ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
118-235 |
117-260 |
-0-295 |
-0.8% |
119-250 |
High |
118-295 |
118-120 |
-0-175 |
-0.5% |
120-000 |
Low |
117-180 |
117-205 |
0-025 |
0.1% |
117-180 |
Close |
117-270 |
118-065 |
0-115 |
0.3% |
117-270 |
Range |
1-115 |
0-235 |
-0-200 |
-46.0% |
2-140 |
ATR |
0-221 |
0-222 |
0-001 |
0.5% |
0-000 |
Volume |
947,876 |
1,131,250 |
183,374 |
19.3% |
3,637,813 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-088 |
119-312 |
118-194 |
|
R3 |
119-173 |
119-077 |
118-130 |
|
R2 |
118-258 |
118-258 |
118-108 |
|
R1 |
118-162 |
118-162 |
118-087 |
118-210 |
PP |
118-023 |
118-023 |
118-023 |
118-048 |
S1 |
117-247 |
117-247 |
118-043 |
117-295 |
S2 |
117-108 |
117-108 |
118-022 |
|
S3 |
116-193 |
117-012 |
118-000 |
|
S4 |
115-278 |
116-097 |
117-256 |
|
|
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 |
121-159 |
2.618 |
120-095 |
1.618 |
119-180 |
1.000 |
119-035 |
0.618 |
118-265 |
HIGH |
118-120 |
0.618 |
118-030 |
0.500 |
118-002 |
0.382 |
117-295 |
LOW |
117-205 |
0.618 |
117-060 |
1.000 |
116-290 |
1.618 |
116-145 |
2.618 |
115-230 |
4.250 |
114-166 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
118-044 |
118-120 |
PP |
118-023 |
118-102 |
S1 |
118-002 |
118-083 |
|