ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 112-190 113-030 0-160 0.4% 113-220
High 113-040 113-140 0-100 0.3% 113-220
Low 112-150 112-300 0-150 0.4% 112-130
Close 113-020 113-090 0-070 0.2% 112-190
Range 0-210 0-160 -0-050 -23.8% 1-090
ATR 0-000 0-201 0-201 0-000
Volume 1,383 586 -797 -57.6% 8,314
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 114-230 114-160 113-178
R3 114-070 114-000 113-134
R2 113-230 113-230 113-119
R1 113-160 113-160 113-105 113-195
PP 113-070 113-070 113-070 113-088
S1 113-000 113-000 113-075 113-035
S2 112-230 112-230 113-061
S3 112-070 112-160 113-046
S4 111-230 112-000 113-002
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-237 115-303 113-096
R3 115-147 114-213 112-303
R2 114-057 114-057 112-265
R1 113-123 113-123 112-228 113-045
PP 112-287 112-287 112-287 112-248
S1 112-033 112-033 112-152 111-275
S2 111-197 111-197 112-115
S3 110-107 110-263 112-077
S4 109-017 109-173 111-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-190 112-130 1-060 1.0% 0-200 0.6% 74% False False 2,054
10 114-050 112-130 1-240 1.5% 0-178 0.5% 50% False False 2,294
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-180
2.618 114-239
1.618 114-079
1.000 113-300
0.618 113-239
HIGH 113-140
0.618 113-079
0.500 113-060
0.382 113-041
LOW 112-300
0.618 112-201
1.000 112-140
1.618 112-041
2.618 111-201
4.250 110-260
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 113-080 113-052
PP 113-070 113-013
S1 113-060 112-295

These figures are updated between 7pm and 10pm EST after a trading day.

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