ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 115-280 115-172 -0-108 -0.3% 115-180
High 116-000 115-200 -0-120 -0.3% 116-060
Low 115-160 115-072 -0-088 -0.2% 115-060
Close 115-190 115-132 -0-058 -0.2% 115-287
Range 0-160 0-128 -0-032 -20.0% 1-000
ATR 0-160 0-158 -0-002 -1.4% 0-000
Volume 355,840 294,346 -61,494 -17.3% 1,429,520
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-199 116-133 115-202
R3 116-071 116-005 115-167
R2 115-263 115-263 115-155
R1 115-197 115-197 115-144 115-166
PP 115-135 115-135 115-135 115-119
S1 115-069 115-069 115-120 115-038
S2 115-007 115-007 115-109
S3 114-199 114-261 115-097
S4 114-071 114-133 115-062
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% 0-145 0.4% 23% False False 342,434
10 116-060 115-017 1-043 1.0% 0-143 0.4% 32% False False 356,748
20 116-060 113-310 2-070 1.9% 0-147 0.4% 65% False False 240,450
Crabel Price Patterns
NR True
NR4 True
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 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-104
2.618 116-215
1.618 116-087
1.000 116-008
0.618 115-279
HIGH 115-200
0.618 115-151
0.500 115-136
0.382 115-121
LOW 115-072
0.618 114-313
1.000 114-264
1.618 114-185
2.618 114-057
4.250 113-168
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 115-136 115-226
PP 115-135 115-195
S1 115-133 115-163

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

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