ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 115-120 115-160 0-040 0.1% 114-300
High 115-175 115-315 0-140 0.4% 115-312
Low 115-060 115-125 0-065 0.2% 114-282
Close 115-147 115-290 0-143 0.4% 115-160
Range 0-115 0-190 0-075 65.2% 1-030
ATR 0-160 0-162 0-002 1.3% 0-000
Volume 314,439 331,860 17,421 5.5% 1,731,232
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-173 117-102 116-074
R3 116-303 116-232 116-022
R2 116-113 116-113 116-005
R1 116-042 116-042 115-307 116-078
PP 115-243 115-243 115-243 115-261
S1 115-172 115-172 115-273 115-208
S2 115-053 115-053 115-255
S3 114-183 114-302 115-238
S4 113-313 114-112 115-186
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-235 118-067 116-032
R3 117-205 117-037 115-256
R2 116-175 116-175 115-224
R1 116-007 116-007 115-192 116-091
PP 115-145 115-145 115-145 115-186
S1 114-297 114-297 115-128 115-061
S2 114-115 114-115 115-096
S3 113-085 113-267 115-064
S4 112-055 112-237 114-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-315 115-060 0-255 0.7% 0-131 0.4% 90% True False 344,995
10 115-315 114-150 1-165 1.3% 0-145 0.4% 95% True False 330,638
20 115-315 113-070 2-245 2.4% 0-154 0.4% 97% True False 187,955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-162
2.618 117-172
1.618 116-302
1.000 116-185
0.618 116-112
HIGH 115-315
0.618 115-242
0.500 115-220
0.382 115-198
LOW 115-125
0.618 115-008
1.000 114-255
1.618 114-138
2.618 113-268
4.250 112-278
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 115-267 115-256
PP 115-243 115-222
S1 115-220 115-188

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

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