ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 115-210 116-040 0-150 0.4% 115-090
High 116-020 116-050 0-030 0.1% 115-210
Low 115-200 115-270 0-070 0.2% 115-080
Close 116-010 116-030 0-020 0.1% 115-190
Range 0-140 0-100 -0-040 -28.6% 0-130
ATR 0-118 0-116 -0-001 -1.1% 0-000
Volume 1,546 4,758 3,212 207.8% 6,568
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 116-310 116-270 116-085
R3 116-210 116-170 116-058
R2 116-110 116-110 116-048
R1 116-070 116-070 116-039 116-040
PP 116-010 116-010 116-010 115-315
S1 115-290 115-290 116-021 115-260
S2 115-230 115-230 116-012
S3 115-130 115-190 116-002
S4 115-030 115-090 115-295
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 116-230 116-180 115-262
R3 116-100 116-050 115-226
R2 115-290 115-290 115-214
R1 115-240 115-240 115-202 115-265
PP 115-160 115-160 115-160 115-172
S1 115-110 115-110 115-178 115-135
S2 115-030 115-030 115-166
S3 114-220 114-300 115-154
S4 114-090 114-170 115-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-050 115-080 0-290 0.8% 0-102 0.3% 93% True False 2,188
10 116-050 114-210 1-160 1.3% 0-091 0.2% 96% True False 1,307
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-155
2.618 116-312
1.618 116-212
1.000 116-150
0.618 116-112
HIGH 116-050
0.618 116-012
0.500 116-000
0.382 115-308
LOW 115-270
0.618 115-208
1.000 115-170
1.618 115-108
2.618 115-008
4.250 114-165
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 116-020 116-000
PP 116-010 115-290
S1 116-000 115-260

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

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