ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 115-280 115-317 0-037 0.1% 115-062
High 116-000 116-002 0-002 0.0% 115-295
Low 115-237 115-210 -0-027 -0.1% 115-000
Close 115-302 115-302 0-000 0.0% 115-255
Range 0-083 0-112 0-029 34.9% 0-295
ATR 0-151 0-148 -0-003 -1.8% 0-000
Volume 358,145 246,304 -111,841 -31.2% 1,848,719
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-294 116-250 116-044
R3 116-182 116-138 116-013
R2 116-070 116-070 116-003
R1 116-026 116-026 115-312 115-312
PP 115-278 115-278 115-278 115-261
S1 115-234 115-234 115-292 115-200
S2 115-166 115-166 115-281
S3 115-054 115-122 115-271
S4 114-262 115-010 115-240
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-108 117-317 116-097
R3 117-133 117-022 116-016
R2 116-158 116-158 115-309
R1 116-047 116-047 115-282 116-102
PP 115-183 115-183 115-183 115-211
S1 115-072 115-072 115-228 115-128
S2 114-208 114-208 115-201
S3 113-233 114-097 115-174
S4 112-258 113-122 115-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-002 115-040 0-282 0.8% 0-120 0.3% 93% True False 363,674
10 116-002 114-315 1-007 0.9% 0-147 0.4% 94% True False 385,406
20 116-060 114-315 1-065 1.0% 0-145 0.4% 80% False False 371,077
40 116-060 112-130 3-250 3.3% 0-158 0.4% 94% False False 217,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-158
2.618 116-295
1.618 116-183
1.000 116-114
0.618 116-071
HIGH 116-002
0.618 115-279
0.500 115-266
0.382 115-253
LOW 115-210
0.618 115-141
1.000 115-098
1.618 115-029
2.618 114-237
4.250 114-054
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 115-290 115-287
PP 115-278 115-272
S1 115-266 115-257

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

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