ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 114-230 114-240 0-010 0.0% 114-160
High 114-250 114-310 0-060 0.2% 115-030
Low 114-180 114-150 -0-030 -0.1% 114-030
Close 114-240 114-240 0-000 0.0% 114-050
Range 0-070 0-160 0-090 128.6% 1-000
ATR 0-182 0-180 -0-002 -0.9% 0-000
Volume 210,862 227,155 16,293 7.7% 86,056
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-073 115-317 115-008
R3 115-233 115-157 114-284
R2 115-073 115-073 114-269
R1 114-317 114-317 114-255 115-000
PP 114-233 114-233 114-233 114-235
S1 114-157 114-157 114-225 114-160
S2 114-073 114-073 114-211
S3 113-233 113-317 114-196
S4 113-073 113-157 114-152
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-143 116-257 114-226
R3 116-143 115-257 114-138
R2 115-143 115-143 114-109
R1 114-257 114-257 114-079 114-200
PP 114-143 114-143 114-143 114-115
S1 113-257 113-257 114-021 113-200
S2 113-143 113-143 113-311
S3 112-143 112-257 113-282
S4 111-143 111-257 113-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-030 113-310 1-040 1.0% 0-174 0.5% 69% False False 122,927
10 115-030 113-300 1-050 1.0% 0-152 0.4% 70% False False 67,264
20 115-030 112-130 2-220 2.3% 0-168 0.5% 87% False False 35,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-030
2.618 116-089
1.618 115-249
1.000 115-150
0.618 115-089
HIGH 114-310
0.618 114-249
0.500 114-230
0.382 114-211
LOW 114-150
0.618 114-051
1.000 113-310
1.618 113-211
2.618 113-051
4.250 112-110
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 114-237 114-228
PP 114-233 114-217
S1 114-230 114-205

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

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