ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
117-260 |
118-080 |
0-140 |
0.4% |
119-250 |
High |
118-120 |
119-000 |
0-200 |
0.5% |
120-000 |
Low |
117-205 |
118-055 |
0-170 |
0.5% |
117-180 |
Close |
118-065 |
118-250 |
0-185 |
0.5% |
117-270 |
Range |
0-235 |
0-265 |
0-030 |
12.8% |
2-140 |
ATR |
0-222 |
0-225 |
0-003 |
1.4% |
0-000 |
Volume |
1,131,250 |
664,487 |
-466,763 |
-41.3% |
3,637,813 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-043 |
120-252 |
119-076 |
|
R3 |
120-098 |
119-307 |
119-003 |
|
R2 |
119-153 |
119-153 |
118-299 |
|
R1 |
119-042 |
119-042 |
118-274 |
119-098 |
PP |
118-208 |
118-208 |
118-208 |
118-236 |
S1 |
118-097 |
118-097 |
118-226 |
118-152 |
S2 |
117-263 |
117-263 |
118-201 |
|
S3 |
116-318 |
117-152 |
118-177 |
|
S4 |
116-053 |
116-207 |
118-104 |
|
|
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 |
122-166 |
2.618 |
121-054 |
1.618 |
120-109 |
1.000 |
119-265 |
0.618 |
119-164 |
HIGH |
119-000 |
0.618 |
118-219 |
0.500 |
118-188 |
0.382 |
118-156 |
LOW |
118-055 |
0.618 |
117-211 |
1.000 |
117-110 |
1.618 |
116-266 |
2.618 |
116-001 |
4.250 |
114-209 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
118-229 |
118-197 |
PP |
118-208 |
118-143 |
S1 |
118-188 |
118-090 |
|