ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
116-137 |
-0-033 |
-0.1% |
115-177 |
| High |
116-185 |
116-207 |
0-022 |
0.1% |
116-162 |
| Low |
116-082 |
116-062 |
-0-020 |
-0.1% |
115-080 |
| Close |
116-130 |
116-092 |
-0-038 |
-0.1% |
116-145 |
| Range |
0-103 |
0-145 |
0-042 |
40.8% |
1-082 |
| ATR |
0-151 |
0-150 |
0-000 |
-0.3% |
0-000 |
| Volume |
569,784 |
377,284 |
-192,500 |
-33.8% |
2,256,024 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-235 |
117-149 |
116-172 |
|
| R3 |
117-090 |
117-004 |
116-132 |
|
| R2 |
116-265 |
116-265 |
116-119 |
|
| R1 |
116-179 |
116-179 |
116-105 |
116-150 |
| PP |
116-120 |
116-120 |
116-120 |
116-106 |
| S1 |
116-034 |
116-034 |
116-079 |
116-004 |
| S2 |
115-295 |
115-295 |
116-065 |
|
| S3 |
115-150 |
115-209 |
116-052 |
|
| S4 |
115-005 |
115-064 |
116-012 |
|
|
| 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 |
116-207 |
115-220 |
0-307 |
0.8% |
0-160 |
0.4% |
63% |
True |
False |
472,670 |
| 10 |
116-207 |
115-080 |
1-127 |
1.2% |
0-154 |
0.4% |
74% |
True |
False |
437,690 |
| 20 |
116-302 |
115-080 |
1-222 |
1.5% |
0-149 |
0.4% |
61% |
False |
False |
405,657 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-147 |
0.4% |
62% |
False |
False |
402,316 |
| 60 |
117-025 |
112-300 |
4-045 |
3.6% |
0-150 |
0.4% |
81% |
False |
False |
320,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-183 |
|
2.618 |
117-267 |
|
1.618 |
117-122 |
|
1.000 |
117-032 |
|
0.618 |
116-297 |
|
HIGH |
116-207 |
|
0.618 |
116-152 |
|
0.500 |
116-134 |
|
0.382 |
116-117 |
|
LOW |
116-062 |
|
0.618 |
115-292 |
|
1.000 |
115-237 |
|
1.618 |
115-147 |
|
2.618 |
115-002 |
|
4.250 |
114-086 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-134 |
116-086 |
| PP |
116-120 |
116-080 |
| S1 |
116-106 |
116-074 |
|