ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-005 |
116-102 |
0-097 |
0.3% |
115-300 |
| High |
116-145 |
116-127 |
-0-018 |
0.0% |
116-165 |
| Low |
115-300 |
115-282 |
-0-018 |
0.0% |
115-225 |
| Close |
116-112 |
115-292 |
-0-140 |
-0.4% |
115-315 |
| Range |
0-165 |
0-165 |
0-000 |
0.0% |
0-260 |
| ATR |
0-144 |
0-145 |
0-002 |
1.0% |
0-000 |
| Volume |
302,995 |
386,859 |
83,864 |
27.7% |
1,819,106 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-195 |
117-089 |
116-063 |
|
| R3 |
117-030 |
116-244 |
116-017 |
|
| R2 |
116-185 |
116-185 |
116-002 |
|
| R1 |
116-079 |
116-079 |
115-307 |
116-050 |
| PP |
116-020 |
116-020 |
116-020 |
116-006 |
| S1 |
115-234 |
115-234 |
115-277 |
115-204 |
| S2 |
115-175 |
115-175 |
115-262 |
|
| S3 |
115-010 |
115-069 |
115-247 |
|
| S4 |
114-165 |
114-224 |
115-201 |
|
|
| 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 |
116-145 |
115-225 |
0-240 |
0.6% |
0-135 |
0.4% |
28% |
False |
False |
403,517 |
| 10 |
116-302 |
115-225 |
1-077 |
1.1% |
0-144 |
0.4% |
17% |
False |
False |
373,461 |
| 20 |
117-025 |
115-160 |
1-185 |
1.4% |
0-136 |
0.4% |
26% |
False |
False |
401,146 |
| 40 |
117-025 |
114-150 |
2-195 |
2.3% |
0-142 |
0.4% |
55% |
False |
False |
374,339 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-154 |
0.4% |
75% |
False |
False |
254,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-188 |
|
2.618 |
117-239 |
|
1.618 |
117-074 |
|
1.000 |
116-292 |
|
0.618 |
116-229 |
|
HIGH |
116-127 |
|
0.618 |
116-064 |
|
0.500 |
116-044 |
|
0.382 |
116-025 |
|
LOW |
115-282 |
|
0.618 |
115-180 |
|
1.000 |
115-117 |
|
1.618 |
115-015 |
|
2.618 |
114-170 |
|
4.250 |
113-221 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-044 |
116-036 |
| PP |
116-020 |
116-015 |
| S1 |
115-316 |
115-313 |
|