ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 116-042 116-040 -0-002 0.0% 115-237
High 116-067 116-135 0-068 0.2% 116-077
Low 116-005 116-020 0-015 0.0% 115-170
Close 116-040 116-052 0-012 0.0% 116-060
Range 0-062 0-115 0-053 85.5% 0-227
ATR 0-134 0-132 -0-001 -1.0% 0-000
Volume 442,675 287,005 -155,670 -35.2% 1,490,539
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 117-094 117-028 116-115
R3 116-299 116-233 116-084
R2 116-184 116-184 116-073
R1 116-118 116-118 116-063 116-151
PP 116-069 116-069 116-069 116-086
S1 116-003 116-003 116-041 116-036
S2 115-274 115-274 116-031
S3 115-159 115-208 116-020
S4 115-044 115-093 115-309
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-037 117-275 116-185
R3 117-130 117-048 116-122
R2 116-223 116-223 116-102
R1 116-141 116-141 116-081 116-182
PP 115-316 115-316 115-316 116-016
S1 115-234 115-234 116-039 115-275
S2 115-089 115-089 116-018
S3 114-182 115-007 115-318
S4 113-275 114-100 115-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-135 115-187 0-268 0.7% 0-103 0.3% 69% True False 375,801
10 116-135 115-005 1-130 1.2% 0-117 0.3% 82% True False 359,135
20 116-135 113-317 2-138 2.1% 0-128 0.3% 89% True False 326,520
40 117-170 113-317 3-173 3.0% 0-139 0.4% 61% False False 341,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-304
2.618 117-116
1.618 117-001
1.000 116-250
0.618 116-206
HIGH 116-135
0.618 116-091
0.500 116-078
0.382 116-064
LOW 116-020
0.618 115-269
1.000 115-225
1.618 115-154
2.618 115-039
4.250 114-171
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 116-078 116-070
PP 116-069 116-064
S1 116-060 116-058

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

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