ECBOT 5 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 116-232 116-202 -0-030 -0.1% 116-245
High 116-260 116-315 0-055 0.1% 117-120
Low 116-155 116-105 -0-050 -0.1% 116-150
Close 116-207 116-142 -0-065 -0.2% 117-037
Range 0-105 0-210 0-105 100.0% 0-290
ATR 0-154 0-158 0-004 2.6% 0-000
Volume 5,975 13,091 7,116 119.1% 65,971
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-177 118-050 116-258
R3 117-287 117-160 116-200
R2 117-077 117-077 116-180
R1 116-270 116-270 116-161 116-228
PP 116-187 116-187 116-187 116-167
S1 116-060 116-060 116-123 116-018
S2 115-297 115-297 116-104
S3 115-087 115-170 116-084
S4 114-197 114-280 116-026
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
5 117-120 116-105 1-015 0.9% 0-153 0.4% 11% False True 9,076
10 117-120 116-105 1-015 0.9% 0-131 0.4% 11% False True 19,756
20 117-120 115-087 2-033 1.8% 0-148 0.4% 56% False False 231,026
40 117-120 113-265 3-175 3.0% 0-178 0.5% 74% False False 321,310
60 117-120 113-215 3-225 3.2% 0-185 0.5% 75% False False 323,469
80 117-120 112-125 4-315 4.3% 0-193 0.5% 81% False False 333,642
100 117-120 112-125 4-315 4.3% 0-182 0.5% 81% False False 269,995
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 0-030
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 119-248
2.618 118-225
1.618 118-015
1.000 117-205
0.618 117-125
HIGH 116-315
0.618 116-235
0.500 116-210
0.382 116-185
LOW 116-105
0.618 115-295
1.000 115-215
1.618 115-085
2.618 114-195
4.250 113-172
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 116-210 116-244
PP 116-187 116-210
S1 116-165 116-176

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

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