ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	116-070	116-180	0-110	0.3%	115-210
High	116-210	116-260	0-050	0.1%	116-160
Low	116-060	116-150	0-090	0.2%	115-200
Close	116-180	116-240	0-060	0.2%	116-070
Range	0-150	0-110	-0-040	-26.7%	0-280
ATR	0-114	0-113	0-000	-0.2%	0-000
Volume	192,729	297,670	104,941	54.5%	145,763

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-227	117-183	116-300
R3	117-117	117-073	116-270
R2	117-007	117-007	116-260
R1	116-283	116-283	116-250	116-305
PP	116-217	116-217	116-217	116-228
S1	116-173	116-173	116-230	116-195
S2	116-107	116-107	116-220
S3	115-317	116-063	116-210
S4	115-207	115-273	116-180

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	116-260	115-310	0-270	0.7%	0-114	0.3%	93%	True	False	134,556
10	116-260	115-080	1-180	1.3%	0-106	0.3%	96%	True	False	69,002
20	116-260	114-120	2-140	2.1%	0-105	0.3%	97%	True	False	34,724

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-088
2.618	117-228
1.618	117-118
1.000	117-050
0.618	117-008
HIGH	116-260
0.618	116-218
0.500	116-205
0.382	116-192
LOW	116-150
0.618	116-082
1.000	116-040
1.618	115-292
2.618	115-182
4.250	115-002

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	116-228	116-203
PP	116-217	116-167
S1	116-205	116-130

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols