ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-210 |
117-142 |
-0-068 |
-0.2% |
117-065 |
| High |
117-222 |
117-190 |
-0-032 |
-0.1% |
118-040 |
| Low |
117-070 |
117-050 |
-0-020 |
-0.1% |
117-052 |
| Close |
117-145 |
117-062 |
-0-083 |
-0.2% |
117-145 |
| Range |
0-152 |
0-140 |
-0-012 |
-7.9% |
0-308 |
| ATR |
0-141 |
0-141 |
0-000 |
-0.1% |
0-000 |
| Volume |
20,536 |
7,126 |
-13,410 |
-65.3% |
98,402 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-201 |
118-111 |
117-139 |
|
| R3 |
118-061 |
117-291 |
117-100 |
|
| R2 |
117-241 |
117-241 |
117-088 |
|
| R1 |
117-151 |
117-151 |
117-075 |
117-126 |
| PP |
117-101 |
117-101 |
117-101 |
117-088 |
| S1 |
117-011 |
117-011 |
117-049 |
116-306 |
| S2 |
116-281 |
116-281 |
117-036 |
|
| S3 |
116-141 |
116-191 |
117-024 |
|
| S4 |
116-001 |
116-051 |
116-305 |
|
|
| 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 |
117-050 |
0-310 |
0.8% |
0-132 |
0.4% |
4% |
False |
True |
14,730 |
| 10 |
118-170 |
117-027 |
1-143 |
1.2% |
0-146 |
0.4% |
8% |
False |
False |
38,339 |
| 20 |
118-210 |
116-285 |
1-245 |
1.5% |
0-135 |
0.4% |
17% |
False |
False |
258,492 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-134 |
0.4% |
57% |
False |
False |
335,355 |
| 60 |
118-210 |
115-000 |
3-210 |
3.1% |
0-134 |
0.4% |
60% |
False |
False |
354,737 |
| 80 |
118-210 |
113-310 |
4-220 |
4.0% |
0-141 |
0.4% |
69% |
False |
False |
343,061 |
| 100 |
118-210 |
112-130 |
6-080 |
5.3% |
0-145 |
0.4% |
77% |
False |
False |
275,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-145 |
|
2.618 |
118-237 |
|
1.618 |
118-097 |
|
1.000 |
118-010 |
|
0.618 |
117-277 |
|
HIGH |
117-190 |
|
0.618 |
117-137 |
|
0.500 |
117-120 |
|
0.382 |
117-103 |
|
LOW |
117-050 |
|
0.618 |
116-283 |
|
1.000 |
116-230 |
|
1.618 |
116-143 |
|
2.618 |
116-003 |
|
4.250 |
115-095 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-120 |
117-156 |
| PP |
117-101 |
117-125 |
| S1 |
117-081 |
117-093 |
|