ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
115-090 |
115-160 |
0-070 |
0.2% |
115-040 |
| High |
115-140 |
115-180 |
0-040 |
0.1% |
115-150 |
| Low |
115-080 |
115-110 |
0-030 |
0.1% |
114-210 |
| Close |
115-120 |
115-130 |
0-010 |
0.0% |
115-110 |
| Range |
0-060 |
0-070 |
0-010 |
16.7% |
0-260 |
| ATR |
|
|
|
|
|
| Volume |
713 |
1,219 |
506 |
71.0% |
635 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-030 |
115-310 |
115-168 |
|
| R3 |
115-280 |
115-240 |
115-149 |
|
| R2 |
115-210 |
115-210 |
115-143 |
|
| R1 |
115-170 |
115-170 |
115-136 |
115-155 |
| PP |
115-140 |
115-140 |
115-140 |
115-132 |
| S1 |
115-100 |
115-100 |
115-124 |
115-085 |
| S2 |
115-070 |
115-070 |
115-117 |
|
| S3 |
115-000 |
115-030 |
115-111 |
|
| S4 |
114-250 |
114-280 |
115-092 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-190 |
117-090 |
115-253 |
|
| R3 |
116-250 |
116-150 |
115-182 |
|
| R2 |
115-310 |
115-310 |
115-158 |
|
| R1 |
115-210 |
115-210 |
115-134 |
115-260 |
| PP |
115-050 |
115-050 |
115-050 |
115-075 |
| S1 |
114-270 |
114-270 |
115-086 |
115-000 |
| S2 |
114-110 |
114-110 |
115-062 |
|
| S3 |
113-170 |
114-010 |
115-038 |
|
| S4 |
112-230 |
113-070 |
114-287 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-158 |
|
2.618 |
116-043 |
|
1.618 |
115-293 |
|
1.000 |
115-250 |
|
0.618 |
115-223 |
|
HIGH |
115-180 |
|
0.618 |
115-153 |
|
0.500 |
115-145 |
|
0.382 |
115-137 |
|
LOW |
115-110 |
|
0.618 |
115-067 |
|
1.000 |
115-040 |
|
1.618 |
114-317 |
|
2.618 |
114-247 |
|
4.250 |
114-132 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-145 |
115-122 |
| PP |
115-140 |
115-113 |
| S1 |
115-135 |
115-105 |
|