ECBOT 10 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
118-070 |
-0-060 |
-0.2% |
117-170 |
| High |
118-220 |
118-120 |
-0-100 |
-0.3% |
118-220 |
| Low |
118-050 |
117-270 |
-0-100 |
-0.3% |
117-170 |
| Close |
118-090 |
118-100 |
0-010 |
0.0% |
118-090 |
| Range |
0-170 |
0-170 |
0-000 |
0.0% |
1-050 |
| ATR |
0-196 |
0-194 |
-0-002 |
-0.9% |
0-000 |
| Volume |
45,909 |
124,337 |
78,428 |
170.8% |
135,463 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-247 |
119-183 |
118-194 |
|
| R3 |
119-077 |
119-013 |
118-147 |
|
| R2 |
118-227 |
118-227 |
118-131 |
|
| R1 |
118-163 |
118-163 |
118-116 |
118-195 |
| PP |
118-057 |
118-057 |
118-057 |
118-072 |
| S1 |
117-313 |
117-313 |
118-084 |
118-025 |
| S2 |
117-207 |
117-207 |
118-069 |
|
| S3 |
117-037 |
117-143 |
118-053 |
|
| S4 |
116-187 |
116-293 |
118-006 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-203 |
121-037 |
118-294 |
|
| R3 |
120-153 |
119-307 |
118-192 |
|
| R2 |
119-103 |
119-103 |
118-158 |
|
| R1 |
118-257 |
118-257 |
118-124 |
119-020 |
| PP |
118-053 |
118-053 |
118-053 |
118-095 |
| S1 |
117-207 |
117-207 |
118-056 |
117-290 |
| S2 |
117-003 |
117-003 |
118-022 |
|
| S3 |
115-273 |
116-157 |
117-308 |
|
| S4 |
114-223 |
115-107 |
117-206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-202 |
|
2.618 |
119-245 |
|
1.618 |
119-075 |
|
1.000 |
118-290 |
|
0.618 |
118-225 |
|
HIGH |
118-120 |
|
0.618 |
118-055 |
|
0.500 |
118-035 |
|
0.382 |
118-015 |
|
LOW |
117-270 |
|
0.618 |
117-165 |
|
1.000 |
117-100 |
|
1.618 |
116-315 |
|
2.618 |
116-145 |
|
4.250 |
115-188 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-078 |
118-095 |
| PP |
118-057 |
118-090 |
| S1 |
118-035 |
118-085 |
|