ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 114-160 114-230 0-070 0.2% 114-160
High 114-230 114-250 0-020 0.1% 115-030
Low 114-100 114-180 0-080 0.2% 114-030
Close 114-210 114-240 0-030 0.1% 114-050
Range 0-130 0-070 -0-060 -46.2% 1-000
ATR 0-191 0-182 -0-009 -4.5% 0-000
Volume 106,926 210,862 103,936 97.2% 86,056
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-113 115-087 114-278
R3 115-043 115-017 114-259
R2 114-293 114-293 114-253
R1 114-267 114-267 114-246 114-280
PP 114-223 114-223 114-223 114-230
S1 114-197 114-197 114-234 114-210
S2 114-153 114-153 114-227
S3 114-083 114-127 114-221
S4 114-013 114-057 114-202
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% 0-164 0.4% 69% False False 82,603
10 115-030 113-070 1-280 1.6% 0-163 0.4% 82% False False 45,271
20 115-030 112-130 2-220 2.3% 0-167 0.5% 87% False False 24,378
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 0-032
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 115-228
2.618 115-113
1.618 115-043
1.000 115-000
0.618 114-293
HIGH 114-250
0.618 114-223
0.500 114-215
0.382 114-207
LOW 114-180
0.618 114-137
1.000 114-110
1.618 114-067
2.618 113-317
4.250 113-202
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 114-232 114-200
PP 114-223 114-160
S1 114-215 114-120

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

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