ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
115-297 |
116-005 |
0-028 |
0.1% |
115-300 |
| High |
116-035 |
116-145 |
0-110 |
0.3% |
116-165 |
| Low |
115-247 |
115-300 |
0-053 |
0.1% |
115-225 |
| Close |
116-012 |
116-112 |
0-100 |
0.3% |
115-315 |
| Range |
0-108 |
0-165 |
0-057 |
52.8% |
0-260 |
| ATR |
0-142 |
0-144 |
0-002 |
1.1% |
0-000 |
| Volume |
429,654 |
302,995 |
-126,659 |
-29.5% |
1,819,106 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-254 |
117-188 |
116-203 |
|
| R3 |
117-089 |
117-023 |
116-157 |
|
| R2 |
116-244 |
116-244 |
116-142 |
|
| R1 |
116-178 |
116-178 |
116-127 |
116-211 |
| PP |
116-079 |
116-079 |
116-079 |
116-096 |
| S1 |
116-013 |
116-013 |
116-097 |
116-046 |
| S2 |
115-234 |
115-234 |
116-082 |
|
| S3 |
115-069 |
115-168 |
116-067 |
|
| S4 |
114-224 |
115-003 |
116-021 |
|
|
| 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 |
116-145 |
115-225 |
0-240 |
0.6% |
0-128 |
0.3% |
86% |
True |
False |
391,742 |
| 10 |
116-302 |
115-225 |
1-077 |
1.1% |
0-143 |
0.4% |
52% |
False |
False |
373,624 |
| 20 |
117-025 |
115-040 |
1-305 |
1.7% |
0-136 |
0.4% |
63% |
False |
False |
398,395 |
| 40 |
117-025 |
114-100 |
2-245 |
2.4% |
0-142 |
0.4% |
74% |
False |
False |
367,341 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-154 |
0.4% |
84% |
False |
False |
247,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-206 |
|
2.618 |
117-257 |
|
1.618 |
117-092 |
|
1.000 |
116-310 |
|
0.618 |
116-247 |
|
HIGH |
116-145 |
|
0.618 |
116-082 |
|
0.500 |
116-062 |
|
0.382 |
116-043 |
|
LOW |
115-300 |
|
0.618 |
115-198 |
|
1.000 |
115-135 |
|
1.618 |
115-033 |
|
2.618 |
114-188 |
|
4.250 |
113-239 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-096 |
116-083 |
| PP |
116-079 |
116-054 |
| S1 |
116-062 |
116-025 |
|