ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-060 |
-0-030 |
-0.1% |
115-210 |
| High |
116-160 |
116-080 |
-0-080 |
-0.2% |
116-160 |
| Low |
116-060 |
116-000 |
-0-060 |
-0.2% |
115-200 |
| Close |
116-070 |
116-070 |
0-000 |
0.0% |
116-070 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
0-280 |
| ATR |
0-113 |
0-111 |
-0-002 |
-2.1% |
0-000 |
| Volume |
100,084 |
50,768 |
-49,316 |
-49.3% |
145,763 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-290 |
116-260 |
116-114 |
|
| R3 |
116-210 |
116-180 |
116-092 |
|
| R2 |
116-130 |
116-130 |
116-085 |
|
| R1 |
116-100 |
116-100 |
116-077 |
116-115 |
| PP |
116-050 |
116-050 |
116-050 |
116-058 |
| S1 |
116-020 |
116-020 |
116-063 |
116-035 |
| S2 |
115-290 |
115-290 |
116-055 |
|
| S3 |
115-210 |
115-260 |
116-048 |
|
| S4 |
115-130 |
115-180 |
116-026 |
|
|
| 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 |
117-100 |
|
2.618 |
116-289 |
|
1.618 |
116-209 |
|
1.000 |
116-160 |
|
0.618 |
116-129 |
|
HIGH |
116-080 |
|
0.618 |
116-049 |
|
0.500 |
116-040 |
|
0.382 |
116-031 |
|
LOW |
116-000 |
|
0.618 |
115-271 |
|
1.000 |
115-240 |
|
1.618 |
115-191 |
|
2.618 |
115-111 |
|
4.250 |
114-300 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-060 |
116-075 |
| PP |
116-050 |
116-073 |
| S1 |
116-040 |
116-072 |
|