ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-127 |
117-105 |
-0-022 |
-0.1% |
116-212 |
| High |
117-152 |
117-220 |
0-068 |
0.2% |
117-005 |
| Low |
117-077 |
117-087 |
0-010 |
0.0% |
116-180 |
| Close |
117-100 |
117-180 |
0-080 |
0.2% |
116-297 |
| Range |
0-075 |
0-133 |
0-058 |
77.3% |
0-145 |
| ATR |
0-125 |
0-126 |
0-001 |
0.4% |
0-000 |
| Volume |
411,499 |
406,792 |
-4,707 |
-1.1% |
1,779,424 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-241 |
118-184 |
117-253 |
|
| R3 |
118-108 |
118-051 |
117-217 |
|
| R2 |
117-295 |
117-295 |
117-204 |
|
| R1 |
117-238 |
117-238 |
117-192 |
117-266 |
| PP |
117-162 |
117-162 |
117-162 |
117-177 |
| S1 |
117-105 |
117-105 |
117-168 |
117-134 |
| S2 |
117-029 |
117-029 |
117-156 |
|
| S3 |
116-216 |
116-292 |
117-143 |
|
| S4 |
116-083 |
116-159 |
117-107 |
|
|
| 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 |
117-220 |
116-247 |
0-293 |
0.8% |
0-107 |
0.3% |
86% |
True |
False |
400,079 |
| 10 |
117-220 |
116-120 |
1-100 |
1.1% |
0-109 |
0.3% |
90% |
True |
False |
373,992 |
| 20 |
117-220 |
115-080 |
2-140 |
2.1% |
0-129 |
0.3% |
95% |
True |
False |
412,302 |
| 40 |
117-220 |
115-080 |
2-140 |
2.1% |
0-132 |
0.4% |
95% |
True |
False |
405,475 |
| 60 |
117-220 |
114-150 |
3-070 |
2.7% |
0-139 |
0.4% |
96% |
True |
False |
390,433 |
| 80 |
117-220 |
112-130 |
5-090 |
4.5% |
0-146 |
0.4% |
98% |
True |
False |
298,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-145 |
|
2.618 |
118-248 |
|
1.618 |
118-115 |
|
1.000 |
118-033 |
|
0.618 |
117-302 |
|
HIGH |
117-220 |
|
0.618 |
117-169 |
|
0.500 |
117-154 |
|
0.382 |
117-138 |
|
LOW |
117-087 |
|
0.618 |
117-005 |
|
1.000 |
116-274 |
|
1.618 |
116-192 |
|
2.618 |
116-059 |
|
4.250 |
115-162 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-171 |
117-164 |
| PP |
117-162 |
117-147 |
| S1 |
117-154 |
117-131 |
|