ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	117-000	117-102	0-102	0.3%	116-060
High	117-105	117-110	0-005	0.0%	117-170
Low	116-290	117-037	0-067	0.2%	116-000
Close	117-085	117-050	-0-035	-0.1%	117-010
Range	0-135	0-073	-0-062	-45.9%	1-170
ATR	0-126	0-122	-0-004	-3.0%	0-000
Volume	314,493	329,194	14,701	4.7%	1,303,989

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-285	117-240	117-090
R3	117-212	117-167	117-070
R2	117-139	117-139	117-063
R1	117-094	117-094	117-057	117-080
PP	117-066	117-066	117-066	117-058
S1	117-021	117-021	117-043	117-007
S2	116-313	116-313	117-037
S3	116-240	116-268	117-030
S4	116-167	116-195	117-010

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-143	120-247	117-280
R3	119-293	119-077	117-145
R2	118-123	118-123	117-100
R1	117-227	117-227	117-055	118-015
PP	116-273	116-273	116-273	117-008
S1	116-057	116-057	116-285	116-165
S2	115-103	115-103	116-240
S3	113-253	114-207	116-195
S4	112-083	113-037	116-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-170	116-150	1-020	0.9%	0-142	0.4%	65%	False	False	340,835
10	117-170	115-300	1-190	1.4%	0-124	0.3%	76%	False	False	208,713
20	117-170	114-210	2-280	2.5%	0-107	0.3%	87%	False	False	105,010

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	118-100
2.618	117-301
1.618	117-228
1.000	117-183
0.618	117-155
HIGH	117-110
0.618	117-082
0.500	117-074
0.382	117-065
LOW	117-037
0.618	116-312
1.000	116-284
1.618	116-239
2.618	116-166
4.250	116-047

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	117-074	117-048
PP	117-066	117-047
S1	117-058	117-045

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