ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 114-210 114-240 0-030 0.1% 112-190
High 115-020 114-280 -0-060 -0.2% 114-190
Low 114-180 114-170 -0-010 0.0% 112-150
Close 114-250 114-260 0-010 0.0% 114-090
Range 0-160 0-110 -0-050 -31.3% 2-040
ATR 0-192 0-186 -0-006 -3.0% 0-000
Volume 11,251 25,535 14,284 127.0% 24,840
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-247 115-203 115-000
R3 115-137 115-093 114-290
R2 115-027 115-027 114-280
R1 114-303 114-303 114-270 115-005
PP 114-237 114-237 114-237 114-248
S1 114-193 114-193 114-250 114-215
S2 114-127 114-127 114-240
S3 114-017 114-083 114-230
S4 113-227 113-293 114-200
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
5 115-020 113-300 1-040 1.0% 0-130 0.4% 78% False False 11,602
10 115-020 112-130 2-210 2.3% 0-175 0.5% 91% False False 8,529
20 115-020 112-130 2-210 2.3% 0-162 0.4% 91% False False 5,075
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-108
2.618 115-248
1.618 115-138
1.000 115-070
0.618 115-028
HIGH 114-280
0.618 114-238
0.500 114-225
0.382 114-212
LOW 114-170
0.618 114-102
1.000 114-060
1.618 113-312
2.618 113-202
4.250 113-022
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 114-248 114-257
PP 114-237 114-253
S1 114-225 114-250

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

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