ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-317 |
117-237 |
-0-080 |
-0.2% |
118-060 |
| High |
118-035 |
117-262 |
-0-093 |
-0.2% |
118-170 |
| Low |
117-267 |
117-127 |
-0-140 |
-0.4% |
117-027 |
| Close |
117-290 |
117-227 |
-0-063 |
-0.2% |
117-100 |
| Range |
0-088 |
0-135 |
0-047 |
53.4% |
1-143 |
| ATR |
0-138 |
0-140 |
0-002 |
1.3% |
0-000 |
| Volume |
22,491 |
8,880 |
-13,611 |
-60.5% |
679,267 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-290 |
118-234 |
117-301 |
|
| R3 |
118-155 |
118-099 |
117-264 |
|
| R2 |
118-020 |
118-020 |
117-252 |
|
| R1 |
117-284 |
117-284 |
117-239 |
117-244 |
| PP |
117-205 |
117-205 |
117-205 |
117-186 |
| S1 |
117-149 |
117-149 |
117-215 |
117-110 |
| S2 |
117-070 |
117-070 |
117-202 |
|
| S3 |
116-255 |
117-014 |
117-190 |
|
| S4 |
116-120 |
116-199 |
117-153 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-315 |
121-030 |
118-035 |
|
| R3 |
120-172 |
119-207 |
117-227 |
|
| R2 |
119-029 |
119-029 |
117-185 |
|
| R1 |
118-064 |
118-064 |
117-142 |
117-295 |
| PP |
117-206 |
117-206 |
117-206 |
117-161 |
| S1 |
116-241 |
116-241 |
117-058 |
116-152 |
| S2 |
116-063 |
116-063 |
117-015 |
|
| S3 |
114-240 |
115-098 |
116-293 |
|
| S4 |
113-097 |
113-275 |
116-165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-040 |
117-027 |
1-013 |
0.9% |
0-171 |
0.5% |
60% |
False |
False |
21,308 |
| 10 |
118-210 |
117-027 |
1-183 |
1.3% |
0-150 |
0.4% |
40% |
False |
False |
149,253 |
| 20 |
118-210 |
116-180 |
2-030 |
1.8% |
0-130 |
0.3% |
55% |
False |
False |
285,004 |
| 40 |
118-210 |
115-080 |
3-130 |
2.9% |
0-132 |
0.4% |
72% |
False |
False |
357,116 |
| 60 |
118-210 |
114-315 |
3-215 |
3.1% |
0-136 |
0.4% |
74% |
False |
False |
371,266 |
| 80 |
118-210 |
113-310 |
4-220 |
4.0% |
0-140 |
0.4% |
80% |
False |
False |
343,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-196 |
|
2.618 |
118-295 |
|
1.618 |
118-160 |
|
1.000 |
118-077 |
|
0.618 |
118-025 |
|
HIGH |
117-262 |
|
0.618 |
117-210 |
|
0.500 |
117-194 |
|
0.382 |
117-179 |
|
LOW |
117-127 |
|
0.618 |
117-044 |
|
1.000 |
116-312 |
|
1.618 |
116-229 |
|
2.618 |
116-094 |
|
4.250 |
115-193 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-216 |
117-244 |
| PP |
117-205 |
117-238 |
| S1 |
117-194 |
117-232 |
|