ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-212 |
116-222 |
0-010 |
0.0% |
116-170 |
| High |
116-257 |
116-292 |
0-035 |
0.1% |
116-270 |
| Low |
116-180 |
116-207 |
0-027 |
0.1% |
115-307 |
| Close |
116-227 |
116-235 |
0-008 |
0.0% |
116-210 |
| Range |
0-077 |
0-085 |
0-008 |
10.4% |
0-283 |
| ATR |
0-140 |
0-136 |
-0-004 |
-2.8% |
0-000 |
| Volume |
612,739 |
285,623 |
-327,116 |
-53.4% |
2,302,465 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-180 |
117-132 |
116-282 |
|
| R3 |
117-095 |
117-047 |
116-258 |
|
| R2 |
117-010 |
117-010 |
116-251 |
|
| R1 |
116-282 |
116-282 |
116-243 |
116-306 |
| PP |
116-245 |
116-245 |
116-245 |
116-256 |
| S1 |
116-197 |
116-197 |
116-227 |
116-221 |
| S2 |
116-160 |
116-160 |
116-219 |
|
| S3 |
116-075 |
116-112 |
116-212 |
|
| S4 |
115-310 |
116-027 |
116-188 |
|
|
| 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 |
116-292 |
115-307 |
0-305 |
0.8% |
0-105 |
0.3% |
81% |
True |
False |
450,751 |
| 10 |
116-292 |
115-220 |
1-072 |
1.0% |
0-132 |
0.4% |
85% |
True |
False |
461,710 |
| 20 |
116-292 |
115-080 |
1-212 |
1.4% |
0-135 |
0.4% |
89% |
True |
False |
429,468 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-142 |
0.4% |
84% |
False |
False |
415,856 |
| 60 |
117-025 |
113-310 |
3-035 |
2.7% |
0-143 |
0.4% |
89% |
False |
False |
357,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-013 |
|
2.618 |
117-195 |
|
1.618 |
117-110 |
|
1.000 |
117-057 |
|
0.618 |
117-025 |
|
HIGH |
116-292 |
|
0.618 |
116-260 |
|
0.500 |
116-250 |
|
0.382 |
116-239 |
|
LOW |
116-207 |
|
0.618 |
116-154 |
|
1.000 |
116-122 |
|
1.618 |
116-069 |
|
2.618 |
115-304 |
|
4.250 |
115-166 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-250 |
116-225 |
| PP |
116-245 |
116-216 |
| S1 |
116-240 |
116-206 |
|