ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
115-190 |
115-210 |
0-020 |
0.1% |
115-090 |
| High |
115-200 |
116-020 |
0-140 |
0.4% |
115-210 |
| Low |
115-150 |
115-200 |
0-050 |
0.1% |
115-080 |
| Close |
115-190 |
116-010 |
0-140 |
0.4% |
115-190 |
| Range |
0-050 |
0-140 |
0-090 |
180.0% |
0-130 |
| ATR |
0-115 |
0-118 |
0-002 |
2.2% |
0-000 |
| Volume |
3,010 |
1,546 |
-1,464 |
-48.6% |
6,568 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-070 |
117-020 |
116-087 |
|
| R3 |
116-250 |
116-200 |
116-048 |
|
| R2 |
116-110 |
116-110 |
116-036 |
|
| R1 |
116-060 |
116-060 |
116-023 |
116-085 |
| PP |
115-290 |
115-290 |
115-290 |
115-302 |
| S1 |
115-240 |
115-240 |
115-317 |
115-265 |
| S2 |
115-150 |
115-150 |
115-304 |
|
| S3 |
115-010 |
115-100 |
115-292 |
|
| S4 |
114-190 |
114-280 |
115-253 |
|
|
| 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 |
117-295 |
|
2.618 |
117-067 |
|
1.618 |
116-247 |
|
1.000 |
116-160 |
|
0.618 |
116-107 |
|
HIGH |
116-020 |
|
0.618 |
115-287 |
|
0.500 |
115-270 |
|
0.382 |
115-253 |
|
LOW |
115-200 |
|
0.618 |
115-113 |
|
1.000 |
115-060 |
|
1.618 |
114-293 |
|
2.618 |
114-153 |
|
4.250 |
113-245 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-310 |
115-290 |
| PP |
115-290 |
115-250 |
| S1 |
115-270 |
115-210 |
|