ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
118-080 |
118-250 |
0-170 |
0.4% |
119-250 |
High |
119-000 |
118-305 |
-0-015 |
0.0% |
120-000 |
Low |
118-055 |
118-145 |
0-090 |
0.2% |
117-180 |
Close |
118-250 |
118-205 |
-0-045 |
-0.1% |
117-270 |
Range |
0-265 |
0-160 |
-0-105 |
-39.6% |
2-140 |
ATR |
0-225 |
0-220 |
-0-005 |
-2.1% |
0-000 |
Volume |
664,487 |
834,707 |
170,220 |
25.6% |
3,637,813 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-058 |
119-292 |
118-293 |
|
R3 |
119-218 |
119-132 |
118-249 |
|
R2 |
119-058 |
119-058 |
118-234 |
|
R1 |
118-292 |
118-292 |
118-220 |
118-255 |
PP |
118-218 |
118-218 |
118-218 |
118-200 |
S1 |
118-132 |
118-132 |
118-190 |
118-095 |
S2 |
118-058 |
118-058 |
118-176 |
|
S3 |
117-218 |
117-292 |
118-161 |
|
S4 |
117-058 |
117-132 |
118-117 |
|
|
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 |
121-025 |
2.618 |
120-084 |
1.618 |
119-244 |
1.000 |
119-145 |
0.618 |
119-084 |
HIGH |
118-305 |
0.618 |
118-244 |
0.500 |
118-225 |
0.382 |
118-206 |
LOW |
118-145 |
0.618 |
118-046 |
1.000 |
117-305 |
1.618 |
117-206 |
2.618 |
117-046 |
4.250 |
116-105 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
118-225 |
118-171 |
PP |
118-218 |
118-137 |
S1 |
118-212 |
118-102 |
|