ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-232 |
116-092 |
0-180 |
0.5% |
116-057 |
| High |
115-310 |
116-117 |
0-127 |
0.3% |
116-117 |
| Low |
115-187 |
115-305 |
0-118 |
0.3% |
115-182 |
| Close |
115-227 |
115-307 |
0-080 |
0.2% |
115-307 |
| Range |
0-123 |
0-132 |
0-009 |
7.3% |
0-255 |
| ATR |
0-144 |
0-149 |
0-005 |
3.3% |
0-000 |
| Volume |
434,373 |
387,527 |
-46,846 |
-10.8% |
1,585,430 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-106 |
117-018 |
116-060 |
|
| R3 |
116-294 |
116-206 |
116-023 |
|
| R2 |
116-162 |
116-162 |
116-011 |
|
| R1 |
116-074 |
116-074 |
115-319 |
116-052 |
| PP |
116-030 |
116-030 |
116-030 |
116-018 |
| S1 |
115-262 |
115-262 |
115-295 |
115-240 |
| S2 |
115-218 |
115-218 |
115-283 |
|
| S3 |
115-086 |
115-130 |
115-271 |
|
| S4 |
114-274 |
114-318 |
115-234 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-114 |
117-305 |
116-127 |
|
| R3 |
117-179 |
117-050 |
116-057 |
|
| R2 |
116-244 |
116-244 |
116-034 |
|
| R1 |
116-115 |
116-115 |
116-010 |
116-052 |
| PP |
115-309 |
115-309 |
115-309 |
115-277 |
| S1 |
115-180 |
115-180 |
115-284 |
115-117 |
| S2 |
115-054 |
115-054 |
115-260 |
|
| S3 |
114-119 |
114-245 |
115-237 |
|
| S4 |
113-184 |
113-310 |
115-167 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-038 |
|
2.618 |
117-143 |
|
1.618 |
117-011 |
|
1.000 |
116-249 |
|
0.618 |
116-199 |
|
HIGH |
116-117 |
|
0.618 |
116-067 |
|
0.500 |
116-051 |
|
0.382 |
116-035 |
|
LOW |
115-305 |
|
0.618 |
115-223 |
|
1.000 |
115-173 |
|
1.618 |
115-091 |
|
2.618 |
114-279 |
|
4.250 |
114-064 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-051 |
115-310 |
| PP |
116-030 |
115-309 |
| S1 |
116-008 |
115-308 |
|