ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-290 |
116-285 |
-0-005 |
0.0% |
116-212 |
| High |
117-000 |
116-315 |
-0-005 |
0.0% |
117-005 |
| Low |
116-180 |
116-247 |
0-067 |
0.2% |
116-180 |
| Close |
116-292 |
116-297 |
0-005 |
0.0% |
116-297 |
| Range |
0-140 |
0-068 |
-0-072 |
-51.4% |
0-145 |
| ATR |
0-134 |
0-130 |
-0-005 |
-3.5% |
0-000 |
| Volume |
95,943 |
461,954 |
366,011 |
381.5% |
1,779,424 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-170 |
117-142 |
117-014 |
|
| R3 |
117-102 |
117-074 |
116-316 |
|
| R2 |
117-034 |
117-034 |
116-309 |
|
| R1 |
117-006 |
117-006 |
116-303 |
117-020 |
| PP |
116-286 |
116-286 |
116-286 |
116-294 |
| S1 |
116-258 |
116-258 |
116-291 |
116-272 |
| S2 |
116-218 |
116-218 |
116-285 |
|
| S3 |
116-150 |
116-190 |
116-278 |
|
| S4 |
116-082 |
116-122 |
116-260 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-062 |
118-005 |
117-057 |
|
| R3 |
117-237 |
117-180 |
117-017 |
|
| R2 |
117-092 |
117-092 |
117-004 |
|
| R1 |
117-035 |
117-035 |
116-310 |
117-064 |
| PP |
116-267 |
116-267 |
116-267 |
116-282 |
| S1 |
116-210 |
116-210 |
116-284 |
116-238 |
| S2 |
116-122 |
116-122 |
116-270 |
|
| S3 |
115-297 |
116-065 |
116-257 |
|
| S4 |
115-152 |
115-240 |
116-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-005 |
116-180 |
0-145 |
0.4% |
0-096 |
0.3% |
81% |
False |
False |
355,884 |
| 10 |
117-005 |
115-307 |
1-018 |
0.9% |
0-109 |
0.3% |
92% |
False |
False |
408,188 |
| 20 |
117-005 |
115-080 |
1-245 |
1.5% |
0-133 |
0.4% |
95% |
False |
False |
412,218 |
| 40 |
117-025 |
115-000 |
2-025 |
1.8% |
0-134 |
0.4% |
93% |
False |
False |
402,860 |
| 60 |
117-025 |
113-310 |
3-035 |
2.7% |
0-143 |
0.4% |
95% |
False |
False |
371,251 |
| 80 |
117-025 |
112-130 |
4-215 |
4.0% |
0-148 |
0.4% |
97% |
False |
False |
279,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-284 |
|
2.618 |
117-173 |
|
1.618 |
117-105 |
|
1.000 |
117-063 |
|
0.618 |
117-037 |
|
HIGH |
116-315 |
|
0.618 |
116-289 |
|
0.500 |
116-281 |
|
0.382 |
116-273 |
|
LOW |
116-247 |
|
0.618 |
116-205 |
|
1.000 |
116-179 |
|
1.618 |
116-137 |
|
2.618 |
116-069 |
|
4.250 |
115-278 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-292 |
116-282 |
| PP |
116-286 |
116-267 |
| S1 |
116-281 |
116-252 |
|