ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
117-165 |
117-095 |
-0-070 |
-0.2% |
117-260 |
High |
117-215 |
117-200 |
-0-015 |
0.0% |
119-000 |
Low |
117-000 |
117-025 |
0-025 |
0.1% |
117-135 |
Close |
117-045 |
117-080 |
0-035 |
0.1% |
117-215 |
Range |
0-215 |
0-175 |
-0-040 |
-18.6% |
1-185 |
ATR |
0-220 |
0-217 |
-0-003 |
-1.5% |
0-000 |
Volume |
502,059 |
747,542 |
245,483 |
48.9% |
4,267,234 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-307 |
118-208 |
117-176 |
|
R3 |
118-132 |
118-033 |
117-128 |
|
R2 |
117-277 |
117-277 |
117-112 |
|
R1 |
117-178 |
117-178 |
117-096 |
117-140 |
PP |
117-102 |
117-102 |
117-102 |
117-082 |
S1 |
117-003 |
117-003 |
117-064 |
116-285 |
S2 |
116-247 |
116-247 |
117-048 |
|
S3 |
116-072 |
116-148 |
117-032 |
|
S4 |
115-217 |
115-293 |
116-304 |
|
|
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 |
119-304 |
2.618 |
119-018 |
1.618 |
118-163 |
1.000 |
118-055 |
0.618 |
117-308 |
HIGH |
117-200 |
0.618 |
117-133 |
0.500 |
117-112 |
0.382 |
117-092 |
LOW |
117-025 |
0.618 |
116-237 |
1.000 |
116-170 |
1.618 |
116-062 |
2.618 |
115-207 |
4.250 |
114-241 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
117-112 |
117-145 |
PP |
117-102 |
117-123 |
S1 |
117-091 |
117-102 |
|