ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-142 |
117-017 |
-0-125 |
-0.3% |
117-065 |
| High |
117-190 |
117-070 |
-0-120 |
-0.3% |
118-040 |
| Low |
117-050 |
116-290 |
-0-080 |
-0.2% |
117-052 |
| Close |
117-062 |
117-002 |
-0-060 |
-0.2% |
117-145 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
0-308 |
| ATR |
0-141 |
0-138 |
-0-003 |
-2.1% |
0-000 |
| Volume |
7,126 |
13,437 |
6,311 |
88.6% |
98,402 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-314 |
117-258 |
117-057 |
|
| R3 |
117-214 |
117-158 |
117-030 |
|
| R2 |
117-114 |
117-114 |
117-020 |
|
| R1 |
117-058 |
117-058 |
117-011 |
117-036 |
| PP |
117-014 |
117-014 |
117-014 |
117-003 |
| S1 |
116-278 |
116-278 |
116-313 |
116-256 |
| S2 |
116-234 |
116-234 |
116-304 |
|
| S3 |
116-134 |
116-178 |
116-294 |
|
| S4 |
116-034 |
116-078 |
116-267 |
|
|
| 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 |
118-035 |
116-290 |
1-065 |
1.0% |
0-123 |
0.3% |
8% |
False |
True |
14,494 |
| 10 |
118-127 |
116-290 |
1-157 |
1.3% |
0-150 |
0.4% |
7% |
False |
True |
26,659 |
| 20 |
118-210 |
116-290 |
1-240 |
1.5% |
0-132 |
0.4% |
6% |
False |
True |
243,536 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-134 |
0.4% |
52% |
False |
False |
324,950 |
| 60 |
118-210 |
115-000 |
3-210 |
3.1% |
0-134 |
0.4% |
55% |
False |
False |
350,059 |
| 80 |
118-210 |
113-310 |
4-220 |
4.0% |
0-138 |
0.4% |
65% |
False |
False |
342,838 |
| 100 |
118-210 |
112-130 |
6-080 |
5.3% |
0-145 |
0.4% |
74% |
False |
False |
275,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-175 |
|
2.618 |
118-012 |
|
1.618 |
117-232 |
|
1.000 |
117-170 |
|
0.618 |
117-132 |
|
HIGH |
117-070 |
|
0.618 |
117-032 |
|
0.500 |
117-020 |
|
0.382 |
117-008 |
|
LOW |
116-290 |
|
0.618 |
116-228 |
|
1.000 |
116-190 |
|
1.618 |
116-128 |
|
2.618 |
116-028 |
|
4.250 |
115-185 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-020 |
117-096 |
| PP |
117-014 |
117-065 |
| S1 |
117-008 |
117-033 |
|