ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-137 |
116-097 |
-0-040 |
-0.1% |
115-177 |
| High |
116-207 |
116-110 |
-0-097 |
-0.3% |
116-162 |
| Low |
116-062 |
115-307 |
-0-075 |
-0.2% |
115-080 |
| Close |
116-092 |
116-067 |
-0-025 |
-0.1% |
116-145 |
| Range |
0-145 |
0-123 |
-0-022 |
-15.2% |
1-082 |
| ATR |
0-150 |
0-148 |
-0-002 |
-1.3% |
0-000 |
| Volume |
377,284 |
431,497 |
54,213 |
14.4% |
2,256,024 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-104 |
117-048 |
116-135 |
|
| R3 |
116-301 |
116-245 |
116-101 |
|
| R2 |
116-178 |
116-178 |
116-090 |
|
| R1 |
116-122 |
116-122 |
116-078 |
116-088 |
| PP |
116-055 |
116-055 |
116-055 |
116-038 |
| S1 |
115-319 |
115-319 |
116-056 |
115-286 |
| S2 |
115-252 |
115-252 |
116-044 |
|
| S3 |
115-129 |
115-196 |
116-033 |
|
| S4 |
115-006 |
115-073 |
115-319 |
|
|
| 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% |
0-156 |
0.4% |
54% |
False |
False |
459,392 |
| 10 |
116-207 |
115-080 |
1-127 |
1.2% |
0-150 |
0.4% |
69% |
False |
False |
442,154 |
| 20 |
116-302 |
115-080 |
1-222 |
1.5% |
0-147 |
0.4% |
57% |
False |
False |
407,808 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-147 |
0.4% |
59% |
False |
False |
405,243 |
| 60 |
117-025 |
113-010 |
4-015 |
3.5% |
0-149 |
0.4% |
79% |
False |
False |
327,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-313 |
|
2.618 |
117-112 |
|
1.618 |
116-309 |
|
1.000 |
116-233 |
|
0.618 |
116-186 |
|
HIGH |
116-110 |
|
0.618 |
116-063 |
|
0.500 |
116-048 |
|
0.382 |
116-034 |
|
LOW |
115-307 |
|
0.618 |
115-231 |
|
1.000 |
115-184 |
|
1.618 |
115-108 |
|
2.618 |
114-305 |
|
4.250 |
114-104 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-061 |
116-097 |
| PP |
116-055 |
116-087 |
| S1 |
116-048 |
116-077 |
|