ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-240 |
116-022 |
-0-218 |
-0.6% |
117-000 |
| High |
116-277 |
116-165 |
-0-112 |
-0.3% |
117-110 |
| Low |
115-272 |
115-292 |
0-020 |
0.1% |
115-272 |
| Close |
116-030 |
116-142 |
0-112 |
0.3% |
116-030 |
| Range |
1-005 |
0-193 |
-0-132 |
-40.6% |
1-158 |
| ATR |
0-138 |
0-142 |
0-004 |
2.8% |
0-000 |
| Volume |
508,248 |
615,201 |
106,953 |
21.0% |
1,928,688 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-032 |
117-280 |
116-248 |
|
| R3 |
117-159 |
117-087 |
116-195 |
|
| R2 |
116-286 |
116-286 |
116-177 |
|
| R1 |
116-214 |
116-214 |
116-160 |
116-250 |
| PP |
116-093 |
116-093 |
116-093 |
116-111 |
| S1 |
116-021 |
116-021 |
116-124 |
116-057 |
| S2 |
115-220 |
115-220 |
116-107 |
|
| S3 |
115-027 |
115-148 |
116-089 |
|
| S4 |
114-154 |
114-275 |
116-036 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-291 |
119-319 |
116-293 |
|
| R3 |
119-133 |
118-161 |
116-161 |
|
| R2 |
117-295 |
117-295 |
116-118 |
|
| R1 |
117-003 |
117-003 |
116-074 |
116-230 |
| PP |
116-137 |
116-137 |
116-137 |
116-091 |
| S1 |
115-165 |
115-165 |
115-306 |
115-072 |
| S2 |
114-299 |
114-299 |
115-262 |
|
| S3 |
113-141 |
114-007 |
115-219 |
|
| S4 |
111-303 |
112-169 |
115-087 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-025 |
|
2.618 |
118-030 |
|
1.618 |
117-157 |
|
1.000 |
117-038 |
|
0.618 |
116-284 |
|
HIGH |
116-165 |
|
0.618 |
116-091 |
|
0.500 |
116-068 |
|
0.382 |
116-046 |
|
LOW |
115-292 |
|
0.618 |
115-173 |
|
1.000 |
115-099 |
|
1.618 |
114-300 |
|
2.618 |
114-107 |
|
4.250 |
113-112 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-118 |
116-137 |
| PP |
116-093 |
116-132 |
| S1 |
116-068 |
116-127 |
|