ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
118-110 |
118-050 |
-0-060 |
-0.2% |
117-030 |
High |
118-150 |
118-180 |
0-030 |
0.1% |
117-230 |
Low |
118-010 |
118-020 |
0-010 |
0.0% |
116-280 |
Close |
118-030 |
118-100 |
0-070 |
0.2% |
117-180 |
Range |
0-140 |
0-160 |
0-020 |
14.3% |
0-270 |
ATR |
0-201 |
0-198 |
-0-003 |
-1.4% |
0-000 |
Volume |
30,700 |
35,514 |
4,814 |
15.7% |
38,401 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-260 |
119-180 |
118-188 |
|
R3 |
119-100 |
119-020 |
118-144 |
|
R2 |
118-260 |
118-260 |
118-129 |
|
R1 |
118-180 |
118-180 |
118-115 |
118-220 |
PP |
118-100 |
118-100 |
118-100 |
118-120 |
S1 |
118-020 |
118-020 |
118-085 |
118-060 |
S2 |
117-260 |
117-260 |
118-071 |
|
S3 |
117-100 |
117-180 |
118-056 |
|
S4 |
116-260 |
117-020 |
118-012 |
|
|
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 |
120-220 |
2.618 |
119-279 |
1.618 |
119-119 |
1.000 |
119-020 |
0.618 |
118-279 |
HIGH |
118-180 |
0.618 |
118-119 |
0.500 |
118-100 |
0.382 |
118-081 |
LOW |
118-020 |
0.618 |
117-241 |
1.000 |
117-180 |
1.618 |
117-081 |
2.618 |
116-241 |
4.250 |
115-300 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
118-100 |
118-095 |
PP |
118-100 |
118-090 |
S1 |
118-100 |
118-085 |
|