ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 115-142 115-067 -0-075 -0.2% 115-180
High 115-237 115-190 -0-047 -0.1% 116-060
Low 115-012 114-315 -0-017 0.0% 115-060
Close 115-067 115-170 0-103 0.3% 115-287
Range 0-225 0-195 -0-030 -13.3% 1-000
ATR 0-163 0-165 0-002 1.4% 0-000
Volume 381,491 522,124 140,633 36.9% 1,429,520
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-063 116-312 115-277
R3 116-188 116-117 115-224
R2 115-313 115-313 115-206
R1 115-242 115-242 115-188 115-278
PP 115-118 115-118 115-118 115-136
S1 115-047 115-047 115-152 115-082
S2 114-243 114-243 115-134
S3 114-048 114-172 115-116
S4 113-173 113-297 115-063
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
5 116-060 114-315 1-065 1.0% 0-168 0.5% 45% False True 393,897
10 116-060 114-315 1-065 1.0% 0-149 0.4% 45% False True 369,446
20 116-060 113-310 2-070 1.9% 0-156 0.4% 70% False False 284,444
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-059
2.618 117-061
1.618 116-186
1.000 116-065
0.618 115-311
HIGH 115-190
0.618 115-116
0.500 115-092
0.382 115-069
LOW 114-315
0.618 114-194
1.000 114-120
1.618 113-319
2.618 113-124
4.250 112-126
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 115-144 115-152
PP 115-118 115-134
S1 115-092 115-116

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

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