ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-010 |
115-305 |
-0-025 |
-0.1% |
115-297 |
| High |
116-030 |
115-305 |
-0-045 |
-0.1% |
116-145 |
| Low |
115-242 |
115-172 |
-0-070 |
-0.2% |
115-172 |
| Close |
115-305 |
115-207 |
-0-098 |
-0.3% |
115-207 |
| Range |
0-108 |
0-133 |
0-025 |
23.1% |
0-293 |
| ATR |
0-143 |
0-142 |
-0-001 |
-0.5% |
0-000 |
| Volume |
417,259 |
369,696 |
-47,563 |
-11.4% |
1,906,463 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-307 |
116-230 |
115-280 |
|
| R3 |
116-174 |
116-097 |
115-244 |
|
| R2 |
116-041 |
116-041 |
115-231 |
|
| R1 |
115-284 |
115-284 |
115-219 |
115-256 |
| PP |
115-228 |
115-228 |
115-228 |
115-214 |
| S1 |
115-151 |
115-151 |
115-195 |
115-123 |
| S2 |
115-095 |
115-095 |
115-183 |
|
| S3 |
114-282 |
115-018 |
115-170 |
|
| S4 |
114-149 |
114-205 |
115-134 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-200 |
118-017 |
116-048 |
|
| R3 |
117-227 |
117-044 |
115-288 |
|
| R2 |
116-254 |
116-254 |
115-261 |
|
| R1 |
116-071 |
116-071 |
115-234 |
116-016 |
| PP |
115-281 |
115-281 |
115-281 |
115-254 |
| S1 |
115-098 |
115-098 |
115-180 |
115-043 |
| S2 |
114-308 |
114-308 |
115-153 |
|
| S3 |
114-015 |
114-125 |
115-126 |
|
| S4 |
113-042 |
113-152 |
115-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-145 |
115-172 |
0-293 |
0.8% |
0-136 |
0.4% |
12% |
False |
True |
381,292 |
| 10 |
116-165 |
115-172 |
0-313 |
0.8% |
0-132 |
0.4% |
11% |
False |
True |
372,556 |
| 20 |
117-025 |
115-172 |
1-173 |
1.3% |
0-136 |
0.4% |
7% |
False |
True |
396,390 |
| 40 |
117-025 |
114-170 |
2-175 |
2.2% |
0-143 |
0.4% |
44% |
False |
False |
383,062 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-151 |
0.4% |
69% |
False |
False |
267,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-230 |
|
2.618 |
117-013 |
|
1.618 |
116-200 |
|
1.000 |
116-118 |
|
0.618 |
116-067 |
|
HIGH |
115-305 |
|
0.618 |
115-254 |
|
0.500 |
115-238 |
|
0.382 |
115-223 |
|
LOW |
115-172 |
|
0.618 |
115-090 |
|
1.000 |
115-039 |
|
1.618 |
114-277 |
|
2.618 |
114-144 |
|
4.250 |
113-247 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-238 |
115-310 |
| PP |
115-228 |
115-275 |
| S1 |
115-218 |
115-241 |
|