ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-017 |
117-217 |
0-200 |
0.5% |
117-142 |
| High |
117-070 |
117-217 |
0-147 |
0.4% |
117-217 |
| Low |
116-290 |
117-097 |
0-127 |
0.3% |
116-290 |
| Close |
117-002 |
117-097 |
0-095 |
0.3% |
117-097 |
| Range |
0-100 |
0-120 |
0-020 |
20.0% |
0-247 |
| ATR |
0-138 |
0-143 |
0-006 |
4.0% |
0-000 |
| Volume |
13,437 |
16,074 |
2,637 |
19.6% |
36,637 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-177 |
118-097 |
117-163 |
|
| R3 |
118-057 |
117-297 |
117-130 |
|
| R2 |
117-257 |
117-257 |
117-119 |
|
| R1 |
117-177 |
117-177 |
117-108 |
117-157 |
| PP |
117-137 |
117-137 |
117-137 |
117-127 |
| S1 |
117-057 |
117-057 |
117-086 |
117-037 |
| S2 |
117-017 |
117-017 |
117-075 |
|
| S3 |
116-217 |
116-257 |
117-064 |
|
| S4 |
116-097 |
116-137 |
117-031 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-196 |
119-073 |
117-233 |
|
| R3 |
118-269 |
118-146 |
117-165 |
|
| R2 |
118-022 |
118-022 |
117-142 |
|
| R1 |
117-219 |
117-219 |
117-120 |
117-157 |
| PP |
117-095 |
117-095 |
117-095 |
117-064 |
| S1 |
116-292 |
116-292 |
117-074 |
116-230 |
| S2 |
116-168 |
116-168 |
117-052 |
|
| S3 |
115-241 |
116-045 |
117-029 |
|
| S4 |
114-314 |
115-118 |
116-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-262 |
116-290 |
0-292 |
0.8% |
0-129 |
0.3% |
43% |
False |
False |
13,210 |
| 10 |
118-040 |
116-290 |
1-070 |
1.0% |
0-151 |
0.4% |
33% |
False |
False |
21,538 |
| 20 |
118-210 |
116-290 |
1-240 |
1.5% |
0-133 |
0.4% |
23% |
False |
False |
223,960 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-132 |
0.4% |
60% |
False |
False |
317,777 |
| 60 |
118-210 |
115-040 |
3-170 |
3.0% |
0-134 |
0.4% |
62% |
False |
False |
344,649 |
| 80 |
118-210 |
114-100 |
4-110 |
3.7% |
0-137 |
0.4% |
69% |
False |
False |
342,559 |
| 100 |
118-210 |
112-130 |
6-080 |
5.3% |
0-145 |
0.4% |
78% |
False |
False |
275,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-087 |
|
2.618 |
118-211 |
|
1.618 |
118-091 |
|
1.000 |
118-017 |
|
0.618 |
117-291 |
|
HIGH |
117-217 |
|
0.618 |
117-171 |
|
0.500 |
117-157 |
|
0.382 |
117-143 |
|
LOW |
117-097 |
|
0.618 |
117-023 |
|
1.000 |
116-297 |
|
1.618 |
116-223 |
|
2.618 |
116-103 |
|
4.250 |
115-227 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-157 |
117-096 |
| PP |
117-137 |
117-095 |
| S1 |
117-117 |
117-094 |
|