ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
118-025 |
117-190 |
-0-155 |
-0.4% |
117-260 |
High |
118-050 |
117-290 |
-0-080 |
-0.2% |
119-000 |
Low |
117-135 |
117-150 |
0-015 |
0.0% |
117-135 |
Close |
117-215 |
117-180 |
-0-035 |
-0.1% |
117-215 |
Range |
0-235 |
0-140 |
-0-095 |
-40.4% |
1-185 |
ATR |
0-226 |
0-220 |
-0-006 |
-2.7% |
0-000 |
Volume |
843,626 |
885,674 |
42,048 |
5.0% |
4,267,234 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-307 |
118-223 |
117-257 |
|
R3 |
118-167 |
118-083 |
117-218 |
|
R2 |
118-027 |
118-027 |
117-206 |
|
R1 |
117-263 |
117-263 |
117-193 |
117-235 |
PP |
117-207 |
117-207 |
117-207 |
117-192 |
S1 |
117-123 |
117-123 |
117-167 |
117-095 |
S2 |
117-067 |
117-067 |
117-154 |
|
S3 |
116-247 |
116-303 |
117-142 |
|
S4 |
116-107 |
116-163 |
117-103 |
|
|
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 |
119-245 |
2.618 |
119-017 |
1.618 |
118-197 |
1.000 |
118-110 |
0.618 |
118-057 |
HIGH |
117-290 |
0.618 |
117-237 |
0.500 |
117-220 |
0.382 |
117-203 |
LOW |
117-150 |
0.618 |
117-063 |
1.000 |
117-010 |
1.618 |
116-243 |
2.618 |
116-103 |
4.250 |
115-195 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
117-220 |
118-015 |
PP |
117-207 |
117-283 |
S1 |
117-193 |
117-232 |
|