ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 116-030 116-035 0-005 0.0% 115-182
High 116-052 116-117 0-065 0.2% 116-117
Low 115-250 115-120 -0-130 -0.4% 115-120
Close 116-030 115-145 -0-205 -0.6% 115-145
Range 0-122 0-317 0-195 159.8% 0-317
ATR 0-197 0-206 0-009 4.3% 0-000
Volume 483,411 361,002 -122,409 -25.3% 1,919,814
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-225 118-022 115-319
R3 117-228 117-025 115-232
R2 116-231 116-231 115-203
R1 116-028 116-028 115-174 115-291
PP 115-234 115-234 115-234 115-206
S1 115-031 115-031 115-116 114-294
S2 114-237 114-237 115-087
S3 113-240 114-034 115-058
S4 112-243 113-037 114-291
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 118-225 118-022 115-319
R3 117-228 117-025 115-232
R2 116-231 116-231 115-203
R1 116-028 116-028 115-174 115-291
PP 115-234 115-234 115-234 115-206
S1 115-031 115-031 115-116 114-294
S2 114-237 114-237 115-087
S3 113-240 114-034 115-058
S4 112-243 113-037 114-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-117 115-120 0-317 0.9% 0-172 0.5% 8% True True 383,962
10 116-117 113-277 2-160 2.2% 0-196 0.5% 64% True False 402,913
20 116-117 113-265 2-172 2.2% 0-211 0.6% 64% True False 408,566
40 116-235 113-265 2-290 2.5% 0-201 0.5% 56% False False 375,625
60 116-235 112-125 4-110 3.8% 0-207 0.6% 71% False False 376,229
80 117-030 112-125 4-225 4.1% 0-192 0.5% 65% False False 294,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 120-184
2.618 118-307
1.618 117-310
1.000 117-114
0.618 116-313
HIGH 116-117
0.618 115-316
0.500 115-278
0.382 115-241
LOW 115-120
0.618 114-244
1.000 114-123
1.618 113-247
2.618 112-250
4.250 111-053
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 115-278 115-278
PP 115-234 115-234
S1 115-190 115-190

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

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