ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 115-200 115-272 0-072 0.2% 115-062
High 115-285 115-295 0-010 0.0% 115-295
Low 115-160 115-192 0-032 0.1% 115-000
Close 115-257 115-255 -0-002 0.0% 115-255
Range 0-125 0-103 -0-022 -17.6% 0-295
ATR 0-160 0-156 -0-004 -2.5% 0-000
Volume 467,227 414,860 -52,367 -11.2% 1,848,719
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 116-236 116-189 115-312
R3 116-133 116-086 115-283
R2 116-030 116-030 115-274
R1 115-303 115-303 115-264 115-275
PP 115-247 115-247 115-247 115-234
S1 115-200 115-200 115-246 115-172
S2 115-144 115-144 115-236
S3 115-041 115-097 115-227
S4 114-258 114-314 115-198
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 118-108 117-317 116-097
R3 117-133 117-022 116-016
R2 116-158 116-158 115-309
R1 116-047 116-047 115-282 116-102
PP 115-183 115-183 115-183 115-211
S1 115-072 115-072 115-228 115-128
S2 114-208 114-208 115-201
S3 113-233 114-097 115-174
S4 112-258 113-122 115-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-295 115-000 0-295 0.8% 0-133 0.4% 86% True False 369,743
10 116-000 114-315 1-005 0.9% 0-156 0.4% 80% False False 389,979
20 116-060 114-170 1-210 1.4% 0-149 0.4% 76% False False 369,735
40 116-060 112-130 3-250 3.3% 0-159 0.4% 90% False False 202,432
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 117-093
2.618 116-245
1.618 116-142
1.000 116-078
0.618 116-039
HIGH 115-295
0.618 115-256
0.500 115-244
0.382 115-231
LOW 115-192
0.618 115-128
1.000 115-089
1.618 115-025
2.618 114-242
4.250 114-074
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 115-251 115-226
PP 115-247 115-197
S1 115-244 115-168

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

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