ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 115-280 115-280 0-000 0.0% 115-180
High 116-060 116-000 -0-060 -0.2% 116-060
Low 115-250 115-160 -0-090 -0.2% 115-060
Close 115-287 115-190 -0-097 -0.3% 115-287
Range 0-130 0-160 0-030 23.1% 1-000
ATR 0-160 0-160 0-000 0.0% 0-000
Volume 415,688 355,840 -59,848 -14.4% 1,429,520
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-063 116-287 115-278
R3 116-223 116-127 115-234
R2 116-063 116-063 115-219
R1 115-287 115-287 115-205 115-255
PP 115-223 115-223 115-223 115-208
S1 115-127 115-127 115-175 115-095
S2 115-063 115-063 115-161
S3 114-223 114-287 115-146
S4 114-063 114-127 115-102
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-242 118-105 116-143
R3 117-242 117-105 116-055
R2 116-242 116-242 116-026
R1 116-105 116-105 115-316 116-174
PP 115-242 115-242 115-242 115-277
S1 115-105 115-105 115-258 115-174
S2 114-242 114-242 115-228
S3 113-242 114-105 115-199
S4 112-242 113-105 115-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-060 115-060 1-000 0.9% 0-142 0.4% 41% False False 357,072
10 116-060 114-282 1-098 1.1% 0-143 0.4% 55% False False 351,659
20 116-060 113-310 2-070 1.9% 0-145 0.4% 73% False False 226,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-040
2.618 117-099
1.618 116-259
1.000 116-160
0.618 116-099
HIGH 116-000
0.618 115-259
0.500 115-240
0.382 115-221
LOW 115-160
0.618 115-061
1.000 115-000
1.618 114-221
2.618 114-061
4.250 113-120
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 115-240 115-252
PP 115-223 115-232
S1 115-207 115-211

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

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