ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-130 |
116-212 |
0-082 |
0.2% |
116-170 |
| High |
116-270 |
116-257 |
-0-013 |
0.0% |
116-270 |
| Low |
116-120 |
116-180 |
0-060 |
0.2% |
115-307 |
| Close |
116-210 |
116-227 |
0-017 |
0.0% |
116-210 |
| Range |
0-150 |
0-077 |
-0-073 |
-48.7% |
0-283 |
| ATR |
0-145 |
0-140 |
-0-005 |
-3.3% |
0-000 |
| Volume |
422,060 |
612,739 |
190,679 |
45.2% |
2,302,465 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-132 |
117-097 |
116-269 |
|
| R3 |
117-055 |
117-020 |
116-248 |
|
| R2 |
116-298 |
116-298 |
116-241 |
|
| R1 |
116-263 |
116-263 |
116-234 |
116-280 |
| PP |
116-221 |
116-221 |
116-221 |
116-230 |
| S1 |
116-186 |
116-186 |
116-220 |
116-204 |
| S2 |
116-144 |
116-144 |
116-213 |
|
| S3 |
116-067 |
116-109 |
116-206 |
|
| S4 |
115-310 |
116-032 |
116-185 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-045 |
118-250 |
117-046 |
|
| R3 |
118-082 |
117-287 |
116-288 |
|
| R2 |
117-119 |
117-119 |
116-262 |
|
| R1 |
117-004 |
117-004 |
116-236 |
117-062 |
| PP |
116-156 |
116-156 |
116-156 |
116-184 |
| S1 |
116-041 |
116-041 |
116-184 |
116-098 |
| S2 |
115-193 |
115-193 |
116-158 |
|
| S3 |
114-230 |
115-078 |
116-132 |
|
| S4 |
113-267 |
114-115 |
116-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-270 |
115-307 |
0-283 |
0.8% |
0-117 |
0.3% |
85% |
False |
False |
469,084 |
| 10 |
116-270 |
115-102 |
1-168 |
1.3% |
0-146 |
0.4% |
91% |
False |
False |
477,748 |
| 20 |
116-270 |
115-080 |
1-190 |
1.4% |
0-138 |
0.4% |
92% |
False |
False |
417,917 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-143 |
0.4% |
82% |
False |
False |
416,074 |
| 60 |
117-025 |
113-310 |
3-035 |
2.7% |
0-143 |
0.4% |
88% |
False |
False |
352,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-264 |
|
2.618 |
117-139 |
|
1.618 |
117-062 |
|
1.000 |
117-014 |
|
0.618 |
116-305 |
|
HIGH |
116-257 |
|
0.618 |
116-228 |
|
0.500 |
116-218 |
|
0.382 |
116-209 |
|
LOW |
116-180 |
|
0.618 |
116-132 |
|
1.000 |
116-103 |
|
1.618 |
116-055 |
|
2.618 |
115-298 |
|
4.250 |
115-173 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-224 |
116-207 |
| PP |
116-221 |
116-187 |
| S1 |
116-218 |
116-168 |
|