ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-072 |
116-130 |
0-058 |
0.2% |
116-170 |
| High |
116-155 |
116-270 |
0-115 |
0.3% |
116-270 |
| Low |
116-065 |
116-120 |
0-055 |
0.1% |
115-307 |
| Close |
116-135 |
116-210 |
0-075 |
0.2% |
116-210 |
| Range |
0-090 |
0-150 |
0-060 |
66.7% |
0-283 |
| ATR |
0-144 |
0-145 |
0-000 |
0.3% |
0-000 |
| Volume |
501,840 |
422,060 |
-79,780 |
-15.9% |
2,302,465 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-010 |
117-260 |
116-292 |
|
| R3 |
117-180 |
117-110 |
116-251 |
|
| R2 |
117-030 |
117-030 |
116-238 |
|
| R1 |
116-280 |
116-280 |
116-224 |
116-315 |
| PP |
116-200 |
116-200 |
116-200 |
116-218 |
| S1 |
116-130 |
116-130 |
116-196 |
116-165 |
| S2 |
116-050 |
116-050 |
116-182 |
|
| S3 |
115-220 |
115-300 |
116-169 |
|
| S4 |
115-070 |
115-150 |
116-128 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-045 |
118-250 |
117-046 |
|
| R3 |
118-082 |
117-287 |
116-288 |
|
| R2 |
117-119 |
117-119 |
116-262 |
|
| R1 |
117-004 |
117-004 |
116-236 |
117-062 |
| PP |
116-156 |
116-156 |
116-156 |
116-184 |
| S1 |
116-041 |
116-041 |
116-184 |
116-098 |
| S2 |
115-193 |
115-193 |
116-158 |
|
| S3 |
114-230 |
115-078 |
116-132 |
|
| S4 |
113-267 |
114-115 |
116-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-270 |
115-307 |
0-283 |
0.8% |
0-122 |
0.3% |
79% |
True |
False |
460,493 |
| 10 |
116-270 |
115-080 |
1-190 |
1.4% |
0-150 |
0.4% |
88% |
True |
False |
455,848 |
| 20 |
116-270 |
115-080 |
1-190 |
1.4% |
0-141 |
0.4% |
88% |
True |
False |
414,202 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-145 |
0.4% |
80% |
False |
False |
409,652 |
| 60 |
117-025 |
113-300 |
3-045 |
2.7% |
0-146 |
0.4% |
87% |
False |
False |
342,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-268 |
|
2.618 |
118-023 |
|
1.618 |
117-193 |
|
1.000 |
117-100 |
|
0.618 |
117-043 |
|
HIGH |
116-270 |
|
0.618 |
116-213 |
|
0.500 |
116-195 |
|
0.382 |
116-177 |
|
LOW |
116-120 |
|
0.618 |
116-027 |
|
1.000 |
115-290 |
|
1.618 |
115-197 |
|
2.618 |
115-047 |
|
4.250 |
114-122 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-205 |
116-183 |
| PP |
116-200 |
116-156 |
| S1 |
116-195 |
116-128 |
|