ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 114-050 114-160 0-110 0.3% 114-160
High 114-180 114-230 0-050 0.1% 115-030
Low 113-310 114-100 0-110 0.3% 114-030
Close 114-150 114-210 0-060 0.2% 114-050
Range 0-190 0-130 -0-060 -31.6% 1-000
ATR 0-195 0-191 -0-005 -2.4% 0-000
Volume 38,418 106,926 68,508 178.3% 86,056
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-250 115-200 114-282
R3 115-120 115-070 114-246
R2 114-310 114-310 114-234
R1 114-260 114-260 114-222 114-285
PP 114-180 114-180 114-180 114-192
S1 114-130 114-130 114-198 114-155
S2 114-050 114-050 114-186
S3 113-240 114-000 114-174
S4 113-110 113-190 114-138
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-143 116-257 114-226
R3 116-143 115-257 114-138
R2 115-143 115-143 114-109
R1 114-257 114-257 114-079 114-200
PP 114-143 114-143 114-143 114-115
S1 113-257 113-257 114-021 113-200
S2 113-143 113-143 113-311
S3 112-143 112-257 113-282
S4 111-143 111-257 113-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-030 113-310 1-040 1.0% 0-182 0.5% 61% False False 42,681
10 115-030 113-010 2-020 1.8% 0-174 0.5% 79% False False 25,427
20 115-030 112-130 2-220 2.3% 0-176 0.5% 84% False False 13,860
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-142
2.618 115-250
1.618 115-120
1.000 115-040
0.618 114-310
HIGH 114-230
0.618 114-180
0.500 114-165
0.382 114-150
LOW 114-100
0.618 114-020
1.000 113-290
1.618 113-210
2.618 113-080
4.250 112-188
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 114-195 114-197
PP 114-180 114-183
S1 114-165 114-170

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

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