ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-035 |
118-060 |
0-025 |
0.1% |
117-165 |
| High |
118-210 |
118-165 |
-0-045 |
-0.1% |
118-210 |
| Low |
118-012 |
118-032 |
0-020 |
0.1% |
117-085 |
| Close |
118-072 |
118-147 |
0-075 |
0.2% |
118-072 |
| Range |
0-198 |
0-133 |
-0-065 |
-32.8% |
1-125 |
| ATR |
0-129 |
0-130 |
0-000 |
0.2% |
0-000 |
| Volume |
735,401 |
401,405 |
-333,996 |
-45.4% |
2,286,560 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-194 |
119-143 |
118-220 |
|
| R3 |
119-061 |
119-010 |
118-184 |
|
| R2 |
118-248 |
118-248 |
118-171 |
|
| R1 |
118-197 |
118-197 |
118-159 |
118-222 |
| PP |
118-115 |
118-115 |
118-115 |
118-127 |
| S1 |
118-064 |
118-064 |
118-135 |
118-090 |
| S2 |
117-302 |
117-302 |
118-123 |
|
| S3 |
117-169 |
117-251 |
118-110 |
|
| S4 |
117-036 |
117-118 |
118-074 |
|
|
| 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% |
0-128 |
0.3% |
86% |
False |
False |
537,593 |
| 10 |
118-210 |
116-285 |
1-245 |
1.5% |
0-123 |
0.3% |
89% |
False |
False |
478,645 |
| 20 |
118-210 |
115-307 |
2-223 |
2.3% |
0-116 |
0.3% |
93% |
False |
False |
443,417 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-131 |
0.3% |
94% |
False |
False |
424,457 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-136 |
0.4% |
95% |
False |
False |
410,902 |
| 80 |
118-210 |
112-130 |
6-080 |
5.3% |
0-144 |
0.4% |
97% |
False |
False |
339,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-090 |
|
2.618 |
119-193 |
|
1.618 |
119-060 |
|
1.000 |
118-298 |
|
0.618 |
118-247 |
|
HIGH |
118-165 |
|
0.618 |
118-114 |
|
0.500 |
118-098 |
|
0.382 |
118-083 |
|
LOW |
118-032 |
|
0.618 |
117-270 |
|
1.000 |
117-219 |
|
1.618 |
117-137 |
|
2.618 |
117-004 |
|
4.250 |
116-107 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-131 |
118-118 |
| PP |
118-115 |
118-088 |
| S1 |
118-098 |
118-058 |
|