ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-165 |
117-165 |
0-000 |
0.0% |
116-310 |
| High |
117-172 |
117-290 |
0-118 |
0.3% |
117-265 |
| Low |
117-085 |
117-155 |
0-070 |
0.2% |
116-285 |
| Close |
117-165 |
117-265 |
0-100 |
0.3% |
117-162 |
| Range |
0-087 |
0-135 |
0-048 |
55.2% |
0-300 |
| ATR |
0-123 |
0-124 |
0-001 |
0.7% |
0-000 |
| Volume |
410,543 |
501,592 |
91,049 |
22.2% |
2,098,492 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-002 |
118-268 |
118-019 |
|
| R3 |
118-187 |
118-133 |
117-302 |
|
| R2 |
118-052 |
118-052 |
117-290 |
|
| R1 |
117-318 |
117-318 |
117-277 |
118-025 |
| PP |
117-237 |
117-237 |
117-237 |
117-250 |
| S1 |
117-183 |
117-183 |
117-253 |
117-210 |
| S2 |
117-102 |
117-102 |
117-240 |
|
| S3 |
116-287 |
117-048 |
117-228 |
|
| S4 |
116-152 |
116-233 |
117-191 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-071 |
119-256 |
118-007 |
|
| R3 |
119-091 |
118-276 |
117-244 |
|
| R2 |
118-111 |
118-111 |
117-217 |
|
| R1 |
117-296 |
117-296 |
117-190 |
118-044 |
| PP |
117-131 |
117-131 |
117-131 |
117-164 |
| S1 |
116-316 |
116-316 |
117-134 |
117-064 |
| S2 |
116-151 |
116-151 |
117-107 |
|
| S3 |
115-171 |
116-016 |
117-080 |
|
| S4 |
114-191 |
115-036 |
116-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-290 |
117-077 |
0-213 |
0.6% |
0-110 |
0.3% |
88% |
True |
False |
458,095 |
| 10 |
117-290 |
116-180 |
1-110 |
1.1% |
0-112 |
0.3% |
94% |
True |
False |
389,168 |
| 20 |
117-290 |
115-220 |
2-070 |
1.9% |
0-122 |
0.3% |
96% |
True |
False |
425,439 |
| 40 |
117-290 |
115-080 |
2-210 |
2.3% |
0-133 |
0.4% |
97% |
True |
False |
416,797 |
| 60 |
117-290 |
114-315 |
2-295 |
2.5% |
0-137 |
0.4% |
97% |
True |
False |
401,557 |
| 80 |
117-290 |
112-130 |
5-160 |
4.7% |
0-145 |
0.4% |
99% |
True |
False |
317,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-224 |
|
2.618 |
119-003 |
|
1.618 |
118-188 |
|
1.000 |
118-105 |
|
0.618 |
118-053 |
|
HIGH |
117-290 |
|
0.618 |
117-238 |
|
0.500 |
117-222 |
|
0.382 |
117-207 |
|
LOW |
117-155 |
|
0.618 |
117-072 |
|
1.000 |
117-020 |
|
1.618 |
116-257 |
|
2.618 |
116-122 |
|
4.250 |
115-221 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-251 |
117-239 |
| PP |
117-237 |
117-213 |
| S1 |
117-222 |
117-188 |
|