ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
115-272 |
-0-108 |
-0.3% |
115-177 |
| High |
116-090 |
116-162 |
0-072 |
0.2% |
116-162 |
| Low |
115-220 |
115-262 |
0-042 |
0.1% |
115-080 |
| Close |
115-270 |
116-145 |
0-195 |
0.5% |
116-145 |
| Range |
0-190 |
0-220 |
0-030 |
15.8% |
1-082 |
| ATR |
0-149 |
0-154 |
0-005 |
3.4% |
0-000 |
| Volume |
481,059 |
437,337 |
-43,722 |
-9.1% |
2,256,024 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-103 |
118-024 |
116-266 |
|
| R3 |
117-203 |
117-124 |
116-206 |
|
| R2 |
116-303 |
116-303 |
116-185 |
|
| R1 |
116-224 |
116-224 |
116-165 |
116-264 |
| PP |
116-083 |
116-083 |
116-083 |
116-103 |
| S1 |
116-004 |
116-004 |
116-125 |
116-044 |
| S2 |
115-183 |
115-183 |
116-105 |
|
| S3 |
114-283 |
115-104 |
116-084 |
|
| S4 |
114-063 |
114-204 |
116-024 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-268 |
119-129 |
117-046 |
|
| R3 |
118-186 |
118-047 |
116-256 |
|
| R2 |
117-104 |
117-104 |
116-219 |
|
| R1 |
116-285 |
116-285 |
116-182 |
117-034 |
| PP |
116-022 |
116-022 |
116-022 |
116-057 |
| S1 |
115-203 |
115-203 |
116-108 |
115-272 |
| S2 |
114-260 |
114-260 |
116-071 |
|
| S3 |
113-178 |
114-121 |
116-034 |
|
| S4 |
112-096 |
113-039 |
115-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-162 |
115-080 |
1-082 |
1.1% |
0-178 |
0.5% |
96% |
True |
False |
451,204 |
| 10 |
116-162 |
115-080 |
1-082 |
1.1% |
0-157 |
0.4% |
96% |
True |
False |
416,248 |
| 20 |
116-302 |
115-080 |
1-222 |
1.5% |
0-145 |
0.4% |
71% |
False |
False |
405,498 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-147 |
0.4% |
70% |
False |
False |
394,644 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-154 |
0.4% |
87% |
False |
False |
304,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-137 |
|
2.618 |
118-098 |
|
1.618 |
117-198 |
|
1.000 |
117-062 |
|
0.618 |
116-298 |
|
HIGH |
116-162 |
|
0.618 |
116-078 |
|
0.500 |
116-052 |
|
0.382 |
116-026 |
|
LOW |
115-262 |
|
0.618 |
115-126 |
|
1.000 |
115-042 |
|
1.618 |
114-226 |
|
2.618 |
114-006 |
|
4.250 |
112-287 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-114 |
116-107 |
| PP |
116-083 |
116-069 |
| S1 |
116-052 |
116-031 |
|