ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-277 |
118-035 |
0-078 |
0.2% |
117-165 |
| High |
117-315 |
118-210 |
0-215 |
0.6% |
118-210 |
| Low |
117-227 |
118-012 |
0-105 |
0.3% |
117-085 |
| Close |
117-295 |
118-072 |
0-097 |
0.3% |
118-072 |
| Range |
0-088 |
0-198 |
0-110 |
125.0% |
1-125 |
| ATR |
0-121 |
0-129 |
0-008 |
6.7% |
0-000 |
| Volume |
639,024 |
735,401 |
96,377 |
15.1% |
2,286,560 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-052 |
119-260 |
118-181 |
|
| R3 |
119-174 |
119-062 |
118-126 |
|
| R2 |
118-296 |
118-296 |
118-108 |
|
| R1 |
118-184 |
118-184 |
118-090 |
118-240 |
| PP |
118-098 |
118-098 |
118-098 |
118-126 |
| S1 |
117-306 |
117-306 |
118-054 |
118-042 |
| S2 |
117-220 |
117-220 |
118-036 |
|
| S3 |
117-022 |
117-108 |
118-018 |
|
| S4 |
116-144 |
116-230 |
117-283 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-071 |
121-196 |
118-317 |
|
| R3 |
120-266 |
120-071 |
118-194 |
|
| R2 |
119-141 |
119-141 |
118-154 |
|
| R1 |
118-266 |
118-266 |
118-113 |
119-044 |
| PP |
118-016 |
118-016 |
118-016 |
118-064 |
| S1 |
117-141 |
117-141 |
118-031 |
117-238 |
| S2 |
116-211 |
116-211 |
117-310 |
|
| S3 |
115-086 |
116-016 |
117-270 |
|
| S4 |
113-281 |
114-211 |
117-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-210 |
117-085 |
1-125 |
1.2% |
0-126 |
0.3% |
69% |
True |
False |
569,322 |
| 10 |
118-210 |
116-247 |
1-283 |
1.6% |
0-116 |
0.3% |
77% |
True |
False |
484,700 |
| 20 |
118-210 |
115-262 |
2-268 |
2.4% |
0-120 |
0.3% |
85% |
True |
False |
445,213 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-131 |
0.3% |
87% |
True |
False |
428,385 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-136 |
0.4% |
88% |
True |
False |
411,520 |
| 80 |
118-210 |
112-130 |
6-080 |
5.3% |
0-144 |
0.4% |
93% |
True |
False |
334,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-092 |
|
2.618 |
120-088 |
|
1.618 |
119-210 |
|
1.000 |
119-088 |
|
0.618 |
119-012 |
|
HIGH |
118-210 |
|
0.618 |
118-134 |
|
0.500 |
118-111 |
|
0.382 |
118-088 |
|
LOW |
118-012 |
|
0.618 |
117-210 |
|
1.000 |
117-134 |
|
1.618 |
117-012 |
|
2.618 |
116-134 |
|
4.250 |
115-130 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-111 |
118-056 |
| PP |
118-098 |
118-039 |
| S1 |
118-085 |
118-022 |
|