ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-035 |
117-302 |
-0-053 |
-0.1% |
118-060 |
| High |
118-035 |
118-017 |
-0-018 |
0.0% |
118-170 |
| Low |
117-210 |
117-027 |
-0-183 |
-0.5% |
117-027 |
| Close |
117-300 |
117-100 |
-0-200 |
-0.5% |
117-100 |
| Range |
0-145 |
0-310 |
0-165 |
113.8% |
1-143 |
| ATR |
0-125 |
0-138 |
0-013 |
10.5% |
0-000 |
| Volume |
51,671 |
28,674 |
-22,997 |
-44.5% |
679,267 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-125 |
119-262 |
117-270 |
|
| R3 |
119-135 |
118-272 |
117-185 |
|
| R2 |
118-145 |
118-145 |
117-157 |
|
| R1 |
117-282 |
117-282 |
117-128 |
117-218 |
| PP |
117-155 |
117-155 |
117-155 |
117-123 |
| S1 |
116-292 |
116-292 |
117-072 |
116-228 |
| S2 |
116-165 |
116-165 |
117-043 |
|
| S3 |
115-175 |
115-302 |
117-015 |
|
| S4 |
114-185 |
114-312 |
116-250 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-315 |
121-030 |
118-035 |
|
| R3 |
120-172 |
119-207 |
117-227 |
|
| R2 |
119-029 |
119-029 |
117-185 |
|
| R1 |
118-064 |
118-064 |
117-142 |
117-295 |
| PP |
117-206 |
117-206 |
117-206 |
117-161 |
| S1 |
116-241 |
116-241 |
117-058 |
116-152 |
| S2 |
116-063 |
116-063 |
117-015 |
|
| S3 |
114-240 |
115-098 |
116-293 |
|
| S4 |
113-097 |
113-275 |
116-165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-170 |
117-027 |
1-143 |
1.2% |
0-152 |
0.4% |
16% |
False |
True |
135,853 |
| 10 |
118-210 |
117-027 |
1-183 |
1.3% |
0-139 |
0.4% |
15% |
False |
True |
352,587 |
| 20 |
118-210 |
116-120 |
2-090 |
1.9% |
0-124 |
0.3% |
41% |
False |
False |
363,290 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-134 |
0.4% |
61% |
False |
False |
388,908 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-138 |
0.4% |
63% |
False |
False |
394,091 |
| 80 |
118-210 |
113-070 |
5-140 |
4.6% |
0-142 |
0.4% |
75% |
False |
False |
342,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-054 |
|
2.618 |
120-189 |
|
1.618 |
119-199 |
|
1.000 |
119-007 |
|
0.618 |
118-209 |
|
HIGH |
118-017 |
|
0.618 |
117-219 |
|
0.500 |
117-182 |
|
0.382 |
117-145 |
|
LOW |
117-027 |
|
0.618 |
116-155 |
|
1.000 |
116-037 |
|
1.618 |
115-165 |
|
2.618 |
114-175 |
|
4.250 |
112-310 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-182 |
117-237 |
| PP |
117-155 |
117-191 |
| S1 |
117-127 |
117-146 |
|