ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 116-210 116-212 0-002 0.0% 115-280
High 116-280 116-215 -0-065 -0.2% 117-025
Low 116-187 116-125 -0-062 -0.2% 115-210
Close 116-192 116-167 -0-025 -0.1% 116-210
Range 0-093 0-090 -0-003 -3.2% 1-135
ATR 0-149 0-144 -0-004 -2.8% 0-000
Volume 590,852 353,027 -237,825 -40.3% 2,073,861
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-119 117-073 116-216
R3 117-029 116-303 116-192
R2 116-259 116-259 116-184
R1 116-213 116-213 116-175 116-191
PP 116-169 116-169 116-169 116-158
S1 116-123 116-123 116-159 116-101
S2 116-079 116-079 116-150
S3 115-309 116-033 116-142
S4 115-219 115-263 116-118
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
5 117-025 115-237 1-108 1.1% 0-140 0.4% 58% False False 482,658
10 117-025 115-040 1-305 1.7% 0-130 0.3% 72% False False 423,166
20 117-025 114-315 2-030 1.8% 0-144 0.4% 73% False False 398,976
40 117-025 112-300 4-045 3.6% 0-150 0.4% 87% False False 277,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-035
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-278
2.618 117-131
1.618 117-041
1.000 116-305
0.618 116-271
HIGH 116-215
0.618 116-181
0.500 116-170
0.382 116-159
LOW 116-125
0.618 116-069
1.000 116-035
1.618 115-299
2.618 115-209
4.250 115-062
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 116-170 116-235
PP 116-169 116-212
S1 116-168 116-190

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

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