ECBOT 10 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
118-040 |
116-215 |
-1-145 |
-1.2% |
117-190 |
High |
118-080 |
116-230 |
-1-170 |
-1.3% |
118-080 |
Low |
117-180 |
116-035 |
-1-145 |
-1.2% |
117-000 |
Close |
117-190 |
116-075 |
-1-115 |
-1.2% |
117-190 |
Range |
0-220 |
0-195 |
-0-025 |
-11.4% |
1-080 |
ATR |
0-223 |
0-241 |
0-018 |
8.1% |
0-000 |
Volume |
734,075 |
560,228 |
-173,847 |
-23.7% |
3,545,737 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-058 |
117-262 |
116-182 |
|
R3 |
117-183 |
117-067 |
116-129 |
|
R2 |
116-308 |
116-308 |
116-111 |
|
R1 |
116-192 |
116-192 |
116-093 |
116-152 |
PP |
116-113 |
116-113 |
116-113 |
116-094 |
S1 |
115-317 |
115-317 |
116-057 |
115-278 |
S2 |
115-238 |
115-238 |
116-039 |
|
S3 |
115-043 |
115-122 |
116-021 |
|
S4 |
114-168 |
114-247 |
115-288 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-117 |
120-233 |
118-090 |
|
R3 |
120-037 |
119-153 |
117-300 |
|
R2 |
118-277 |
118-277 |
117-263 |
|
R1 |
118-073 |
118-073 |
117-227 |
118-070 |
PP |
117-197 |
117-197 |
117-197 |
117-195 |
S1 |
116-313 |
116-313 |
117-153 |
116-310 |
S2 |
116-117 |
116-117 |
117-117 |
|
S3 |
115-037 |
115-233 |
117-080 |
|
S4 |
113-277 |
114-153 |
116-290 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-099 |
2.618 |
118-101 |
1.618 |
117-226 |
1.000 |
117-105 |
0.618 |
117-031 |
HIGH |
116-230 |
0.618 |
116-156 |
0.500 |
116-132 |
0.382 |
116-109 |
LOW |
116-035 |
0.618 |
115-234 |
1.000 |
115-160 |
1.618 |
115-039 |
2.618 |
114-164 |
4.250 |
113-166 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
116-132 |
117-058 |
PP |
116-113 |
116-277 |
S1 |
116-094 |
116-176 |
|