ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
115-272 |
116-170 |
0-218 |
0.6% |
115-177 |
| High |
116-162 |
116-185 |
0-023 |
0.1% |
116-162 |
| Low |
115-262 |
116-082 |
0-140 |
0.4% |
115-080 |
| Close |
116-145 |
116-130 |
-0-015 |
0.0% |
116-145 |
| Range |
0-220 |
0-103 |
-0-117 |
-53.2% |
1-082 |
| ATR |
0-154 |
0-151 |
-0-004 |
-2.4% |
0-000 |
| Volume |
437,337 |
569,784 |
132,447 |
30.3% |
2,256,024 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-121 |
117-069 |
116-187 |
|
| R3 |
117-018 |
116-286 |
116-158 |
|
| R2 |
116-235 |
116-235 |
116-149 |
|
| R1 |
116-183 |
116-183 |
116-139 |
116-158 |
| PP |
116-132 |
116-132 |
116-132 |
116-120 |
| S1 |
116-080 |
116-080 |
116-121 |
116-054 |
| S2 |
116-029 |
116-029 |
116-111 |
|
| S3 |
115-246 |
115-297 |
116-102 |
|
| S4 |
115-143 |
115-194 |
116-073 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-268 |
119-129 |
117-046 |
|
| R3 |
118-186 |
118-047 |
116-256 |
|
| R2 |
117-104 |
117-104 |
116-219 |
|
| R1 |
116-285 |
116-285 |
116-182 |
117-034 |
| PP |
116-022 |
116-022 |
116-022 |
116-057 |
| S1 |
115-203 |
115-203 |
116-108 |
115-272 |
| S2 |
114-260 |
114-260 |
116-071 |
|
| S3 |
113-178 |
114-121 |
116-034 |
|
| S4 |
112-096 |
113-039 |
115-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-185 |
115-102 |
1-083 |
1.1% |
0-175 |
0.5% |
86% |
True |
False |
486,413 |
| 10 |
116-185 |
115-080 |
1-105 |
1.1% |
0-156 |
0.4% |
87% |
True |
False |
430,261 |
| 20 |
116-302 |
115-080 |
1-222 |
1.5% |
0-146 |
0.4% |
68% |
False |
False |
404,444 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-146 |
0.4% |
68% |
False |
False |
402,073 |
| 60 |
117-025 |
112-150 |
4-195 |
4.0% |
0-151 |
0.4% |
85% |
False |
False |
314,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-303 |
|
2.618 |
117-135 |
|
1.618 |
117-032 |
|
1.000 |
116-288 |
|
0.618 |
116-249 |
|
HIGH |
116-185 |
|
0.618 |
116-146 |
|
0.500 |
116-134 |
|
0.382 |
116-121 |
|
LOW |
116-082 |
|
0.618 |
116-018 |
|
1.000 |
115-299 |
|
1.618 |
115-235 |
|
2.618 |
115-132 |
|
4.250 |
114-284 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-134 |
116-101 |
| PP |
116-132 |
116-072 |
| S1 |
116-131 |
116-042 |
|