ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-047 |
116-300 |
-0-067 |
-0.2% |
116-060 |
| High |
117-067 |
116-302 |
-0-085 |
-0.2% |
117-170 |
| Low |
116-280 |
116-142 |
-0-138 |
-0.4% |
116-000 |
| Close |
116-285 |
116-237 |
-0-048 |
-0.1% |
117-010 |
| Range |
0-107 |
0-160 |
0-053 |
49.5% |
1-170 |
| ATR |
0-121 |
0-124 |
0-003 |
2.3% |
0-000 |
| Volume |
351,717 |
425,036 |
73,319 |
20.8% |
1,303,989 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-067 |
117-312 |
117-005 |
|
| R3 |
117-227 |
117-152 |
116-281 |
|
| R2 |
117-067 |
117-067 |
116-266 |
|
| R1 |
116-312 |
116-312 |
116-252 |
116-270 |
| PP |
116-227 |
116-227 |
116-227 |
116-206 |
| S1 |
116-152 |
116-152 |
116-222 |
116-110 |
| S2 |
116-067 |
116-067 |
116-208 |
|
| S3 |
115-227 |
115-312 |
116-193 |
|
| S4 |
115-067 |
115-152 |
116-149 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-143 |
120-247 |
117-280 |
|
| R3 |
119-293 |
119-077 |
117-145 |
|
| R2 |
118-123 |
118-123 |
117-100 |
|
| R1 |
117-227 |
117-227 |
117-055 |
118-015 |
| PP |
116-273 |
116-273 |
116-273 |
117-008 |
| S1 |
116-057 |
116-057 |
116-285 |
116-165 |
| S2 |
115-103 |
115-103 |
116-240 |
|
| S3 |
113-253 |
114-207 |
116-195 |
|
| S4 |
112-083 |
113-037 |
116-060 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-022 |
|
2.618 |
118-081 |
|
1.618 |
117-241 |
|
1.000 |
117-142 |
|
0.618 |
117-081 |
|
HIGH |
116-302 |
|
0.618 |
116-241 |
|
0.500 |
116-222 |
|
0.382 |
116-203 |
|
LOW |
116-142 |
|
0.618 |
116-043 |
|
1.000 |
115-302 |
|
1.618 |
115-203 |
|
2.618 |
115-043 |
|
4.250 |
114-102 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-232 |
116-286 |
| PP |
116-227 |
116-270 |
| S1 |
116-222 |
116-253 |
|