ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 116-090 116-060 -0-030 -0.1% 115-210
High 116-160 116-080 -0-080 -0.2% 116-160
Low 116-060 116-000 -0-060 -0.2% 115-200
Close 116-070 116-070 0-000 0.0% 116-070
Range 0-100 0-080 -0-020 -20.0% 0-280
ATR 0-113 0-111 -0-002 -2.1% 0-000
Volume 100,084 50,768 -49,316 -49.3% 145,763
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 116-290 116-260 116-114
R3 116-210 116-180 116-092
R2 116-130 116-130 116-085
R1 116-100 116-100 116-077 116-115
PP 116-050 116-050 116-050 116-058
S1 116-020 116-020 116-063 116-035
S2 115-290 115-290 116-055
S3 115-210 115-260 116-048
S4 115-130 115-180 116-026
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
5 116-160 115-270 0-210 0.6% 0-096 0.3% 57% False False 38,997
10 116-160 115-080 1-080 1.1% 0-096 0.3% 78% False False 20,238
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-100
2.618 116-289
1.618 116-209
1.000 116-160
0.618 116-129
HIGH 116-080
0.618 116-049
0.500 116-040
0.382 116-031
LOW 116-000
0.618 115-271
1.000 115-240
1.618 115-191
2.618 115-111
4.250 114-300
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 116-060 116-075
PP 116-050 116-073
S1 116-040 116-072

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

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