ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-020 |
116-000 |
-0-020 |
-0.1% |
115-090 |
| High |
116-050 |
116-120 |
0-070 |
0.2% |
115-210 |
| Low |
115-300 |
115-310 |
0-010 |
0.0% |
115-080 |
| Close |
116-000 |
116-080 |
0-080 |
0.2% |
115-190 |
| Range |
0-070 |
0-130 |
0-060 |
85.7% |
0-130 |
| ATR |
0-113 |
0-114 |
0-001 |
1.1% |
0-000 |
| Volume |
7,843 |
31,532 |
23,689 |
302.0% |
6,568 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-133 |
117-077 |
116-152 |
|
| R3 |
117-003 |
116-267 |
116-116 |
|
| R2 |
116-193 |
116-193 |
116-104 |
|
| R1 |
116-137 |
116-137 |
116-092 |
116-165 |
| PP |
116-063 |
116-063 |
116-063 |
116-078 |
| S1 |
116-007 |
116-007 |
116-068 |
116-035 |
| S2 |
115-253 |
115-253 |
116-056 |
|
| S3 |
115-123 |
115-197 |
116-044 |
|
| S4 |
114-313 |
115-067 |
116-008 |
|
|
| 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 |
118-032 |
|
2.618 |
117-140 |
|
1.618 |
117-010 |
|
1.000 |
116-250 |
|
0.618 |
116-200 |
|
HIGH |
116-120 |
|
0.618 |
116-070 |
|
0.500 |
116-055 |
|
0.382 |
116-040 |
|
LOW |
115-310 |
|
0.618 |
115-230 |
|
1.000 |
115-180 |
|
1.618 |
115-100 |
|
2.618 |
114-290 |
|
4.250 |
114-078 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-072 |
116-065 |
| PP |
116-063 |
116-050 |
| S1 |
116-055 |
116-035 |
|