ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-222 |
116-247 |
0-025 |
0.1% |
116-170 |
| High |
116-292 |
117-005 |
0-033 |
0.1% |
116-270 |
| Low |
116-207 |
116-217 |
0-010 |
0.0% |
115-307 |
| Close |
116-235 |
117-000 |
0-085 |
0.2% |
116-210 |
| Range |
0-085 |
0-108 |
0-023 |
27.1% |
0-283 |
| ATR |
0-136 |
0-134 |
-0-002 |
-1.5% |
0-000 |
| Volume |
285,623 |
323,165 |
37,542 |
13.1% |
2,302,465 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-291 |
117-254 |
117-059 |
|
| R3 |
117-183 |
117-146 |
117-030 |
|
| R2 |
117-075 |
117-075 |
117-020 |
|
| R1 |
117-038 |
117-038 |
117-010 |
117-056 |
| PP |
116-287 |
116-287 |
116-287 |
116-297 |
| S1 |
116-250 |
116-250 |
116-310 |
116-268 |
| S2 |
116-179 |
116-179 |
116-300 |
|
| S3 |
116-071 |
116-142 |
116-290 |
|
| S4 |
115-283 |
116-034 |
116-261 |
|
|
| 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 |
117-005 |
116-065 |
0-260 |
0.7% |
0-102 |
0.3% |
98% |
True |
False |
429,085 |
| 10 |
117-005 |
115-220 |
1-105 |
1.1% |
0-129 |
0.3% |
99% |
True |
False |
444,238 |
| 20 |
117-005 |
115-080 |
1-245 |
1.5% |
0-134 |
0.4% |
99% |
True |
False |
429,227 |
| 40 |
117-025 |
114-315 |
2-030 |
1.8% |
0-139 |
0.4% |
96% |
False |
False |
414,398 |
| 60 |
117-025 |
113-310 |
3-035 |
2.7% |
0-144 |
0.4% |
97% |
False |
False |
362,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-144 |
|
2.618 |
117-288 |
|
1.618 |
117-180 |
|
1.000 |
117-113 |
|
0.618 |
117-072 |
|
HIGH |
117-005 |
|
0.618 |
116-284 |
|
0.500 |
116-271 |
|
0.382 |
116-258 |
|
LOW |
116-217 |
|
0.618 |
116-150 |
|
1.000 |
116-109 |
|
1.618 |
116-042 |
|
2.618 |
115-254 |
|
4.250 |
115-078 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-304 |
116-298 |
| PP |
116-287 |
116-275 |
| S1 |
116-271 |
116-252 |
|