ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 117-215 117-317 0-102 0.3% 118-060
High 118-040 118-035 -0-005 0.0% 118-170
Low 117-215 117-267 0-052 0.1% 117-027
Close 118-007 117-290 -0-037 -0.1% 117-100
Range 0-145 0-088 -0-057 -39.3% 1-143
ATR 0-142 0-138 -0-004 -2.7% 0-000
Volume 14,619 22,491 7,872 53.8% 679,267
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-248 118-197 118-018
R3 118-160 118-109 117-314
R2 118-072 118-072 117-306
R1 118-021 118-021 117-298 118-002
PP 117-304 117-304 117-304 117-295
S1 117-253 117-253 117-282 117-234
S2 117-216 117-216 117-274
S3 117-128 117-165 117-266
S4 117-040 117-077 117-242
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-315 121-030 118-035
R3 120-172 119-207 117-227
R2 119-029 119-029 117-185
R1 118-064 118-064 117-142 117-295
PP 117-206 117-206 117-206 117-161
S1 116-241 116-241 117-058 116-152
S2 116-063 116-063 117-015
S3 114-240 115-098 116-293
S4 113-097 113-275 116-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-040 117-027 1-013 0.9% 0-173 0.5% 79% False False 29,866
10 118-210 117-027 1-183 1.3% 0-146 0.4% 52% False False 212,267
20 118-210 116-180 2-030 1.8% 0-129 0.3% 64% False False 300,718
40 118-210 115-080 3-130 2.9% 0-132 0.4% 78% False False 365,093
60 118-210 114-315 3-215 3.1% 0-137 0.4% 80% False False 377,477
80 118-210 113-310 4-220 4.0% 0-140 0.4% 84% False False 343,220
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-089
2.618 118-265
1.618 118-177
1.000 118-123
0.618 118-089
HIGH 118-035
0.618 118-001
0.500 117-311
0.382 117-301
LOW 117-267
0.618 117-213
1.000 117-179
1.618 117-125
2.618 117-037
4.250 116-213
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 117-311 117-262
PP 117-304 117-234
S1 117-297 117-206

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

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