ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 115-160 115-280 0-120 0.3% 115-180
High 115-315 116-060 0-065 0.2% 116-060
Low 115-125 115-250 0-125 0.3% 115-060
Close 115-290 115-287 -0-003 0.0% 115-287
Range 0-190 0-130 -0-060 -31.6% 1-000
ATR 0-162 0-160 -0-002 -1.4% 0-000
Volume 331,860 415,688 83,828 25.3% 1,429,520
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-056 116-301 116-038
R3 116-246 116-171 116-003
R2 116-116 116-116 115-311
R1 116-041 116-041 115-299 116-078
PP 115-306 115-306 115-306 116-004
S1 115-231 115-231 115-275 115-268
S2 115-176 115-176 115-263
S3 115-046 115-101 115-251
S4 114-236 114-291 115-216
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-242 118-105 116-143
R3 117-242 117-105 116-055
R2 116-242 116-242 116-026
R1 116-105 116-105 115-316 116-174
PP 115-242 115-242 115-242 115-277
S1 115-105 115-105 115-258 115-174
S2 114-242 114-242 115-228
S3 113-242 114-105 115-199
S4 112-242 113-105 115-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-060 115-060 1-000 0.9% 0-138 0.4% 71% True False 340,433
10 116-060 114-170 1-210 1.4% 0-142 0.4% 82% True False 349,492
20 116-060 113-300 2-080 1.9% 0-147 0.4% 87% True False 208,378
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-292
2.618 117-080
1.618 116-270
1.000 116-190
0.618 116-140
HIGH 116-060
0.618 116-010
0.500 115-315
0.382 115-300
LOW 115-250
0.618 115-170
1.000 115-120
1.618 115-040
2.618 114-230
4.250 114-018
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 115-315 115-265
PP 115-306 115-242
S1 115-296 115-220

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

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