ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 117-105 117-192 0-087 0.2% 116-310
High 117-220 117-265 0-045 0.1% 117-265
Low 117-087 117-145 0-058 0.2% 116-285
Close 117-180 117-162 -0-018 0.0% 117-162
Range 0-133 0-120 -0-013 -9.8% 0-300
ATR 0-126 0-126 0-000 -0.3% 0-000
Volume 406,792 560,050 153,258 37.7% 2,098,492
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-231 118-156 117-228
R3 118-111 118-036 117-195
R2 117-311 117-311 117-184
R1 117-236 117-236 117-173 117-214
PP 117-191 117-191 117-191 117-179
S1 117-116 117-116 117-151 117-094
S2 117-071 117-071 117-140
S3 116-271 116-316 117-129
S4 116-151 116-196 117-096
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-071 119-256 118-007
R3 119-091 118-276 117-244
R2 118-111 118-111 117-217
R1 117-296 117-296 117-190 118-044
PP 117-131 117-131 117-131 117-164
S1 116-316 116-316 117-134 117-064
S2 116-151 116-151 117-107
S3 115-171 116-016 117-080
S4 114-191 115-036 116-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-265 116-285 0-300 0.8% 0-117 0.3% 66% True False 419,698
10 117-265 116-180 1-085 1.1% 0-106 0.3% 75% True False 387,791
20 117-265 115-080 2-185 2.2% 0-128 0.3% 88% True False 421,820
40 117-265 115-080 2-185 2.2% 0-132 0.4% 88% True False 409,105
60 117-265 114-170 3-095 2.8% 0-138 0.4% 90% True False 395,982
80 117-265 112-130 5-135 4.6% 0-145 0.4% 94% True False 305,768
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-135
2.618 118-259
1.618 118-139
1.000 118-065
0.618 118-019
HIGH 117-265
0.618 117-219
0.500 117-205
0.382 117-191
LOW 117-145
0.618 117-071
1.000 117-025
1.618 116-271
2.618 116-151
4.250 115-275
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 117-205 117-171
PP 117-191 117-168
S1 117-176 117-165

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

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