ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
115-130 |
115-190 |
0-060 |
0.2% |
115-040 |
| High |
115-210 |
115-210 |
0-000 |
0.0% |
115-150 |
| Low |
115-120 |
115-080 |
-0-040 |
-0.1% |
114-210 |
| Close |
115-220 |
115-190 |
-0-030 |
-0.1% |
115-110 |
| Range |
0-090 |
0-130 |
0-040 |
44.4% |
0-260 |
| ATR |
|
|
|
|
|
| Volume |
1,546 |
80 |
-1,466 |
-94.8% |
635 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-230 |
116-180 |
115-262 |
|
| R3 |
116-100 |
116-050 |
115-226 |
|
| R2 |
115-290 |
115-290 |
115-214 |
|
| R1 |
115-240 |
115-240 |
115-202 |
115-255 |
| PP |
115-160 |
115-160 |
115-160 |
115-168 |
| S1 |
115-110 |
115-110 |
115-178 |
115-125 |
| S2 |
115-030 |
115-030 |
115-166 |
|
| S3 |
114-220 |
114-300 |
115-154 |
|
| S4 |
114-090 |
114-170 |
115-118 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-190 |
117-090 |
115-253 |
|
| R3 |
116-250 |
116-150 |
115-182 |
|
| R2 |
115-310 |
115-310 |
115-158 |
|
| R1 |
115-210 |
115-210 |
115-134 |
115-260 |
| PP |
115-050 |
115-050 |
115-050 |
115-075 |
| S1 |
114-270 |
114-270 |
115-086 |
115-000 |
| S2 |
114-110 |
114-110 |
115-062 |
|
| S3 |
113-170 |
114-010 |
115-038 |
|
| S4 |
112-230 |
113-070 |
114-287 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-122 |
|
2.618 |
116-230 |
|
1.618 |
116-100 |
|
1.000 |
116-020 |
|
0.618 |
115-290 |
|
HIGH |
115-210 |
|
0.618 |
115-160 |
|
0.500 |
115-145 |
|
0.382 |
115-130 |
|
LOW |
115-080 |
|
0.618 |
115-000 |
|
1.000 |
114-270 |
|
1.618 |
114-190 |
|
2.618 |
114-060 |
|
4.250 |
113-168 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-175 |
115-175 |
| PP |
115-160 |
115-160 |
| S1 |
115-145 |
115-145 |
|