ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-237 |
117-210 |
-0-027 |
-0.1% |
117-065 |
| High |
117-262 |
117-222 |
-0-040 |
-0.1% |
118-040 |
| Low |
117-127 |
117-070 |
-0-057 |
-0.2% |
117-052 |
| Close |
117-227 |
117-145 |
-0-082 |
-0.2% |
117-145 |
| Range |
0-135 |
0-152 |
0-017 |
12.6% |
0-308 |
| ATR |
0-140 |
0-141 |
0-001 |
0.9% |
0-000 |
| Volume |
8,880 |
20,536 |
11,656 |
131.3% |
98,402 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-282 |
118-205 |
117-229 |
|
| R3 |
118-130 |
118-053 |
117-187 |
|
| R2 |
117-298 |
117-298 |
117-173 |
|
| R1 |
117-221 |
117-221 |
117-159 |
117-184 |
| PP |
117-146 |
117-146 |
117-146 |
117-127 |
| S1 |
117-069 |
117-069 |
117-131 |
117-032 |
| S2 |
116-314 |
116-314 |
117-117 |
|
| S3 |
116-162 |
116-237 |
117-103 |
|
| S4 |
116-010 |
116-085 |
117-061 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-150 |
119-295 |
117-314 |
|
| R3 |
119-162 |
118-307 |
117-230 |
|
| R2 |
118-174 |
118-174 |
117-201 |
|
| R1 |
117-319 |
117-319 |
117-173 |
118-086 |
| PP |
117-186 |
117-186 |
117-186 |
117-229 |
| S1 |
117-011 |
117-011 |
117-117 |
117-098 |
| S2 |
116-198 |
116-198 |
117-089 |
|
| S3 |
115-210 |
116-023 |
117-060 |
|
| S4 |
114-222 |
115-035 |
116-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-040 |
117-052 |
0-308 |
0.8% |
0-140 |
0.4% |
30% |
False |
False |
19,680 |
| 10 |
118-170 |
117-027 |
1-143 |
1.2% |
0-146 |
0.4% |
25% |
False |
False |
77,766 |
| 20 |
118-210 |
116-247 |
1-283 |
1.6% |
0-131 |
0.3% |
36% |
False |
False |
281,233 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-133 |
0.4% |
65% |
False |
False |
347,147 |
| 60 |
118-210 |
115-000 |
3-210 |
3.1% |
0-135 |
0.4% |
67% |
False |
False |
362,907 |
| 80 |
118-210 |
113-310 |
4-220 |
4.0% |
0-140 |
0.4% |
74% |
False |
False |
343,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-228 |
|
2.618 |
118-300 |
|
1.618 |
118-148 |
|
1.000 |
118-054 |
|
0.618 |
117-316 |
|
HIGH |
117-222 |
|
0.618 |
117-164 |
|
0.500 |
117-146 |
|
0.382 |
117-128 |
|
LOW |
117-070 |
|
0.618 |
116-296 |
|
1.000 |
116-238 |
|
1.618 |
116-144 |
|
2.618 |
115-312 |
|
4.250 |
115-064 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-146 |
117-212 |
| PP |
117-146 |
117-190 |
| S1 |
117-145 |
117-168 |
|