ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
115-210 |
116-040 |
0-150 |
0.4% |
115-090 |
| High |
116-020 |
116-050 |
0-030 |
0.1% |
115-210 |
| Low |
115-200 |
115-270 |
0-070 |
0.2% |
115-080 |
| Close |
116-010 |
116-030 |
0-020 |
0.1% |
115-190 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
0-130 |
| ATR |
0-118 |
0-116 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,546 |
4,758 |
3,212 |
207.8% |
6,568 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-310 |
116-270 |
116-085 |
|
| R3 |
116-210 |
116-170 |
116-058 |
|
| R2 |
116-110 |
116-110 |
116-048 |
|
| R1 |
116-070 |
116-070 |
116-039 |
116-040 |
| PP |
116-010 |
116-010 |
116-010 |
115-315 |
| S1 |
115-290 |
115-290 |
116-021 |
115-260 |
| S2 |
115-230 |
115-230 |
116-012 |
|
| S3 |
115-130 |
115-190 |
116-002 |
|
| S4 |
115-030 |
115-090 |
115-295 |
|
|
| 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 |
117-155 |
|
2.618 |
116-312 |
|
1.618 |
116-212 |
|
1.000 |
116-150 |
|
0.618 |
116-112 |
|
HIGH |
116-050 |
|
0.618 |
116-012 |
|
0.500 |
116-000 |
|
0.382 |
115-308 |
|
LOW |
115-270 |
|
0.618 |
115-208 |
|
1.000 |
115-170 |
|
1.618 |
115-108 |
|
2.618 |
115-008 |
|
4.250 |
114-165 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-020 |
116-000 |
| PP |
116-010 |
115-290 |
| S1 |
116-000 |
115-260 |
|