ECBOT 5 Year T-Note Future December 2009
| 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 |
117-097 |
117-127 |
0-030 |
0.1% |
116-212 |
| High |
117-145 |
117-152 |
0-007 |
0.0% |
117-005 |
| Low |
117-042 |
117-077 |
0-035 |
0.1% |
116-180 |
| Close |
117-127 |
117-100 |
-0-027 |
-0.1% |
116-297 |
| Range |
0-103 |
0-075 |
-0-028 |
-27.2% |
0-145 |
| ATR |
0-129 |
0-125 |
-0-004 |
-3.0% |
0-000 |
| Volume |
407,592 |
411,499 |
3,907 |
1.0% |
1,779,424 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-015 |
117-292 |
117-141 |
|
| R3 |
117-260 |
117-217 |
117-121 |
|
| R2 |
117-185 |
117-185 |
117-114 |
|
| R1 |
117-142 |
117-142 |
117-107 |
117-126 |
| PP |
117-110 |
117-110 |
117-110 |
117-102 |
| S1 |
117-067 |
117-067 |
117-093 |
117-051 |
| S2 |
117-035 |
117-035 |
117-086 |
|
| S3 |
116-280 |
116-312 |
117-079 |
|
| S4 |
116-205 |
116-237 |
117-059 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-062 |
118-005 |
117-057 |
|
| R3 |
117-237 |
117-180 |
117-017 |
|
| R2 |
117-092 |
117-092 |
117-004 |
|
| R1 |
117-035 |
117-035 |
116-310 |
117-064 |
| PP |
116-267 |
116-267 |
116-267 |
116-282 |
| S1 |
116-210 |
116-210 |
116-284 |
116-238 |
| S2 |
116-122 |
116-122 |
116-270 |
|
| S3 |
115-297 |
116-065 |
116-257 |
|
| S4 |
115-152 |
115-240 |
116-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-152 |
116-180 |
0-292 |
0.8% |
0-108 |
0.3% |
82% |
True |
False |
337,909 |
| 10 |
117-152 |
116-065 |
1-087 |
1.1% |
0-105 |
0.3% |
87% |
True |
False |
383,497 |
| 20 |
117-152 |
115-080 |
2-072 |
1.9% |
0-128 |
0.3% |
93% |
True |
False |
412,825 |
| 40 |
117-152 |
115-080 |
2-072 |
1.9% |
0-132 |
0.4% |
93% |
True |
False |
406,986 |
| 60 |
117-152 |
114-150 |
3-002 |
2.6% |
0-138 |
0.4% |
95% |
True |
False |
387,168 |
| 80 |
117-152 |
112-130 |
5-022 |
4.3% |
0-147 |
0.4% |
97% |
True |
False |
293,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-151 |
|
2.618 |
118-028 |
|
1.618 |
117-273 |
|
1.000 |
117-227 |
|
0.618 |
117-198 |
|
HIGH |
117-152 |
|
0.618 |
117-123 |
|
0.500 |
117-114 |
|
0.382 |
117-106 |
|
LOW |
117-077 |
|
0.618 |
117-031 |
|
1.000 |
117-002 |
|
1.618 |
116-276 |
|
2.618 |
116-201 |
|
4.250 |
116-078 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-114 |
117-086 |
| PP |
117-110 |
117-072 |
| S1 |
117-105 |
117-058 |
|