ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
118-060 |
118-110 |
0-050 |
0.1% |
117-030 |
High |
118-160 |
118-150 |
-0-010 |
0.0% |
117-230 |
Low |
117-310 |
118-010 |
0-020 |
0.1% |
116-280 |
Close |
118-130 |
118-030 |
-0-100 |
-0.3% |
117-180 |
Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
0-270 |
ATR |
0-205 |
0-201 |
-0-005 |
-2.3% |
0-000 |
Volume |
17,068 |
30,700 |
13,632 |
79.9% |
38,401 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-163 |
119-077 |
118-107 |
|
R3 |
119-023 |
118-257 |
118-068 |
|
R2 |
118-203 |
118-203 |
118-056 |
|
R1 |
118-117 |
118-117 |
118-043 |
118-090 |
PP |
118-063 |
118-063 |
118-063 |
118-050 |
S1 |
117-297 |
117-297 |
118-017 |
117-270 |
S2 |
117-243 |
117-243 |
118-004 |
|
S3 |
117-103 |
117-157 |
117-312 |
|
S4 |
116-283 |
117-017 |
117-273 |
|
|
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 |
120-105 |
2.618 |
119-197 |
1.618 |
119-057 |
1.000 |
118-290 |
0.618 |
118-237 |
HIGH |
118-150 |
0.618 |
118-097 |
0.500 |
118-080 |
0.382 |
118-063 |
LOW |
118-010 |
0.618 |
117-243 |
1.000 |
117-190 |
1.618 |
117-103 |
2.618 |
116-283 |
4.250 |
116-055 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
118-080 |
118-022 |
PP |
118-063 |
118-013 |
S1 |
118-047 |
118-005 |
|