ECBOT 5 Year T-Note Future March 2010


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 116-000 116-090 0-090 0.2% 115-210
High 116-120 116-160 0-040 0.1% 116-160
Low 115-310 116-060 0-070 0.2% 115-200
Close 116-080 116-070 -0-010 0.0% 116-070
Range 0-130 0-100 -0-030 -23.1% 0-280
ATR 0-114 0-113 -0-001 -0.9% 0-000
Volume 31,532 100,084 68,552 217.4% 145,763
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 117-077 117-013 116-125
R3 116-297 116-233 116-098
R2 116-197 116-197 116-088
R1 116-133 116-133 116-079 116-115
PP 116-097 116-097 116-097 116-088
S1 116-033 116-033 116-061 116-015
S2 115-317 115-317 116-052
S3 115-217 115-253 116-042
S4 115-117 115-153 116-015
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-237 118-113 116-224
R3 117-277 117-153 116-147
R2 116-317 116-317 116-121
R1 116-193 116-193 116-096 116-255
PP 116-037 116-037 116-037 116-068
S1 115-233 115-233 116-044 115-295
S2 115-077 115-077 116-019
S3 114-117 114-273 115-313
S4 113-157 113-313 115-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-160 115-200 0-280 0.8% 0-108 0.3% 68% True False 29,152
10 116-160 115-080 1-080 1.1% 0-094 0.3% 78% True False 15,233
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-265
2.618 117-102
1.618 117-002
1.000 116-260
0.618 116-222
HIGH 116-160
0.618 116-122
0.500 116-110
0.382 116-098
LOW 116-060
0.618 115-318
1.000 115-280
1.618 115-218
2.618 115-118
4.250 114-275
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 116-110 116-070
PP 116-097 116-070
S1 116-083 116-070

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

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