ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-285 |
116-310 |
0-025 |
0.1% |
116-212 |
| High |
116-315 |
117-120 |
0-125 |
0.3% |
117-005 |
| Low |
116-247 |
116-285 |
0-038 |
0.1% |
116-180 |
| Close |
116-297 |
117-110 |
0-133 |
0.4% |
116-297 |
| Range |
0-068 |
0-155 |
0-087 |
127.9% |
0-145 |
| ATR |
0-130 |
0-131 |
0-002 |
1.4% |
0-000 |
| Volume |
461,954 |
312,559 |
-149,395 |
-32.3% |
1,779,424 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-210 |
118-155 |
117-195 |
|
| R3 |
118-055 |
118-000 |
117-153 |
|
| R2 |
117-220 |
117-220 |
117-138 |
|
| R1 |
117-165 |
117-165 |
117-124 |
117-192 |
| PP |
117-065 |
117-065 |
117-065 |
117-079 |
| S1 |
117-010 |
117-010 |
117-096 |
117-038 |
| S2 |
116-230 |
116-230 |
117-082 |
|
| S3 |
116-075 |
116-175 |
117-067 |
|
| S4 |
115-240 |
116-020 |
117-025 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-062 |
118-005 |
117-057 |
|
| R3 |
117-237 |
117-180 |
117-017 |
|
| R2 |
117-092 |
117-092 |
117-004 |
|
| R1 |
117-035 |
117-035 |
116-310 |
117-064 |
| PP |
116-267 |
116-267 |
116-267 |
116-282 |
| S1 |
116-210 |
116-210 |
116-284 |
116-238 |
| S2 |
116-122 |
116-122 |
116-270 |
|
| S3 |
115-297 |
116-065 |
116-257 |
|
| S4 |
115-152 |
115-240 |
116-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-120 |
116-180 |
0-260 |
0.7% |
0-111 |
0.3% |
96% |
True |
False |
295,848 |
| 10 |
117-120 |
115-307 |
1-133 |
1.2% |
0-114 |
0.3% |
98% |
True |
False |
382,466 |
| 20 |
117-120 |
115-080 |
2-040 |
1.8% |
0-135 |
0.4% |
99% |
True |
False |
406,364 |
| 40 |
117-120 |
115-000 |
2-120 |
2.0% |
0-135 |
0.4% |
99% |
True |
False |
403,321 |
| 60 |
117-120 |
113-310 |
3-130 |
2.9% |
0-140 |
0.4% |
99% |
True |
False |
375,939 |
| 80 |
117-120 |
112-130 |
4-310 |
4.2% |
0-149 |
0.4% |
99% |
True |
False |
283,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-139 |
|
2.618 |
118-206 |
|
1.618 |
118-051 |
|
1.000 |
117-275 |
|
0.618 |
117-216 |
|
HIGH |
117-120 |
|
0.618 |
117-061 |
|
0.500 |
117-042 |
|
0.382 |
117-024 |
|
LOW |
116-285 |
|
0.618 |
116-189 |
|
1.000 |
116-130 |
|
1.618 |
116-034 |
|
2.618 |
115-199 |
|
4.250 |
114-266 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-088 |
117-070 |
| PP |
117-065 |
117-030 |
| S1 |
117-042 |
116-310 |
|