ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
115-310 |
116-060 |
0-070 |
0.2% |
115-297 |
| High |
116-097 |
116-090 |
-0-007 |
0.0% |
116-145 |
| Low |
115-275 |
115-220 |
-0-055 |
-0.1% |
115-172 |
| Close |
116-060 |
115-270 |
-0-110 |
-0.3% |
115-207 |
| Range |
0-142 |
0-190 |
0-048 |
33.8% |
0-293 |
| ATR |
0-146 |
0-149 |
0-003 |
2.1% |
0-000 |
| Volume |
497,886 |
481,059 |
-16,827 |
-3.4% |
1,906,463 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-230 |
117-120 |
116-054 |
|
| R3 |
117-040 |
116-250 |
116-002 |
|
| R2 |
116-170 |
116-170 |
115-305 |
|
| R1 |
116-060 |
116-060 |
115-287 |
116-020 |
| PP |
115-300 |
115-300 |
115-300 |
115-280 |
| S1 |
115-190 |
115-190 |
115-253 |
115-150 |
| S2 |
115-110 |
115-110 |
115-235 |
|
| S3 |
114-240 |
115-000 |
115-218 |
|
| S4 |
114-050 |
114-130 |
115-166 |
|
|
| 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% |
0-161 |
0.4% |
56% |
False |
False |
437,676 |
| 10 |
116-145 |
115-080 |
1-065 |
1.0% |
0-146 |
0.4% |
49% |
False |
False |
420,396 |
| 20 |
117-025 |
115-080 |
1-265 |
1.6% |
0-142 |
0.4% |
32% |
False |
False |
411,556 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-144 |
0.4% |
41% |
False |
False |
394,673 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-152 |
0.4% |
74% |
False |
False |
297,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-258 |
|
2.618 |
117-267 |
|
1.618 |
117-077 |
|
1.000 |
116-280 |
|
0.618 |
116-207 |
|
HIGH |
116-090 |
|
0.618 |
116-017 |
|
0.500 |
115-315 |
|
0.382 |
115-293 |
|
LOW |
115-220 |
|
0.618 |
115-103 |
|
1.000 |
115-030 |
|
1.618 |
114-233 |
|
2.618 |
114-043 |
|
4.250 |
113-052 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-315 |
115-266 |
| PP |
115-300 |
115-263 |
| S1 |
115-285 |
115-260 |
|