ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-105 |
117-192 |
0-087 |
0.2% |
116-310 |
| High |
117-220 |
117-265 |
0-045 |
0.1% |
117-265 |
| Low |
117-087 |
117-145 |
0-058 |
0.2% |
116-285 |
| Close |
117-180 |
117-162 |
-0-018 |
0.0% |
117-162 |
| Range |
0-133 |
0-120 |
-0-013 |
-9.8% |
0-300 |
| ATR |
0-126 |
0-126 |
0-000 |
-0.3% |
0-000 |
| Volume |
406,792 |
560,050 |
153,258 |
37.7% |
2,098,492 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-231 |
118-156 |
117-228 |
|
| R3 |
118-111 |
118-036 |
117-195 |
|
| R2 |
117-311 |
117-311 |
117-184 |
|
| R1 |
117-236 |
117-236 |
117-173 |
117-214 |
| PP |
117-191 |
117-191 |
117-191 |
117-179 |
| S1 |
117-116 |
117-116 |
117-151 |
117-094 |
| S2 |
117-071 |
117-071 |
117-140 |
|
| S3 |
116-271 |
116-316 |
117-129 |
|
| S4 |
116-151 |
116-196 |
117-096 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-071 |
119-256 |
118-007 |
|
| R3 |
119-091 |
118-276 |
117-244 |
|
| R2 |
118-111 |
118-111 |
117-217 |
|
| R1 |
117-296 |
117-296 |
117-190 |
118-044 |
| PP |
117-131 |
117-131 |
117-131 |
117-164 |
| S1 |
116-316 |
116-316 |
117-134 |
117-064 |
| S2 |
116-151 |
116-151 |
117-107 |
|
| S3 |
115-171 |
116-016 |
117-080 |
|
| S4 |
114-191 |
115-036 |
116-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-265 |
116-285 |
0-300 |
0.8% |
0-117 |
0.3% |
66% |
True |
False |
419,698 |
| 10 |
117-265 |
116-180 |
1-085 |
1.1% |
0-106 |
0.3% |
75% |
True |
False |
387,791 |
| 20 |
117-265 |
115-080 |
2-185 |
2.2% |
0-128 |
0.3% |
88% |
True |
False |
421,820 |
| 40 |
117-265 |
115-080 |
2-185 |
2.2% |
0-132 |
0.4% |
88% |
True |
False |
409,105 |
| 60 |
117-265 |
114-170 |
3-095 |
2.8% |
0-138 |
0.4% |
90% |
True |
False |
395,982 |
| 80 |
117-265 |
112-130 |
5-135 |
4.6% |
0-145 |
0.4% |
94% |
True |
False |
305,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-135 |
|
2.618 |
118-259 |
|
1.618 |
118-139 |
|
1.000 |
118-065 |
|
0.618 |
118-019 |
|
HIGH |
117-265 |
|
0.618 |
117-219 |
|
0.500 |
117-205 |
|
0.382 |
117-191 |
|
LOW |
117-145 |
|
0.618 |
117-071 |
|
1.000 |
117-025 |
|
1.618 |
116-271 |
|
2.618 |
116-151 |
|
4.250 |
115-275 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-205 |
117-171 |
| PP |
117-191 |
117-168 |
| S1 |
117-176 |
117-165 |
|