ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
119-050 |
118-235 |
-0-135 |
-0.4% |
119-250 |
High |
119-060 |
118-295 |
-0-085 |
-0.2% |
120-000 |
Low |
118-145 |
117-180 |
-0-285 |
-0.8% |
117-180 |
Close |
118-235 |
117-270 |
-0-285 |
-0.8% |
117-270 |
Range |
0-235 |
1-115 |
0-200 |
85.1% |
2-140 |
ATR |
0-205 |
0-221 |
0-016 |
8.0% |
0-000 |
Volume |
788,070 |
947,876 |
159,806 |
20.3% |
3,637,813 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-060 |
121-120 |
118-189 |
|
R3 |
120-265 |
120-005 |
118-070 |
|
R2 |
119-150 |
119-150 |
118-030 |
|
R1 |
118-210 |
118-210 |
117-310 |
118-122 |
PP |
118-035 |
118-035 |
118-035 |
117-311 |
S1 |
117-095 |
117-095 |
117-230 |
117-008 |
S2 |
116-240 |
116-240 |
117-190 |
|
S3 |
115-125 |
115-300 |
117-150 |
|
S4 |
114-010 |
114-185 |
117-031 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-250 |
124-080 |
119-059 |
|
R3 |
123-110 |
121-260 |
118-164 |
|
R2 |
120-290 |
120-290 |
118-093 |
|
R1 |
119-120 |
119-120 |
118-022 |
118-295 |
PP |
118-150 |
118-150 |
118-150 |
118-078 |
S1 |
116-300 |
116-300 |
117-198 |
116-155 |
S2 |
116-010 |
116-010 |
117-127 |
|
S3 |
113-190 |
114-160 |
117-056 |
|
S4 |
111-050 |
112-020 |
116-161 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-224 |
2.618 |
122-154 |
1.618 |
121-039 |
1.000 |
120-090 |
0.618 |
119-244 |
HIGH |
118-295 |
0.618 |
118-129 |
0.500 |
118-078 |
0.382 |
118-026 |
LOW |
117-180 |
0.618 |
116-231 |
1.000 |
116-065 |
1.618 |
115-116 |
2.618 |
114-001 |
4.250 |
111-251 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
118-078 |
118-190 |
PP |
118-035 |
118-110 |
S1 |
117-312 |
118-030 |
|