ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-112 |
-0-048 |
-0.1% |
117-165 |
| High |
118-170 |
118-127 |
-0-043 |
-0.1% |
118-210 |
| Low |
118-100 |
118-025 |
-0-075 |
-0.2% |
117-085 |
| Close |
118-115 |
118-030 |
-0-085 |
-0.2% |
118-072 |
| Range |
0-070 |
0-102 |
0-032 |
45.7% |
1-125 |
| ATR |
0-125 |
0-124 |
-0-002 |
-1.3% |
0-000 |
| Volume |
130,236 |
67,281 |
-62,955 |
-48.3% |
2,286,560 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-047 |
118-300 |
118-086 |
|
| R3 |
118-265 |
118-198 |
118-058 |
|
| R2 |
118-163 |
118-163 |
118-049 |
|
| R1 |
118-096 |
118-096 |
118-039 |
118-078 |
| PP |
118-061 |
118-061 |
118-061 |
118-052 |
| S1 |
117-314 |
117-314 |
118-021 |
117-296 |
| S2 |
117-279 |
117-279 |
118-011 |
|
| S3 |
117-177 |
117-212 |
118-002 |
|
| S4 |
117-075 |
117-110 |
117-294 |
|
|
| 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 |
117-227 |
0-303 |
0.8% |
0-118 |
0.3% |
41% |
False |
False |
394,669 |
| 10 |
118-210 |
117-077 |
1-133 |
1.2% |
0-114 |
0.3% |
60% |
False |
False |
426,382 |
| 20 |
118-210 |
115-307 |
2-223 |
2.3% |
0-112 |
0.3% |
79% |
False |
False |
405,939 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-130 |
0.3% |
83% |
False |
False |
405,798 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-135 |
0.4% |
85% |
False |
False |
403,524 |
| 80 |
118-210 |
112-300 |
5-230 |
4.8% |
0-140 |
0.4% |
90% |
False |
False |
341,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-240 |
|
2.618 |
119-074 |
|
1.618 |
118-292 |
|
1.000 |
118-229 |
|
0.618 |
118-190 |
|
HIGH |
118-127 |
|
0.618 |
118-088 |
|
0.500 |
118-076 |
|
0.382 |
118-064 |
|
LOW |
118-025 |
|
0.618 |
117-282 |
|
1.000 |
117-243 |
|
1.618 |
117-180 |
|
2.618 |
117-078 |
|
4.250 |
116-232 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-076 |
118-098 |
| PP |
118-061 |
118-075 |
| S1 |
118-045 |
118-052 |
|