ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
115-177 |
115-107 |
-0-070 |
-0.2% |
115-297 |
| High |
115-200 |
116-000 |
0-120 |
0.3% |
116-145 |
| Low |
115-080 |
115-102 |
0-022 |
0.1% |
115-172 |
| Close |
115-112 |
115-305 |
0-193 |
0.5% |
115-207 |
| Range |
0-120 |
0-218 |
0-098 |
81.7% |
0-293 |
| ATR |
0-141 |
0-147 |
0-005 |
3.9% |
0-000 |
| Volume |
393,740 |
446,002 |
52,262 |
13.3% |
1,906,463 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-256 |
117-179 |
116-105 |
|
| R3 |
117-038 |
116-281 |
116-045 |
|
| R2 |
116-140 |
116-140 |
116-025 |
|
| R1 |
116-063 |
116-063 |
116-005 |
116-102 |
| PP |
115-242 |
115-242 |
115-242 |
115-262 |
| S1 |
115-165 |
115-165 |
115-285 |
115-204 |
| S2 |
115-024 |
115-024 |
115-265 |
|
| S3 |
114-126 |
114-267 |
115-245 |
|
| S4 |
113-228 |
114-049 |
115-185 |
|
|
| 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 |
116-127 |
115-080 |
1-047 |
1.0% |
0-149 |
0.4% |
61% |
False |
False |
402,711 |
| 10 |
116-145 |
115-080 |
1-065 |
1.0% |
0-138 |
0.4% |
58% |
False |
False |
397,226 |
| 20 |
117-025 |
115-080 |
1-265 |
1.6% |
0-143 |
0.4% |
38% |
False |
False |
408,154 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-144 |
0.4% |
46% |
False |
False |
389,616 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-153 |
0.4% |
76% |
False |
False |
281,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-286 |
|
2.618 |
117-251 |
|
1.618 |
117-033 |
|
1.000 |
116-218 |
|
0.618 |
116-135 |
|
HIGH |
116-000 |
|
0.618 |
115-237 |
|
0.500 |
115-211 |
|
0.382 |
115-185 |
|
LOW |
115-102 |
|
0.618 |
114-287 |
|
1.000 |
114-204 |
|
1.618 |
114-069 |
|
2.618 |
113-171 |
|
4.250 |
112-136 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-274 |
115-270 |
| PP |
115-242 |
115-235 |
| S1 |
115-211 |
115-200 |
|