ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 114-160 114-240 0-080 0.2% 112-190
High 114-250 114-240 -0-010 0.0% 114-190
Low 114-160 114-160 0-000 0.0% 112-150
Close 114-230 114-160 -0-070 -0.2% 114-090
Range 0-090 0-080 -0-010 -11.1% 2-040
ATR 0-202 0-193 -0-009 -4.3% 0-000
Volume 5,511 12,482 6,971 126.5% 24,840
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-107 115-053 114-204
R3 115-027 114-293 114-182
R2 114-267 114-267 114-175
R1 114-213 114-213 114-167 114-200
PP 114-187 114-187 114-187 114-180
S1 114-133 114-133 114-153 114-120
S2 114-107 114-107 114-145
S3 114-027 114-053 114-138
S4 113-267 113-293 114-116
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-050 119-110 115-144
R3 118-010 117-070 114-277
R2 115-290 115-290 114-215
R1 115-030 115-030 114-152 115-160
PP 113-250 113-250 113-250 113-315
S1 112-310 112-310 114-028 113-120
S2 111-210 111-210 113-285
S3 109-170 110-270 113-223
S4 107-130 108-230 113-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 113-010 1-240 1.5% 0-166 0.5% 84% False False 8,172
10 114-250 112-130 2-120 2.1% 0-183 0.5% 88% False False 5,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115-260
2.618 115-129
1.618 115-049
1.000 115-000
0.618 114-289
HIGH 114-240
0.618 114-209
0.500 114-200
0.382 114-191
LOW 114-160
0.618 114-111
1.000 114-080
1.618 114-031
2.618 113-271
4.250 113-140
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 114-200 114-145
PP 114-187 114-130
S1 114-173 114-115

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

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