ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 115-120 115-200 0-080 0.2% 115-280
High 115-215 115-285 0-070 0.2% 116-000
Low 115-040 115-160 0-120 0.3% 114-315
Close 115-200 115-257 0-057 0.2% 115-042
Range 0-175 0-125 -0-050 -28.6% 1-005
ATR 0-163 0-160 -0-003 -1.7% 0-000
Volume 331,834 467,227 135,393 40.8% 2,051,078
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-289 116-238 116-006
R3 116-164 116-113 115-291
R2 116-039 116-039 115-280
R1 115-308 115-308 115-268 116-014
PP 115-234 115-234 115-234 115-247
S1 115-183 115-183 115-246 115-208
S2 115-109 115-109 115-234
S3 114-304 115-058 115-223
S4 114-179 114-253 115-188
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-134 117-253 115-221
R3 117-129 116-248 115-131
R2 116-124 116-124 115-102
R1 115-243 115-243 115-072 115-181
PP 115-119 115-119 115-119 115-088
S1 114-238 114-238 115-012 114-176
S2 114-114 114-114 114-302
S3 113-109 113-233 114-273
S4 112-104 112-228 114-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-285 115-000 0-285 0.8% 0-150 0.4% 90% True False 386,227
10 116-060 114-315 1-065 1.0% 0-159 0.4% 68% False False 390,062
20 116-060 114-150 1-230 1.5% 0-152 0.4% 78% False False 360,350
40 116-060 112-130 3-250 3.3% 0-160 0.4% 90% False False 192,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-053
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117-176
2.618 116-292
1.618 116-167
1.000 116-090
0.618 116-042
HIGH 115-285
0.618 115-237
0.500 115-222
0.382 115-208
LOW 115-160
0.618 115-083
1.000 115-035
1.618 114-278
2.618 114-153
4.250 113-269
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 115-246 115-219
PP 115-234 115-181
S1 115-222 115-142

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

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