ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
115-277 |
115-297 |
0-020 |
0.1% |
115-300 |
| High |
116-017 |
116-035 |
0-018 |
0.0% |
116-165 |
| Low |
115-225 |
115-247 |
0-022 |
0.1% |
115-225 |
| Close |
115-315 |
116-012 |
0-017 |
0.0% |
115-315 |
| Range |
0-112 |
0-108 |
-0-004 |
-3.6% |
0-260 |
| ATR |
0-145 |
0-142 |
-0-003 |
-1.8% |
0-000 |
| Volume |
478,814 |
429,654 |
-49,160 |
-10.3% |
1,819,106 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-315 |
116-272 |
116-071 |
|
| R3 |
116-207 |
116-164 |
116-042 |
|
| R2 |
116-099 |
116-099 |
116-032 |
|
| R1 |
116-056 |
116-056 |
116-022 |
116-078 |
| PP |
115-311 |
115-311 |
115-311 |
116-002 |
| S1 |
115-268 |
115-268 |
116-002 |
115-290 |
| S2 |
115-203 |
115-203 |
115-312 |
|
| S3 |
115-095 |
115-160 |
115-302 |
|
| S4 |
114-307 |
115-052 |
115-273 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-162 |
118-018 |
116-138 |
|
| R3 |
117-222 |
117-078 |
116-066 |
|
| R2 |
116-282 |
116-282 |
116-043 |
|
| R1 |
116-138 |
116-138 |
116-019 |
116-210 |
| PP |
116-022 |
116-022 |
116-022 |
116-058 |
| S1 |
115-198 |
115-198 |
115-291 |
115-270 |
| S2 |
115-082 |
115-082 |
115-267 |
|
| S3 |
114-142 |
114-258 |
115-244 |
|
| S4 |
113-202 |
113-318 |
115-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-165 |
115-225 |
0-260 |
0.7% |
0-121 |
0.3% |
41% |
False |
False |
342,062 |
| 10 |
116-302 |
115-225 |
1-077 |
1.1% |
0-135 |
0.4% |
27% |
False |
False |
378,627 |
| 20 |
117-025 |
115-000 |
2-025 |
1.8% |
0-135 |
0.4% |
50% |
False |
False |
400,278 |
| 40 |
117-025 |
113-310 |
3-035 |
2.7% |
0-142 |
0.4% |
67% |
False |
False |
360,726 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-153 |
0.4% |
78% |
False |
False |
242,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-174 |
|
2.618 |
116-318 |
|
1.618 |
116-210 |
|
1.000 |
116-143 |
|
0.618 |
116-102 |
|
HIGH |
116-035 |
|
0.618 |
115-314 |
|
0.500 |
115-301 |
|
0.382 |
115-288 |
|
LOW |
115-247 |
|
0.618 |
115-180 |
|
1.000 |
115-139 |
|
1.618 |
115-072 |
|
2.618 |
114-284 |
|
4.250 |
114-108 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-002 |
116-003 |
| PP |
115-311 |
115-314 |
| S1 |
115-301 |
115-305 |
|