ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 26-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
26-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-180 |
116-240 |
0-060 |
0.2% |
115-210 |
| High |
116-260 |
117-060 |
0-120 |
0.3% |
116-160 |
| Low |
116-150 |
116-240 |
0-090 |
0.2% |
115-200 |
| Close |
116-240 |
117-060 |
0-140 |
0.4% |
116-070 |
| Range |
0-110 |
0-140 |
0-030 |
27.3% |
0-280 |
| ATR |
0-113 |
0-115 |
0-002 |
1.7% |
0-000 |
| Volume |
297,670 |
297,670 |
0 |
0.0% |
145,763 |
|
| Daily Pivots for day following 26-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-113 |
118-067 |
117-137 |
|
| R3 |
117-293 |
117-247 |
117-098 |
|
| R2 |
117-153 |
117-153 |
117-086 |
|
| R1 |
117-107 |
117-107 |
117-073 |
117-130 |
| PP |
117-013 |
117-013 |
117-013 |
117-025 |
| S1 |
116-287 |
116-287 |
117-047 |
116-310 |
| S2 |
116-193 |
116-193 |
117-034 |
|
| S3 |
116-053 |
116-147 |
117-022 |
|
| S4 |
115-233 |
116-007 |
116-303 |
|
|
| 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 |
119-015 |
|
2.618 |
118-107 |
|
1.618 |
117-287 |
|
1.000 |
117-200 |
|
0.618 |
117-147 |
|
HIGH |
117-060 |
|
0.618 |
117-007 |
|
0.500 |
116-310 |
|
0.382 |
116-293 |
|
LOW |
116-240 |
|
0.618 |
116-153 |
|
1.000 |
116-100 |
|
1.618 |
116-013 |
|
2.618 |
115-193 |
|
4.250 |
114-285 |
|
|
| Fisher Pivots for day following 26-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-037 |
117-007 |
| PP |
117-013 |
116-273 |
| S1 |
116-310 |
116-220 |
|