ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
117-170 |
118-060 |
0-210 |
0.6% |
117-030 |
High |
118-110 |
118-160 |
0-050 |
0.1% |
117-230 |
Low |
117-170 |
117-310 |
0-140 |
0.4% |
116-280 |
Close |
118-110 |
118-130 |
0-020 |
0.1% |
117-180 |
Range |
0-260 |
0-170 |
-0-090 |
-34.6% |
0-270 |
ATR |
0-208 |
0-205 |
-0-003 |
-1.3% |
0-000 |
Volume |
6,272 |
17,068 |
10,796 |
172.1% |
38,401 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-283 |
119-217 |
118-224 |
|
R3 |
119-113 |
119-047 |
118-177 |
|
R2 |
118-263 |
118-263 |
118-161 |
|
R1 |
118-197 |
118-197 |
118-146 |
118-230 |
PP |
118-093 |
118-093 |
118-093 |
118-110 |
S1 |
118-027 |
118-027 |
118-114 |
118-060 |
S2 |
117-243 |
117-243 |
118-099 |
|
S3 |
117-073 |
117-177 |
118-083 |
|
S4 |
116-223 |
117-007 |
118-036 |
|
|
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 |
120-242 |
2.618 |
119-285 |
1.618 |
119-115 |
1.000 |
119-010 |
0.618 |
118-265 |
HIGH |
118-160 |
0.618 |
118-095 |
0.500 |
118-075 |
0.382 |
118-055 |
LOW |
117-310 |
0.618 |
117-205 |
1.000 |
117-140 |
1.618 |
117-035 |
2.618 |
116-185 |
4.250 |
115-228 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
118-112 |
118-080 |
PP |
118-093 |
118-030 |
S1 |
118-075 |
117-300 |
|