ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 117-000 117-052 0-052 0.1% 116-245
High 117-120 117-062 -0-058 -0.2% 117-120
Low 117-000 116-242 -0-078 -0.2% 116-150
Close 117-037 116-260 -0-097 -0.3% 117-037
Range 0-120 0-140 0-020 16.7% 0-290
ATR 0-159 0-158 -0-001 -0.9% 0-000
Volume 7,116 2,520 -4,596 -64.6% 65,971
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-075 117-307 117-017
R3 117-255 117-167 116-298
R2 117-115 117-115 116-286
R1 117-027 117-027 116-273 117-001
PP 116-295 116-295 116-295 116-282
S1 116-207 116-207 116-247 116-181
S2 116-155 116-155 116-234
S3 116-015 116-067 116-222
S4 115-195 115-247 116-183
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 119-226 119-101 117-196
R3 118-256 118-131 117-117
R2 117-286 117-286 117-090
R1 117-161 117-161 117-064 117-224
PP 116-316 116-316 116-316 117-027
S1 116-191 116-191 117-010 116-254
S2 116-026 116-026 116-304
S3 115-056 115-221 116-277
S4 114-086 114-251 116-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-120 116-150 0-290 0.8% 0-130 0.3% 38% False False 13,698
10 117-120 116-045 1-075 1.1% 0-133 0.4% 54% False False 68,156
20 117-120 115-087 2-033 1.8% 0-144 0.4% 73% False False 266,372
40 117-120 113-265 3-175 3.0% 0-185 0.5% 84% False False 335,419
60 117-120 113-010 4-110 3.7% 0-185 0.5% 87% False False 335,610
80 117-120 112-125 4-315 4.3% 0-195 0.5% 89% False False 336,260
100 117-120 112-125 4-315 4.3% 0-181 0.5% 89% False False 269,811
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-017
2.618 118-109
1.618 117-289
1.000 117-202
0.618 117-149
HIGH 117-062
0.618 117-009
0.500 116-312
0.382 116-295
LOW 116-242
0.618 116-155
1.000 116-102
1.618 116-015
2.618 115-195
4.250 114-287
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 116-312 117-001
PP 116-295 116-301
S1 116-277 116-280

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

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