ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-302 |
117-065 |
-0-237 |
-0.6% |
118-060 |
| High |
118-017 |
117-230 |
-0-107 |
-0.3% |
118-170 |
| Low |
117-027 |
117-052 |
0-025 |
0.1% |
117-027 |
| Close |
117-100 |
117-210 |
0-110 |
0.3% |
117-100 |
| Range |
0-310 |
0-178 |
-0-132 |
-42.6% |
1-143 |
| ATR |
0-138 |
0-141 |
0-003 |
2.0% |
0-000 |
| Volume |
28,674 |
31,876 |
3,202 |
11.2% |
679,267 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-058 |
118-312 |
117-308 |
|
| R3 |
118-200 |
118-134 |
117-259 |
|
| R2 |
118-022 |
118-022 |
117-243 |
|
| R1 |
117-276 |
117-276 |
117-226 |
117-309 |
| PP |
117-164 |
117-164 |
117-164 |
117-180 |
| S1 |
117-098 |
117-098 |
117-194 |
117-131 |
| S2 |
116-306 |
116-306 |
117-177 |
|
| S3 |
116-128 |
116-240 |
117-161 |
|
| S4 |
115-270 |
116-062 |
117-112 |
|
|
| 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% |
0-161 |
0.4% |
40% |
False |
False |
61,947 |
| 10 |
118-210 |
117-027 |
1-183 |
1.3% |
0-145 |
0.4% |
36% |
False |
False |
299,770 |
| 20 |
118-210 |
116-180 |
2-030 |
1.8% |
0-126 |
0.3% |
52% |
False |
False |
343,780 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-133 |
0.4% |
71% |
False |
False |
378,991 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-138 |
0.4% |
73% |
False |
False |
387,695 |
| 80 |
118-210 |
113-300 |
4-230 |
4.0% |
0-141 |
0.4% |
79% |
False |
False |
342,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-026 |
|
2.618 |
119-056 |
|
1.618 |
118-198 |
|
1.000 |
118-088 |
|
0.618 |
118-020 |
|
HIGH |
117-230 |
|
0.618 |
117-162 |
|
0.500 |
117-141 |
|
0.382 |
117-120 |
|
LOW |
117-052 |
|
0.618 |
116-262 |
|
1.000 |
116-194 |
|
1.618 |
116-084 |
|
2.618 |
115-226 |
|
4.250 |
114-256 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-187 |
117-204 |
| PP |
117-164 |
117-197 |
| S1 |
117-141 |
117-191 |
|