ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 115-067 115-160 0-093 0.3% 115-280
High 115-190 115-212 0-022 0.1% 116-000
Low 114-315 115-025 0-030 0.1% 114-315
Close 115-170 115-042 -0-128 -0.3% 115-042
Range 0-195 0-187 -0-008 -4.1% 1-005
ATR 0-165 0-166 0-002 1.0% 0-000
Volume 522,124 497,277 -24,847 -4.8% 2,051,078
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 117-014 116-215 115-145
R3 116-147 116-028 115-093
R2 115-280 115-280 115-076
R1 115-161 115-161 115-059 115-127
PP 115-093 115-093 115-093 115-076
S1 114-294 114-294 115-025 114-260
S2 114-226 114-226 115-008
S3 114-039 114-107 114-311
S4 113-172 113-240 114-259
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-134 117-253 115-221
R3 117-129 116-248 115-131
R2 116-124 116-124 115-102
R1 115-243 115-243 115-072 115-181
PP 115-119 115-119 115-119 115-088
S1 114-238 114-238 115-012 114-176
S2 114-114 114-114 114-302
S3 113-109 113-233 114-273
S4 112-104 112-228 114-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-000 114-315 1-005 0.9% 0-179 0.5% 14% False False 410,215
10 116-060 114-315 1-065 1.0% 0-159 0.4% 12% False False 375,324
20 116-060 113-310 2-070 1.9% 0-159 0.4% 52% False False 308,031
40 116-060 112-130 3-250 3.3% 0-161 0.4% 72% False False 156,553
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 0-049
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-047
2.618 117-062
1.618 116-195
1.000 116-079
0.618 116-008
HIGH 115-212
0.618 115-141
0.500 115-118
0.382 115-096
LOW 115-025
0.618 114-229
1.000 114-158
1.618 114-042
2.618 113-175
4.250 112-190
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 115-118 115-116
PP 115-093 115-091
S1 115-068 115-067

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

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