ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-192 |
117-165 |
-0-027 |
-0.1% |
116-310 |
| High |
117-265 |
117-172 |
-0-093 |
-0.2% |
117-265 |
| Low |
117-145 |
117-085 |
-0-060 |
-0.2% |
116-285 |
| Close |
117-162 |
117-165 |
0-003 |
0.0% |
117-162 |
| Range |
0-120 |
0-087 |
-0-033 |
-27.5% |
0-300 |
| ATR |
0-126 |
0-123 |
-0-003 |
-2.2% |
0-000 |
| Volume |
560,050 |
410,543 |
-149,507 |
-26.7% |
2,098,492 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-082 |
118-050 |
117-213 |
|
| R3 |
117-315 |
117-283 |
117-189 |
|
| R2 |
117-228 |
117-228 |
117-181 |
|
| R1 |
117-196 |
117-196 |
117-173 |
117-208 |
| PP |
117-141 |
117-141 |
117-141 |
117-147 |
| S1 |
117-109 |
117-109 |
117-157 |
117-122 |
| S2 |
117-054 |
117-054 |
117-149 |
|
| S3 |
116-287 |
117-022 |
117-141 |
|
| S4 |
116-200 |
116-255 |
117-117 |
|
|
| 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 |
117-042 |
0-223 |
0.6% |
0-104 |
0.3% |
55% |
False |
False |
439,295 |
| 10 |
117-265 |
116-180 |
1-085 |
1.1% |
0-107 |
0.3% |
75% |
False |
False |
367,572 |
| 20 |
117-265 |
115-102 |
2-163 |
2.1% |
0-127 |
0.3% |
88% |
False |
False |
422,660 |
| 40 |
117-265 |
115-080 |
2-185 |
2.2% |
0-132 |
0.4% |
88% |
False |
False |
410,415 |
| 60 |
117-265 |
114-282 |
2-303 |
2.5% |
0-137 |
0.4% |
89% |
False |
False |
397,254 |
| 80 |
117-265 |
112-130 |
5-135 |
4.6% |
0-146 |
0.4% |
94% |
False |
False |
310,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-222 |
|
2.618 |
118-080 |
|
1.618 |
117-313 |
|
1.000 |
117-259 |
|
0.618 |
117-226 |
|
HIGH |
117-172 |
|
0.618 |
117-139 |
|
0.500 |
117-128 |
|
0.382 |
117-118 |
|
LOW |
117-085 |
|
0.618 |
117-031 |
|
1.000 |
116-318 |
|
1.618 |
116-264 |
|
2.618 |
116-177 |
|
4.250 |
116-035 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-153 |
117-175 |
| PP |
117-141 |
117-172 |
| S1 |
117-128 |
117-168 |
|