ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 115-075 115-210 0-135 0.4% 114-050
High 115-225 115-312 0-087 0.2% 115-000
Low 115-017 115-165 0-148 0.4% 113-310
Close 115-192 115-297 0-105 0.3% 114-290
Range 0-208 0-147 -0-061 -29.3% 1-010
ATR 0-177 0-175 -0-002 -1.2% 0-000
Volume 307,813 468,825 161,012 52.3% 917,531
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-059 117-005 116-058
R3 116-232 116-178 116-017
R2 116-085 116-085 116-004
R1 116-031 116-031 115-310 116-058
PP 115-258 115-258 115-258 115-272
S1 115-204 115-204 115-284 115-231
S2 115-111 115-111 115-270
S3 114-284 115-057 115-257
S4 114-137 114-230 115-216
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
5 115-312 114-150 1-162 1.3% 0-160 0.4% 97% True False 316,282
10 115-312 113-310 2-002 1.7% 0-162 0.4% 98% True False 199,443
20 115-312 112-130 3-182 3.1% 0-169 0.5% 99% True False 102,737
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-297
2.618 117-057
1.618 116-230
1.000 116-139
0.618 116-083
HIGH 115-312
0.618 115-256
0.500 115-238
0.382 115-221
LOW 115-165
0.618 115-074
1.000 115-018
1.618 114-247
2.618 114-100
4.250 113-180
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 115-278 115-244
PP 115-258 115-190
S1 115-238 115-137

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

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