ECBOT 5 Year T-Note Future March 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
115-190 |
115-190 |
0-000 |
0.0% |
115-090 |
High |
115-210 |
115-200 |
-0-010 |
0.0% |
115-210 |
Low |
115-080 |
115-150 |
0-070 |
0.2% |
115-080 |
Close |
115-190 |
115-190 |
0-000 |
0.0% |
115-190 |
Range |
0-130 |
0-050 |
-0-080 |
-61.5% |
0-130 |
ATR |
0-000 |
0-115 |
0-115 |
|
0-000 |
Volume |
80 |
3,010 |
2,930 |
3,662.5% |
6,568 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-010 |
115-310 |
115-218 |
|
R3 |
115-280 |
115-260 |
115-204 |
|
R2 |
115-230 |
115-230 |
115-199 |
|
R1 |
115-210 |
115-210 |
115-195 |
115-215 |
PP |
115-180 |
115-180 |
115-180 |
115-182 |
S1 |
115-160 |
115-160 |
115-185 |
115-165 |
S2 |
115-130 |
115-130 |
115-181 |
|
S3 |
115-080 |
115-110 |
115-176 |
|
S4 |
115-030 |
115-060 |
115-162 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-230 |
116-180 |
115-262 |
|
R3 |
116-100 |
116-050 |
115-226 |
|
R2 |
115-290 |
115-290 |
115-214 |
|
R1 |
115-240 |
115-240 |
115-202 |
115-265 |
PP |
115-160 |
115-160 |
115-160 |
115-172 |
S1 |
115-110 |
115-110 |
115-178 |
115-135 |
S2 |
115-030 |
115-030 |
115-166 |
|
S3 |
114-220 |
114-300 |
115-154 |
|
S4 |
114-090 |
114-170 |
115-118 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-092 |
2.618 |
116-011 |
1.618 |
115-281 |
1.000 |
115-250 |
0.618 |
115-231 |
HIGH |
115-200 |
0.618 |
115-181 |
0.500 |
115-175 |
0.382 |
115-169 |
LOW |
115-150 |
0.618 |
115-119 |
1.000 |
115-100 |
1.618 |
115-069 |
2.618 |
115-019 |
4.250 |
114-258 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
115-185 |
115-175 |
PP |
115-180 |
115-160 |
S1 |
115-175 |
115-145 |
|