ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 116-212 116-140 -0-072 -0.2% 115-280
High 116-215 116-292 0-077 0.2% 117-025
Low 116-125 116-140 0-015 0.0% 115-210
Close 116-167 116-285 0-118 0.3% 116-210
Range 0-090 0-152 0-062 68.9% 1-135
ATR 0-144 0-145 0-001 0.4% 0-000
Volume 353,027 388,487 35,460 10.0% 2,073,861
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-055 118-002 117-049
R3 117-223 117-170 117-007
R2 117-071 117-071 116-313
R1 117-018 117-018 116-299 117-044
PP 116-239 116-239 116-239 116-252
S1 116-186 116-186 116-271 116-212
S2 116-087 116-087 116-257
S3 115-255 116-034 116-243
S4 115-103 115-202 116-201
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
5 117-025 116-017 1-008 0.9% 0-145 0.4% 82% False False 486,906
10 117-025 115-160 1-185 1.4% 0-127 0.3% 88% False False 428,831
20 117-025 114-315 2-030 1.8% 0-146 0.4% 91% False False 402,678
40 117-025 113-010 4-015 3.5% 0-150 0.4% 95% False False 287,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-298
2.618 118-050
1.618 117-218
1.000 117-124
0.618 117-066
HIGH 116-292
0.618 116-234
0.500 116-216
0.382 116-198
LOW 116-140
0.618 116-046
1.000 115-308
1.618 115-214
2.618 115-062
4.250 114-134
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 116-262 116-260
PP 116-239 116-234
S1 116-216 116-208

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

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