ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 116-035 116-250 0-215 0.6% 115-280
High 116-247 117-025 0-098 0.3% 117-025
Low 116-017 116-185 0-168 0.5% 115-210
Close 116-225 116-210 -0-015 0.0% 116-210
Range 0-230 0-160 -0-070 -30.4% 1-135
ATR 0-152 0-153 0-001 0.4% 0-000
Volume 543,654 558,512 14,858 2.7% 2,073,861
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-087 117-308 116-298
R3 117-247 117-148 116-254
R2 117-087 117-087 116-239
R1 116-308 116-308 116-225 116-278
PP 116-247 116-247 116-247 116-231
S1 116-148 116-148 116-195 116-118
S2 116-087 116-087 116-181
S3 115-247 115-308 116-166
S4 115-087 115-148 116-122
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 120-233 120-037 117-140
R3 119-098 118-222 117-015
R2 117-283 117-283 116-293
R1 117-087 117-087 116-252 117-185
PP 116-148 116-148 116-148 116-198
S1 115-272 115-272 116-168 116-050
S2 115-013 115-013 116-127
S3 113-198 114-137 116-085
S4 112-063 113-002 115-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-025 115-210 1-135 1.2% 0-142 0.4% 70% True False 414,772
10 117-025 115-000 2-025 1.8% 0-138 0.4% 80% True False 392,258
20 117-025 114-315 2-030 1.8% 0-148 0.4% 80% True False 383,791
40 117-025 112-130 4-215 4.0% 0-158 0.4% 91% True False 254,212
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 True
Stretch 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-065
2.618 118-124
1.618 117-284
1.000 117-185
0.618 117-124
HIGH 117-025
0.618 116-284
0.500 116-265
0.382 116-246
LOW 116-185
0.618 116-086
1.000 116-025
1.618 115-246
2.618 115-086
4.250 114-145
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 116-265 116-184
PP 116-247 116-157
S1 116-228 116-131

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

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