ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 114-240 114-260 0-020 0.1% 114-050
High 114-310 115-000 0-010 0.0% 115-000
Low 114-150 114-170 0-020 0.1% 113-310
Close 114-240 114-290 0-050 0.1% 114-290
Range 0-160 0-150 -0-010 -6.3% 1-010
ATR 0-180 0-178 -0-002 -1.2% 0-000
Volume 227,155 334,170 107,015 47.1% 917,531
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-070 116-010 115-052
R3 115-240 115-180 115-011
R2 115-090 115-090 114-318
R1 115-030 115-030 114-304 115-060
PP 114-260 114-260 114-260 114-275
S1 114-200 114-200 114-276 114-230
S2 114-110 114-110 114-262
S3 113-280 114-050 114-249
S4 113-130 113-220 114-208
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-230 117-110 115-152
R3 116-220 116-100 115-061
R2 115-210 115-210 115-030
R1 115-090 115-090 115-000 115-150
PP 114-200 114-200 114-200 114-230
S1 114-080 114-080 114-260 114-140
S2 113-190 113-190 114-230
S3 112-180 113-070 114-199
S4 111-170 112-060 114-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-000 113-310 1-010 0.9% 0-140 0.4% 91% True False 183,506
10 115-030 113-310 1-040 1.0% 0-146 0.4% 83% False False 100,358
20 115-030 112-130 2-220 2.3% 0-174 0.5% 93% False False 51,837
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-318
2.618 116-073
1.618 115-243
1.000 115-150
0.618 115-093
HIGH 115-000
0.618 114-263
0.500 114-245
0.382 114-227
LOW 114-170
0.618 114-077
1.000 114-020
1.618 113-247
2.618 113-097
4.250 112-172
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 114-275 114-272
PP 114-260 114-253
S1 114-245 114-235

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

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