ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-097 |
116-072 |
-0-025 |
-0.1% |
115-177 |
| High |
116-110 |
116-155 |
0-045 |
0.1% |
116-162 |
| Low |
115-307 |
116-065 |
0-078 |
0.2% |
115-080 |
| Close |
116-067 |
116-135 |
0-068 |
0.2% |
116-145 |
| Range |
0-123 |
0-090 |
-0-033 |
-26.8% |
1-082 |
| ATR |
0-148 |
0-144 |
-0-004 |
-2.8% |
0-000 |
| Volume |
431,497 |
501,840 |
70,343 |
16.3% |
2,256,024 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-068 |
117-032 |
116-184 |
|
| R3 |
116-298 |
116-262 |
116-160 |
|
| R2 |
116-208 |
116-208 |
116-152 |
|
| R1 |
116-172 |
116-172 |
116-143 |
116-190 |
| PP |
116-118 |
116-118 |
116-118 |
116-128 |
| S1 |
116-082 |
116-082 |
116-127 |
116-100 |
| S2 |
116-028 |
116-028 |
116-118 |
|
| S3 |
115-258 |
115-312 |
116-110 |
|
| S4 |
115-168 |
115-222 |
116-086 |
|
|
| 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 |
115-262 |
0-265 |
0.7% |
0-136 |
0.4% |
73% |
False |
False |
463,548 |
| 10 |
116-207 |
115-080 |
1-127 |
1.2% |
0-148 |
0.4% |
84% |
False |
False |
450,612 |
| 20 |
116-207 |
115-080 |
1-127 |
1.2% |
0-145 |
0.4% |
84% |
False |
False |
414,527 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-144 |
0.4% |
69% |
False |
False |
409,492 |
| 60 |
117-025 |
113-070 |
3-275 |
3.3% |
0-148 |
0.4% |
83% |
False |
False |
335,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-218 |
|
2.618 |
117-071 |
|
1.618 |
116-301 |
|
1.000 |
116-245 |
|
0.618 |
116-211 |
|
HIGH |
116-155 |
|
0.618 |
116-121 |
|
0.500 |
116-110 |
|
0.382 |
116-099 |
|
LOW |
116-065 |
|
0.618 |
116-009 |
|
1.000 |
115-295 |
|
1.618 |
115-239 |
|
2.618 |
115-149 |
|
4.250 |
115-002 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-127 |
116-122 |
| PP |
116-118 |
116-110 |
| S1 |
116-110 |
116-097 |
|