ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-037 |
115-277 |
-0-080 |
-0.2% |
115-300 |
| High |
116-065 |
116-017 |
-0-048 |
-0.1% |
116-165 |
| Low |
115-262 |
115-225 |
-0-037 |
-0.1% |
115-225 |
| Close |
115-272 |
115-315 |
0-043 |
0.1% |
115-315 |
| Range |
0-123 |
0-112 |
-0-011 |
-8.9% |
0-260 |
| ATR |
0-148 |
0-145 |
-0-003 |
-1.7% |
0-000 |
| Volume |
419,265 |
478,814 |
59,549 |
14.2% |
1,819,106 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-308 |
116-264 |
116-057 |
|
| R3 |
116-196 |
116-152 |
116-026 |
|
| R2 |
116-084 |
116-084 |
116-016 |
|
| R1 |
116-040 |
116-040 |
116-005 |
116-062 |
| PP |
115-292 |
115-292 |
115-292 |
115-304 |
| S1 |
115-248 |
115-248 |
115-305 |
115-270 |
| S2 |
115-180 |
115-180 |
115-294 |
|
| S3 |
115-068 |
115-136 |
115-284 |
|
| S4 |
114-276 |
115-024 |
115-253 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-162 |
118-018 |
116-138 |
|
| R3 |
117-222 |
117-078 |
116-066 |
|
| R2 |
116-282 |
116-282 |
116-043 |
|
| R1 |
116-138 |
116-138 |
116-019 |
116-210 |
| PP |
116-022 |
116-022 |
116-022 |
116-058 |
| S1 |
115-198 |
115-198 |
115-291 |
115-270 |
| S2 |
115-082 |
115-082 |
115-267 |
|
| S3 |
114-142 |
114-258 |
115-244 |
|
| S4 |
113-202 |
113-318 |
115-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-165 |
115-225 |
0-260 |
0.7% |
0-129 |
0.3% |
35% |
False |
True |
363,821 |
| 10 |
116-302 |
115-225 |
1-077 |
1.1% |
0-134 |
0.4% |
23% |
False |
True |
394,747 |
| 20 |
117-025 |
115-000 |
2-025 |
1.8% |
0-136 |
0.4% |
47% |
False |
False |
393,502 |
| 40 |
117-025 |
113-310 |
3-035 |
2.7% |
0-148 |
0.4% |
65% |
False |
False |
350,767 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-152 |
0.4% |
77% |
False |
False |
235,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-173 |
|
2.618 |
116-310 |
|
1.618 |
116-198 |
|
1.000 |
116-129 |
|
0.618 |
116-086 |
|
HIGH |
116-017 |
|
0.618 |
115-294 |
|
0.500 |
115-281 |
|
0.382 |
115-268 |
|
LOW |
115-225 |
|
0.618 |
115-156 |
|
1.000 |
115-113 |
|
1.618 |
115-044 |
|
2.618 |
114-252 |
|
4.250 |
114-069 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-304 |
116-008 |
| PP |
115-292 |
116-004 |
| S1 |
115-281 |
116-000 |
|