ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-207 |
116-140 |
-0-067 |
-0.2% |
116-022 |
| High |
116-227 |
116-155 |
-0-072 |
-0.2% |
116-310 |
| Low |
116-057 |
115-312 |
-0-065 |
-0.2% |
115-292 |
| Close |
116-157 |
116-067 |
-0-090 |
-0.2% |
116-067 |
| Range |
0-170 |
0-163 |
-0-007 |
-4.1% |
1-018 |
| ATR |
0-143 |
0-145 |
0-002 |
1.1% |
0-000 |
| Volume |
361,741 |
419,125 |
57,384 |
15.9% |
2,212,364 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-240 |
117-157 |
116-157 |
|
| R3 |
117-077 |
116-314 |
116-112 |
|
| R2 |
116-234 |
116-234 |
116-097 |
|
| R1 |
116-151 |
116-151 |
116-082 |
116-111 |
| PP |
116-071 |
116-071 |
116-071 |
116-052 |
| S1 |
115-308 |
115-308 |
116-052 |
115-268 |
| S2 |
115-228 |
115-228 |
116-037 |
|
| S3 |
115-065 |
115-145 |
116-022 |
|
| S4 |
114-222 |
114-302 |
115-297 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-170 |
118-297 |
116-253 |
|
| R3 |
118-152 |
117-279 |
116-160 |
|
| R2 |
117-134 |
117-134 |
116-129 |
|
| R1 |
116-261 |
116-261 |
116-098 |
117-038 |
| PP |
116-116 |
116-116 |
116-116 |
116-165 |
| S1 |
115-243 |
115-243 |
116-036 |
116-020 |
| S2 |
115-098 |
115-098 |
116-005 |
|
| S3 |
114-080 |
114-225 |
115-294 |
|
| S4 |
113-062 |
113-207 |
115-201 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-208 |
|
2.618 |
117-262 |
|
1.618 |
117-099 |
|
1.000 |
116-318 |
|
0.618 |
116-256 |
|
HIGH |
116-155 |
|
0.618 |
116-093 |
|
0.500 |
116-074 |
|
0.382 |
116-054 |
|
LOW |
115-312 |
|
0.618 |
115-211 |
|
1.000 |
115-149 |
|
1.618 |
115-048 |
|
2.618 |
114-205 |
|
4.250 |
113-259 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-074 |
116-144 |
| PP |
116-071 |
116-118 |
| S1 |
116-069 |
116-092 |
|