ECBOT 5 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 06-Jan-2010

Day Change Summary
	Previous	Current
	05-Jan-2010	06-Jan-2010	Change	Change %	Previous Week
Open	114-195	114-282	0-087	0.2%	114-165
High	115-002	114-297	-0-025	-0.1%	114-215
Low	114-190	114-205	0-015	0.0%	113-317
Close	114-302	114-290	-0-012	0.0%	114-122
Range	0-132	0-092	-0-040	-30.3%	0-218
ATR	0-160	0-156	-0-005	-2.8%	0-000
Volume	295,473	393,545	98,072	33.2%	324,974

Daily Pivots for day following 06-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-220	115-187	115-021
R3	115-128	115-095	114-315
R2	115-036	115-036	114-307
R1	115-003	115-003	114-298	115-020
PP	114-264	114-264	114-264	114-272
S1	114-231	114-231	114-282	114-248
S2	114-172	114-172	114-273
S3	114-080	114-139	114-265
S4	113-308	114-047	114-239

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-125	116-022	114-242
R3	115-227	115-124	114-182
R2	115-009	115-009	114-162
R1	114-226	114-226	114-142	114-168
PP	114-111	114-111	114-111	114-083
S1	114-008	114-008	114-102	113-270
S2	113-213	113-213	114-082
S3	112-315	113-110	114-062
S4	112-097	112-212	114-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-002	113-317	1-005	0.9%	0-145	0.4%	90%	False	False	237,122
10	116-117	113-317	2-120	2.1%	0-137	0.4%	39%	False	False	285,793
20	117-110	113-317	3-113	2.9%	0-150	0.4%	27%	False	False	353,920
40	117-170	113-317	3-173	3.1%	0-130	0.4%	26%	False	False	221,246

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	116-048
2.618	115-218
1.618	115-126
1.000	115-069
0.618	115-034
HIGH	114-297
0.618	114-262
0.500	114-251
0.382	114-240
LOW	114-205
0.618	114-148
1.000	114-113
1.618	114-056
2.618	113-284
4.250	113-134

Fisher Pivots for day following 06-Jan-2010
Pivot	1 day	3 day
R1	114-277	114-250
PP	114-264	114-211
S1	114-251	114-171

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