ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-160 |
0-100 |
0.3% |
117-165 |
| High |
118-165 |
118-170 |
0-005 |
0.0% |
118-210 |
| Low |
118-032 |
118-100 |
0-068 |
0.2% |
117-085 |
| Close |
118-147 |
118-115 |
-0-032 |
-0.1% |
118-072 |
| Range |
0-133 |
0-070 |
-0-063 |
-47.4% |
1-125 |
| ATR |
0-130 |
0-125 |
-0-004 |
-3.3% |
0-000 |
| Volume |
401,405 |
130,236 |
-271,169 |
-67.6% |
2,286,560 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-018 |
118-297 |
118-154 |
|
| R3 |
118-268 |
118-227 |
118-134 |
|
| R2 |
118-198 |
118-198 |
118-128 |
|
| R1 |
118-157 |
118-157 |
118-121 |
118-142 |
| PP |
118-128 |
118-128 |
118-128 |
118-121 |
| S1 |
118-087 |
118-087 |
118-109 |
118-072 |
| S2 |
118-058 |
118-058 |
118-102 |
|
| S3 |
117-308 |
118-017 |
118-096 |
|
| S4 |
117-238 |
117-267 |
118-076 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-071 |
121-196 |
118-317 |
|
| R3 |
120-266 |
120-071 |
118-194 |
|
| R2 |
119-141 |
119-141 |
118-154 |
|
| R1 |
118-266 |
118-266 |
118-113 |
119-044 |
| PP |
118-016 |
118-016 |
118-016 |
118-064 |
| S1 |
117-141 |
117-141 |
118-031 |
117-238 |
| S2 |
116-211 |
116-211 |
117-310 |
|
| S3 |
115-086 |
116-016 |
117-270 |
|
| S4 |
113-281 |
114-211 |
117-147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-210 |
117-155 |
1-055 |
1.0% |
0-125 |
0.3% |
75% |
False |
False |
481,531 |
| 10 |
118-210 |
117-042 |
1-168 |
1.3% |
0-114 |
0.3% |
81% |
False |
False |
460,413 |
| 20 |
118-210 |
115-307 |
2-223 |
2.3% |
0-114 |
0.3% |
89% |
False |
False |
421,439 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-130 |
0.3% |
91% |
False |
False |
412,942 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-135 |
0.4% |
92% |
False |
False |
408,528 |
| 80 |
118-210 |
112-150 |
6-060 |
5.2% |
0-142 |
0.4% |
95% |
False |
False |
340,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-148 |
|
2.618 |
119-033 |
|
1.618 |
118-283 |
|
1.000 |
118-240 |
|
0.618 |
118-213 |
|
HIGH |
118-170 |
|
0.618 |
118-143 |
|
0.500 |
118-135 |
|
0.382 |
118-127 |
|
LOW |
118-100 |
|
0.618 |
118-057 |
|
1.000 |
118-030 |
|
1.618 |
117-307 |
|
2.618 |
117-237 |
|
4.250 |
117-122 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-135 |
118-114 |
| PP |
118-128 |
118-112 |
| S1 |
118-122 |
118-111 |
|