ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
116-070 |
0-010 |
0.0% |
115-210 |
| High |
116-080 |
116-210 |
0-130 |
0.3% |
116-160 |
| Low |
116-000 |
116-060 |
0-060 |
0.2% |
115-200 |
| Close |
116-070 |
116-180 |
0-110 |
0.3% |
116-070 |
| Range |
0-080 |
0-150 |
0-070 |
87.5% |
0-280 |
| ATR |
0-111 |
0-114 |
0-003 |
2.5% |
0-000 |
| Volume |
50,768 |
192,729 |
141,961 |
279.6% |
145,763 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-280 |
117-220 |
116-262 |
|
| R3 |
117-130 |
117-070 |
116-221 |
|
| R2 |
116-300 |
116-300 |
116-208 |
|
| R1 |
116-240 |
116-240 |
116-194 |
116-270 |
| PP |
116-150 |
116-150 |
116-150 |
116-165 |
| S1 |
116-090 |
116-090 |
116-166 |
116-120 |
| S2 |
116-000 |
116-000 |
116-152 |
|
| S3 |
115-170 |
115-260 |
116-139 |
|
| S4 |
115-020 |
115-110 |
116-098 |
|
|
| 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 |
118-208 |
|
2.618 |
117-283 |
|
1.618 |
117-133 |
|
1.000 |
117-040 |
|
0.618 |
116-303 |
|
HIGH |
116-210 |
|
0.618 |
116-153 |
|
0.500 |
116-135 |
|
0.382 |
116-117 |
|
LOW |
116-060 |
|
0.618 |
115-287 |
|
1.000 |
115-230 |
|
1.618 |
115-137 |
|
2.618 |
114-307 |
|
4.250 |
114-062 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-165 |
116-155 |
| PP |
116-150 |
116-130 |
| S1 |
116-135 |
116-105 |
|