ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-112 |
118-035 |
-0-077 |
-0.2% |
117-165 |
| High |
118-127 |
118-035 |
-0-092 |
-0.2% |
118-210 |
| Low |
118-025 |
117-210 |
-0-135 |
-0.4% |
117-085 |
| Close |
118-030 |
117-300 |
-0-050 |
-0.1% |
118-072 |
| Range |
0-102 |
0-145 |
0-043 |
42.2% |
1-125 |
| ATR |
0-124 |
0-125 |
0-002 |
1.2% |
0-000 |
| Volume |
67,281 |
51,671 |
-15,610 |
-23.2% |
2,286,560 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-083 |
119-017 |
118-060 |
|
| R3 |
118-258 |
118-192 |
118-020 |
|
| R2 |
118-113 |
118-113 |
118-007 |
|
| R1 |
118-047 |
118-047 |
117-313 |
118-008 |
| PP |
117-288 |
117-288 |
117-288 |
117-269 |
| S1 |
117-222 |
117-222 |
117-287 |
117-182 |
| S2 |
117-143 |
117-143 |
117-273 |
|
| S3 |
116-318 |
117-077 |
117-260 |
|
| S4 |
116-173 |
116-252 |
117-220 |
|
|
| 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 |
117-210 |
1-000 |
0.8% |
0-130 |
0.3% |
28% |
False |
True |
277,198 |
| 10 |
118-210 |
117-085 |
1-125 |
1.2% |
0-121 |
0.3% |
48% |
False |
False |
390,399 |
| 20 |
118-210 |
116-065 |
2-145 |
2.1% |
0-113 |
0.3% |
71% |
False |
False |
386,948 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-130 |
0.3% |
79% |
False |
False |
397,378 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-136 |
0.4% |
80% |
False |
False |
399,145 |
| 80 |
118-210 |
113-010 |
5-200 |
4.8% |
0-140 |
0.4% |
87% |
False |
False |
342,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-011 |
|
2.618 |
119-095 |
|
1.618 |
118-270 |
|
1.000 |
118-180 |
|
0.618 |
118-125 |
|
HIGH |
118-035 |
|
0.618 |
117-300 |
|
0.500 |
117-282 |
|
0.382 |
117-265 |
|
LOW |
117-210 |
|
0.618 |
117-120 |
|
1.000 |
117-065 |
|
1.618 |
116-295 |
|
2.618 |
116-150 |
|
4.250 |
115-234 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-294 |
118-030 |
| PP |
117-288 |
118-013 |
| S1 |
117-282 |
117-317 |
|