ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
115-305 |
115-177 |
-0-128 |
-0.3% |
115-297 |
| High |
115-305 |
115-200 |
-0-105 |
-0.3% |
116-145 |
| Low |
115-172 |
115-080 |
-0-092 |
-0.2% |
115-172 |
| Close |
115-207 |
115-112 |
-0-095 |
-0.3% |
115-207 |
| Range |
0-133 |
0-120 |
-0-013 |
-9.8% |
0-293 |
| ATR |
0-142 |
0-141 |
-0-001 |
-0.8% |
0-000 |
| Volume |
369,696 |
393,740 |
24,044 |
6.5% |
1,906,463 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-171 |
116-101 |
115-178 |
|
| R3 |
116-051 |
115-301 |
115-145 |
|
| R2 |
115-251 |
115-251 |
115-134 |
|
| R1 |
115-181 |
115-181 |
115-123 |
115-156 |
| PP |
115-131 |
115-131 |
115-131 |
115-118 |
| S1 |
115-061 |
115-061 |
115-101 |
115-036 |
| S2 |
115-011 |
115-011 |
115-090 |
|
| S3 |
114-211 |
114-261 |
115-079 |
|
| S4 |
114-091 |
114-141 |
115-046 |
|
|
| 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 |
115-080 |
1-065 |
1.0% |
0-138 |
0.4% |
8% |
False |
True |
374,109 |
| 10 |
116-165 |
115-080 |
1-085 |
1.1% |
0-129 |
0.4% |
8% |
False |
True |
358,086 |
| 20 |
117-025 |
115-080 |
1-265 |
1.6% |
0-138 |
0.4% |
5% |
False |
True |
398,169 |
| 40 |
117-025 |
114-282 |
2-063 |
1.9% |
0-142 |
0.4% |
21% |
False |
False |
384,552 |
| 60 |
117-025 |
112-130 |
4-215 |
4.1% |
0-153 |
0.4% |
63% |
False |
False |
273,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-070 |
|
2.618 |
116-194 |
|
1.618 |
116-074 |
|
1.000 |
116-000 |
|
0.618 |
115-274 |
|
HIGH |
115-200 |
|
0.618 |
115-154 |
|
0.500 |
115-140 |
|
0.382 |
115-126 |
|
LOW |
115-080 |
|
0.618 |
115-006 |
|
1.000 |
114-280 |
|
1.618 |
114-206 |
|
2.618 |
114-086 |
|
4.250 |
113-210 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-140 |
115-215 |
| PP |
115-131 |
115-181 |
| S1 |
115-121 |
115-146 |
|