ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 114-260 114-300 0-040 0.1% 114-050
High 115-000 115-095 0-095 0.3% 115-000
Low 114-170 114-282 0-112 0.3% 113-310
Close 114-290 115-080 0-110 0.3% 114-290
Range 0-150 0-133 -0-017 -11.3% 1-010
ATR 0-178 0-175 -0-003 -1.8% 0-000
Volume 334,170 243,449 -90,721 -27.1% 917,531
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 116-125 116-075 115-153
R3 115-312 115-262 115-117
R2 115-179 115-179 115-104
R1 115-129 115-129 115-092 115-154
PP 115-046 115-046 115-046 115-058
S1 114-316 114-316 115-068 115-021
S2 114-233 114-233 115-056
S3 114-100 114-183 115-043
S4 113-287 114-050 115-007
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 117-230 117-110 115-152
R3 116-220 116-100 115-061
R2 115-210 115-210 115-030
R1 115-090 115-090 115-000 115-150
PP 114-200 114-200 114-200 114-230
S1 114-080 114-080 114-260 114-140
S2 113-190 113-190 114-230
S3 112-180 113-070 114-199
S4 111-170 112-060 114-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-095 114-100 0-315 0.9% 0-129 0.3% 95% True False 224,512
10 115-095 113-310 1-105 1.2% 0-150 0.4% 96% True False 124,152
20 115-095 112-130 2-285 2.5% 0-171 0.5% 98% True False 64,009
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 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-020
2.618 116-123
1.618 115-310
1.000 115-228
0.618 115-177
HIGH 115-095
0.618 115-044
0.500 115-028
0.382 115-013
LOW 114-282
0.618 114-200
1.000 114-149
1.618 114-067
2.618 113-254
4.250 113-037
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 115-063 115-041
PP 115-046 115-002
S1 115-028 114-282

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

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