ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 26-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
26-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-165 |
117-277 |
0-112 |
0.3% |
116-310 |
| High |
117-290 |
117-315 |
0-025 |
0.1% |
117-265 |
| Low |
117-155 |
117-227 |
0-072 |
0.2% |
116-285 |
| Close |
117-265 |
117-295 |
0-030 |
0.1% |
117-162 |
| Range |
0-135 |
0-088 |
-0-047 |
-34.8% |
0-300 |
| ATR |
0-124 |
0-121 |
-0-003 |
-2.1% |
0-000 |
| Volume |
501,592 |
639,024 |
137,432 |
27.4% |
2,098,492 |
|
| Daily Pivots for day following 26-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-223 |
118-187 |
118-023 |
|
| R3 |
118-135 |
118-099 |
117-319 |
|
| R2 |
118-047 |
118-047 |
117-311 |
|
| R1 |
118-011 |
118-011 |
117-303 |
118-029 |
| PP |
117-279 |
117-279 |
117-279 |
117-288 |
| S1 |
117-243 |
117-243 |
117-287 |
117-261 |
| S2 |
117-191 |
117-191 |
117-279 |
|
| S3 |
117-103 |
117-155 |
117-271 |
|
| S4 |
117-015 |
117-067 |
117-247 |
|
|
| 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 |
117-315 |
117-085 |
0-230 |
0.6% |
0-113 |
0.3% |
91% |
True |
False |
503,600 |
| 10 |
117-315 |
116-180 |
1-135 |
1.2% |
0-110 |
0.3% |
96% |
True |
False |
420,754 |
| 20 |
117-315 |
115-220 |
2-095 |
1.9% |
0-120 |
0.3% |
97% |
True |
False |
432,496 |
| 40 |
117-315 |
115-080 |
2-235 |
2.3% |
0-132 |
0.3% |
98% |
True |
False |
423,591 |
| 60 |
117-315 |
114-315 |
3-000 |
2.5% |
0-135 |
0.4% |
98% |
True |
False |
407,077 |
| 80 |
117-315 |
112-130 |
5-185 |
4.7% |
0-144 |
0.4% |
99% |
True |
False |
325,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-049 |
|
2.618 |
118-225 |
|
1.618 |
118-137 |
|
1.000 |
118-083 |
|
0.618 |
118-049 |
|
HIGH |
117-315 |
|
0.618 |
117-281 |
|
0.500 |
117-271 |
|
0.382 |
117-261 |
|
LOW |
117-227 |
|
0.618 |
117-173 |
|
1.000 |
117-139 |
|
1.618 |
117-085 |
|
2.618 |
116-317 |
|
4.250 |
116-173 |
|
|
| Fisher Pivots for day following 26-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-287 |
117-263 |
| PP |
117-279 |
117-232 |
| S1 |
117-271 |
117-200 |
|