ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
115-107 |
115-310 |
0-203 |
0.6% |
115-297 |
| High |
116-000 |
116-097 |
0-097 |
0.3% |
116-145 |
| Low |
115-102 |
115-275 |
0-173 |
0.5% |
115-172 |
| Close |
115-305 |
116-060 |
0-075 |
0.2% |
115-207 |
| Range |
0-218 |
0-142 |
-0-076 |
-34.9% |
0-293 |
| ATR |
0-147 |
0-146 |
0-000 |
-0.2% |
0-000 |
| Volume |
446,002 |
497,886 |
51,884 |
11.6% |
1,906,463 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-143 |
117-084 |
116-138 |
|
| R3 |
117-001 |
116-262 |
116-099 |
|
| R2 |
116-179 |
116-179 |
116-086 |
|
| R1 |
116-120 |
116-120 |
116-073 |
116-150 |
| PP |
116-037 |
116-037 |
116-037 |
116-052 |
| S1 |
115-298 |
115-298 |
116-047 |
116-008 |
| S2 |
115-215 |
115-215 |
116-034 |
|
| S3 |
115-073 |
115-156 |
116-021 |
|
| S4 |
114-251 |
115-014 |
115-302 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-200 |
118-017 |
116-048 |
|
| R3 |
117-227 |
117-044 |
115-288 |
|
| R2 |
116-254 |
116-254 |
115-261 |
|
| R1 |
116-071 |
116-071 |
115-234 |
116-016 |
| PP |
115-281 |
115-281 |
115-281 |
115-254 |
| S1 |
115-098 |
115-098 |
115-180 |
115-043 |
| S2 |
114-308 |
114-308 |
115-153 |
|
| S3 |
114-015 |
114-125 |
115-126 |
|
| S4 |
113-042 |
113-152 |
115-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-097 |
115-080 |
1-017 |
0.9% |
0-144 |
0.4% |
89% |
True |
False |
424,916 |
| 10 |
116-145 |
115-080 |
1-065 |
1.0% |
0-139 |
0.4% |
78% |
False |
False |
414,217 |
| 20 |
117-025 |
115-080 |
1-265 |
1.6% |
0-144 |
0.4% |
51% |
False |
False |
414,686 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-142 |
0.4% |
57% |
False |
False |
394,367 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-153 |
0.4% |
81% |
False |
False |
289,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-060 |
|
2.618 |
117-149 |
|
1.618 |
117-007 |
|
1.000 |
116-239 |
|
0.618 |
116-185 |
|
HIGH |
116-097 |
|
0.618 |
116-043 |
|
0.500 |
116-026 |
|
0.382 |
116-009 |
|
LOW |
115-275 |
|
0.618 |
115-187 |
|
1.000 |
115-133 |
|
1.618 |
115-045 |
|
2.618 |
114-223 |
|
4.250 |
113-312 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-049 |
116-016 |
| PP |
116-037 |
115-292 |
| S1 |
116-026 |
115-248 |
|