ECBOT 5 Year T-Note Future March 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
116-020 |
-0-020 |
-0.1% |
115-090 |
| High |
116-050 |
116-050 |
0-000 |
0.0% |
115-210 |
| Low |
115-270 |
115-300 |
0-030 |
0.1% |
115-080 |
| Close |
116-030 |
116-000 |
-0-030 |
-0.1% |
115-190 |
| Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
0-130 |
| ATR |
0-116 |
0-113 |
-0-003 |
-2.8% |
0-000 |
| Volume |
4,758 |
7,843 |
3,085 |
64.8% |
6,568 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-220 |
116-180 |
116-038 |
|
| R3 |
116-150 |
116-110 |
116-019 |
|
| R2 |
116-080 |
116-080 |
116-013 |
|
| R1 |
116-040 |
116-040 |
116-006 |
116-025 |
| PP |
116-010 |
116-010 |
116-010 |
116-002 |
| S1 |
115-290 |
115-290 |
115-314 |
115-275 |
| S2 |
115-260 |
115-260 |
115-307 |
|
| S3 |
115-190 |
115-220 |
115-301 |
|
| S4 |
115-120 |
115-150 |
115-282 |
|
|
| Weekly Pivots for week ending 13-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 |
115-265 |
| PP |
115-160 |
115-160 |
115-160 |
115-172 |
| S1 |
115-110 |
115-110 |
115-178 |
115-135 |
| S2 |
115-030 |
115-030 |
115-166 |
|
| S3 |
114-220 |
114-300 |
115-154 |
|
| S4 |
114-090 |
114-170 |
115-118 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-028 |
|
2.618 |
116-233 |
|
1.618 |
116-163 |
|
1.000 |
116-120 |
|
0.618 |
116-093 |
|
HIGH |
116-050 |
|
0.618 |
116-023 |
|
0.500 |
116-015 |
|
0.382 |
116-007 |
|
LOW |
115-300 |
|
0.618 |
115-257 |
|
1.000 |
115-230 |
|
1.618 |
115-187 |
|
2.618 |
115-117 |
|
4.250 |
115-002 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-015 |
115-308 |
| PP |
116-010 |
115-297 |
| S1 |
116-005 |
115-285 |
|