ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 115-090 115-160 0-070 0.2% 115-040
High 115-140 115-180 0-040 0.1% 115-150
Low 115-080 115-110 0-030 0.1% 114-210
Close 115-120 115-130 0-010 0.0% 115-110
Range 0-060 0-070 0-010 16.7% 0-260
ATR
Volume 713 1,219 506 71.0% 635
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 116-030 115-310 115-168
R3 115-280 115-240 115-149
R2 115-210 115-210 115-143
R1 115-170 115-170 115-136 115-155
PP 115-140 115-140 115-140 115-132
S1 115-100 115-100 115-124 115-085
S2 115-070 115-070 115-117
S3 115-000 115-030 115-111
S4 114-250 114-280 115-092
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 117-190 117-090 115-253
R3 116-250 116-150 115-182
R2 115-310 115-310 115-158
R1 115-210 115-210 115-134 115-260
PP 115-050 115-050 115-050 115-075
S1 114-270 114-270 115-086 115-000
S2 114-110 114-110 115-062
S3 113-170 114-010 115-038
S4 112-230 113-070 114-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-180 114-210 0-290 0.8% 0-080 0.2% 83% True False 426
10 115-180 114-120 1-060 1.0% 0-108 0.3% 87% True False 314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-158
2.618 116-043
1.618 115-293
1.000 115-250
0.618 115-223
HIGH 115-180
0.618 115-153
0.500 115-145
0.382 115-137
LOW 115-110
0.618 115-067
1.000 115-040
1.618 114-317
2.618 114-247
4.250 114-132
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 115-145 115-122
PP 115-140 115-113
S1 115-135 115-105

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

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