ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-247 |
116-290 |
0-043 |
0.1% |
116-170 |
| High |
117-005 |
117-000 |
-0-005 |
0.0% |
116-270 |
| Low |
116-217 |
116-180 |
-0-037 |
-0.1% |
115-307 |
| Close |
117-000 |
116-292 |
-0-028 |
-0.1% |
116-210 |
| Range |
0-108 |
0-140 |
0-032 |
29.6% |
0-283 |
| ATR |
0-134 |
0-134 |
0-000 |
0.3% |
0-000 |
| Volume |
323,165 |
95,943 |
-227,222 |
-70.3% |
2,302,465 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-044 |
117-308 |
117-049 |
|
| R3 |
117-224 |
117-168 |
117-010 |
|
| R2 |
117-084 |
117-084 |
116-318 |
|
| R1 |
117-028 |
117-028 |
116-305 |
117-056 |
| PP |
116-264 |
116-264 |
116-264 |
116-278 |
| S1 |
116-208 |
116-208 |
116-279 |
116-236 |
| S2 |
116-124 |
116-124 |
116-266 |
|
| S3 |
115-304 |
116-068 |
116-254 |
|
| S4 |
115-164 |
115-248 |
116-215 |
|
|
| 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 |
117-005 |
116-120 |
0-205 |
0.5% |
0-112 |
0.3% |
84% |
False |
False |
347,906 |
| 10 |
117-005 |
115-262 |
1-063 |
1.0% |
0-124 |
0.3% |
91% |
False |
False |
405,727 |
| 20 |
117-005 |
115-080 |
1-245 |
1.5% |
0-135 |
0.4% |
94% |
False |
False |
413,061 |
| 40 |
117-025 |
115-000 |
2-025 |
1.8% |
0-137 |
0.4% |
92% |
False |
False |
403,743 |
| 60 |
117-025 |
113-310 |
3-035 |
2.7% |
0-143 |
0.4% |
95% |
False |
False |
363,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-275 |
|
2.618 |
118-047 |
|
1.618 |
117-227 |
|
1.000 |
117-140 |
|
0.618 |
117-087 |
|
HIGH |
117-000 |
|
0.618 |
116-267 |
|
0.500 |
116-250 |
|
0.382 |
116-233 |
|
LOW |
116-180 |
|
0.618 |
116-093 |
|
1.000 |
116-040 |
|
1.618 |
115-273 |
|
2.618 |
115-133 |
|
4.250 |
114-225 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-278 |
116-279 |
| PP |
116-264 |
116-266 |
| S1 |
116-250 |
116-252 |
|