ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
117-095 |
117-075 |
-0-020 |
-0.1% |
117-260 |
High |
117-200 |
118-050 |
0-170 |
0.5% |
119-000 |
Low |
117-025 |
117-065 |
0-040 |
0.1% |
117-135 |
Close |
117-080 |
118-015 |
0-255 |
0.7% |
117-215 |
Range |
0-175 |
0-305 |
0-130 |
74.3% |
1-185 |
ATR |
0-217 |
0-223 |
0-006 |
2.9% |
0-000 |
Volume |
747,542 |
676,387 |
-71,155 |
-9.5% |
4,267,234 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-212 |
120-098 |
118-183 |
|
R3 |
119-227 |
119-113 |
118-099 |
|
R2 |
118-242 |
118-242 |
118-071 |
|
R1 |
118-128 |
118-128 |
118-043 |
118-185 |
PP |
117-257 |
117-257 |
117-257 |
117-285 |
S1 |
117-143 |
117-143 |
117-307 |
117-200 |
S2 |
116-272 |
116-272 |
117-279 |
|
S3 |
115-287 |
116-158 |
117-251 |
|
S4 |
114-302 |
115-173 |
117-167 |
|
|
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 |
122-066 |
2.618 |
120-208 |
1.618 |
119-223 |
1.000 |
119-035 |
0.618 |
118-238 |
HIGH |
118-050 |
0.618 |
117-253 |
0.500 |
117-218 |
0.382 |
117-182 |
LOW |
117-065 |
0.618 |
116-197 |
1.000 |
116-080 |
1.618 |
115-212 |
2.618 |
114-227 |
4.250 |
113-049 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
117-296 |
117-285 |
PP |
117-257 |
117-235 |
S1 |
117-218 |
117-185 |
|