ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-310 |
117-097 |
0-107 |
0.3% |
116-212 |
| High |
117-120 |
117-145 |
0-025 |
0.1% |
117-005 |
| Low |
116-285 |
117-042 |
0-077 |
0.2% |
116-180 |
| Close |
117-110 |
117-127 |
0-017 |
0.0% |
116-297 |
| Range |
0-155 |
0-103 |
-0-052 |
-33.5% |
0-145 |
| ATR |
0-131 |
0-129 |
-0-002 |
-1.5% |
0-000 |
| Volume |
312,559 |
407,592 |
95,033 |
30.4% |
1,779,424 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-094 |
118-053 |
117-184 |
|
| R3 |
117-311 |
117-270 |
117-155 |
|
| R2 |
117-208 |
117-208 |
117-146 |
|
| R1 |
117-167 |
117-167 |
117-136 |
117-188 |
| PP |
117-105 |
117-105 |
117-105 |
117-115 |
| S1 |
117-064 |
117-064 |
117-118 |
117-084 |
| S2 |
117-002 |
117-002 |
117-108 |
|
| S3 |
116-219 |
116-281 |
117-099 |
|
| S4 |
116-116 |
116-178 |
117-070 |
|
|
| 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 |
117-145 |
116-180 |
0-285 |
0.8% |
0-115 |
0.3% |
94% |
True |
False |
320,242 |
| 10 |
117-145 |
115-307 |
1-158 |
1.3% |
0-110 |
0.3% |
96% |
True |
False |
385,497 |
| 20 |
117-145 |
115-080 |
2-065 |
1.9% |
0-132 |
0.4% |
97% |
True |
False |
411,593 |
| 40 |
117-145 |
115-040 |
2-105 |
2.0% |
0-134 |
0.4% |
98% |
True |
False |
404,994 |
| 60 |
117-145 |
114-100 |
3-045 |
2.7% |
0-138 |
0.4% |
98% |
True |
False |
382,092 |
| 80 |
117-145 |
112-130 |
5-015 |
4.3% |
0-149 |
0.4% |
99% |
True |
False |
288,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-263 |
|
2.618 |
118-095 |
|
1.618 |
117-312 |
|
1.000 |
117-248 |
|
0.618 |
117-209 |
|
HIGH |
117-145 |
|
0.618 |
117-106 |
|
0.500 |
117-094 |
|
0.382 |
117-081 |
|
LOW |
117-042 |
|
0.618 |
116-298 |
|
1.000 |
116-259 |
|
1.618 |
116-195 |
|
2.618 |
116-092 |
|
4.250 |
115-244 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-116 |
117-097 |
| PP |
117-105 |
117-066 |
| S1 |
117-094 |
117-036 |
|