ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
118-250 |
118-165 |
-0-085 |
-0.2% |
119-250 |
High |
118-305 |
118-215 |
-0-090 |
-0.2% |
120-000 |
Low |
118-145 |
117-245 |
-0-220 |
-0.6% |
117-180 |
Close |
118-205 |
118-055 |
-0-150 |
-0.4% |
117-270 |
Range |
0-160 |
0-290 |
0-130 |
81.3% |
2-140 |
ATR |
0-220 |
0-225 |
0-005 |
2.3% |
0-000 |
Volume |
834,707 |
793,164 |
-41,543 |
-5.0% |
3,637,813 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-295 |
120-145 |
118-214 |
|
R3 |
120-005 |
119-175 |
118-135 |
|
R2 |
119-035 |
119-035 |
118-108 |
|
R1 |
118-205 |
118-205 |
118-082 |
118-135 |
PP |
118-065 |
118-065 |
118-065 |
118-030 |
S1 |
117-235 |
117-235 |
118-028 |
117-165 |
S2 |
117-095 |
117-095 |
118-002 |
|
S3 |
116-125 |
116-265 |
117-295 |
|
S4 |
115-155 |
115-295 |
117-216 |
|
|
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 |
122-168 |
2.618 |
121-014 |
1.618 |
120-044 |
1.000 |
119-185 |
0.618 |
119-074 |
HIGH |
118-215 |
0.618 |
118-104 |
0.500 |
118-070 |
0.382 |
118-036 |
LOW |
117-245 |
0.618 |
117-066 |
1.000 |
116-275 |
1.618 |
116-096 |
2.618 |
115-126 |
4.250 |
113-292 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
118-070 |
118-122 |
PP |
118-065 |
118-100 |
S1 |
118-060 |
118-078 |
|