ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
118-165 |
118-025 |
-0-140 |
-0.4% |
117-260 |
High |
118-215 |
118-050 |
-0-165 |
-0.4% |
119-000 |
Low |
117-245 |
117-135 |
-0-110 |
-0.3% |
117-135 |
Close |
118-055 |
117-215 |
-0-160 |
-0.4% |
117-215 |
Range |
0-290 |
0-235 |
-0-055 |
-19.0% |
1-185 |
ATR |
0-225 |
0-226 |
0-001 |
0.5% |
0-000 |
Volume |
793,164 |
843,626 |
50,462 |
6.4% |
4,267,234 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-305 |
119-175 |
118-024 |
|
R3 |
119-070 |
118-260 |
117-280 |
|
R2 |
118-155 |
118-155 |
117-258 |
|
R1 |
118-025 |
118-025 |
117-237 |
117-292 |
PP |
117-240 |
117-240 |
117-240 |
117-214 |
S1 |
117-110 |
117-110 |
117-193 |
117-058 |
S2 |
117-005 |
117-005 |
117-172 |
|
S3 |
116-090 |
116-195 |
117-150 |
|
S4 |
115-175 |
115-280 |
117-086 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-245 |
121-255 |
118-173 |
|
R3 |
121-060 |
120-070 |
118-034 |
|
R2 |
119-195 |
119-195 |
117-308 |
|
R1 |
118-205 |
118-205 |
117-261 |
118-108 |
PP |
118-010 |
118-010 |
118-010 |
117-281 |
S1 |
117-020 |
117-020 |
117-169 |
116-242 |
S2 |
116-145 |
116-145 |
117-122 |
|
S3 |
114-280 |
115-155 |
117-076 |
|
S4 |
113-095 |
113-290 |
116-257 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-089 |
2.618 |
120-025 |
1.618 |
119-110 |
1.000 |
118-285 |
0.618 |
118-195 |
HIGH |
118-050 |
0.618 |
117-280 |
0.500 |
117-252 |
0.382 |
117-225 |
LOW |
117-135 |
0.618 |
116-310 |
1.000 |
116-220 |
1.618 |
116-075 |
2.618 |
115-160 |
4.250 |
114-096 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
117-252 |
118-060 |
PP |
117-240 |
118-005 |
S1 |
117-228 |
117-270 |
|