-317 |
118-038 |
|
S4 |
115-203 |
116-057 |
117-287 |
|
|
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 |
121-255 |
2.618 |
120-151 |
1.618 |
119-211 |
1.000 |
119-050 |
0.618 |
118-271 |
HIGH |
118-110 |
0.618 |
118-011 |
0.500 |
117-300 |
0.382 |
117-269 |
LOW |
117-170 |
0.618 |
117-009 |
1.000 |
116-230 |
1.618 |
116-069 |
2.618 |
115-129 |
4.250 |
114-025 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
118-067 |
118-032 |
PP |
118-023 |
117-273 |
S1 |
117-300 |
117-195 |
|