ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-145 |
116-267 |
0-122 |
0.3% |
117-000 |
| High |
116-310 |
116-295 |
-0-015 |
0.0% |
117-110 |
| Low |
116-130 |
116-200 |
0-070 |
0.2% |
115-272 |
| Close |
116-262 |
116-225 |
-0-037 |
-0.1% |
116-030 |
| Range |
0-180 |
0-095 |
-0-085 |
-47.2% |
1-158 |
| ATR |
0-145 |
0-141 |
-0-004 |
-2.5% |
0-000 |
| Volume |
368,022 |
448,275 |
80,253 |
21.8% |
1,928,688 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-205 |
117-150 |
116-277 |
|
| R3 |
117-110 |
117-055 |
116-251 |
|
| R2 |
117-015 |
117-015 |
116-242 |
|
| R1 |
116-280 |
116-280 |
116-234 |
116-260 |
| PP |
116-240 |
116-240 |
116-240 |
116-230 |
| S1 |
116-185 |
116-185 |
116-216 |
116-165 |
| S2 |
116-145 |
116-145 |
116-208 |
|
| S3 |
116-050 |
116-090 |
116-199 |
|
| S4 |
115-275 |
115-315 |
116-173 |
|
|
| 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 |
118-059 |
|
2.618 |
117-224 |
|
1.618 |
117-129 |
|
1.000 |
117-070 |
|
0.618 |
117-034 |
|
HIGH |
116-295 |
|
0.618 |
116-259 |
|
0.500 |
116-248 |
|
0.382 |
116-236 |
|
LOW |
116-200 |
|
0.618 |
116-141 |
|
1.000 |
116-105 |
|
1.618 |
116-046 |
|
2.618 |
115-271 |
|
4.250 |
115-116 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-248 |
116-197 |
| PP |
116-240 |
116-169 |
| S1 |
116-232 |
116-141 |
|