ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-000 |
116-090 |
0-090 |
0.2% |
115-210 |
| High |
116-120 |
116-160 |
0-040 |
0.1% |
116-160 |
| Low |
115-310 |
116-060 |
0-070 |
0.2% |
115-200 |
| Close |
116-080 |
116-070 |
-0-010 |
0.0% |
116-070 |
| Range |
0-130 |
0-100 |
-0-030 |
-23.1% |
0-280 |
| ATR |
0-114 |
0-113 |
-0-001 |
-0.9% |
0-000 |
| Volume |
31,532 |
100,084 |
68,552 |
217.4% |
145,763 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-077 |
117-013 |
116-125 |
|
| R3 |
116-297 |
116-233 |
116-098 |
|
| R2 |
116-197 |
116-197 |
116-088 |
|
| R1 |
116-133 |
116-133 |
116-079 |
116-115 |
| PP |
116-097 |
116-097 |
116-097 |
116-088 |
| S1 |
116-033 |
116-033 |
116-061 |
116-015 |
| S2 |
115-317 |
115-317 |
116-052 |
|
| S3 |
115-217 |
115-253 |
116-042 |
|
| S4 |
115-117 |
115-153 |
116-015 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-237 |
118-113 |
116-224 |
|
| R3 |
117-277 |
117-153 |
116-147 |
|
| R2 |
116-317 |
116-317 |
116-121 |
|
| R1 |
116-193 |
116-193 |
116-096 |
116-255 |
| PP |
116-037 |
116-037 |
116-037 |
116-068 |
| S1 |
115-233 |
115-233 |
116-044 |
115-295 |
| S2 |
115-077 |
115-077 |
116-019 |
|
| S3 |
114-117 |
114-273 |
115-313 |
|
| S4 |
113-157 |
113-313 |
115-236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-265 |
|
2.618 |
117-102 |
|
1.618 |
117-002 |
|
1.000 |
116-260 |
|
0.618 |
116-222 |
|
HIGH |
116-160 |
|
0.618 |
116-122 |
|
0.500 |
116-110 |
|
0.382 |
116-098 |
|
LOW |
116-060 |
|
0.618 |
115-318 |
|
1.000 |
115-280 |
|
1.618 |
115-218 |
|
2.618 |
115-118 |
|
4.250 |
114-275 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-110 |
116-070 |
| PP |
116-097 |
116-070 |
| S1 |
116-083 |
116-070 |
|