ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 116-240 116-022 -0-218 -0.6% 117-000
High 116-277 116-165 -0-112 -0.3% 117-110
Low 115-272 115-292 0-020 0.1% 115-272
Close 116-030 116-142 0-112 0.3% 116-030
Range 1-005 0-193 -0-132 -40.6% 1-158
ATR 0-138 0-142 0-004 2.8% 0-000
Volume 508,248 615,201 106,953 21.0% 1,928,688
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-032 117-280 116-248
R3 117-159 117-087 116-195
R2 116-286 116-286 116-177
R1 116-214 116-214 116-160 116-250
PP 116-093 116-093 116-093 116-111
S1 116-021 116-021 116-124 116-057
S2 115-220 115-220 116-107
S3 115-027 115-148 116-089
S4 114-154 114-275 116-036
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-291 119-319 116-293
R3 119-133 118-161 116-161
R2 117-295 117-295 116-118
R1 117-003 117-003 116-074 116-230
PP 116-137 116-137 116-137 116-091
S1 115-165 115-165 115-306 115-072
S2 114-299 114-299 115-262
S3 113-141 114-007 115-219
S4 111-303 112-169 115-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-110 115-272 1-158 1.3% 0-172 0.5% 40% False False 445,879
10 117-170 115-272 1-218 1.4% 0-164 0.4% 35% False False 379,711
20 117-170 115-080 2-090 2.0% 0-130 0.3% 52% False False 199,974
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-025
2.618 118-030
1.618 117-157
1.000 117-038
0.618 116-284
HIGH 116-165
0.618 116-091
0.500 116-068
0.382 116-046
LOW 115-292
0.618 115-173
1.000 115-099
1.618 114-300
2.618 114-107
4.250 113-112
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 116-118 116-137
PP 116-093 116-132
S1 116-068 116-127

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

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