ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 116-140 116-280 0-140 0.4% 115-280
High 116-292 116-302 0-010 0.0% 117-025
Low 116-140 116-165 0-025 0.1% 115-210
Close 116-285 116-190 -0-095 -0.3% 116-210
Range 0-152 0-137 -0-015 -9.9% 1-135
ATR 0-145 0-144 -0-001 -0.4% 0-000
Volume 388,487 367,448 -21,039 -5.4% 2,073,861
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-310 117-227 116-265
R3 117-173 117-090 116-228
R2 117-036 117-036 116-215
R1 116-273 116-273 116-203 116-246
PP 116-219 116-219 116-219 116-206
S1 116-136 116-136 116-177 116-109
S2 116-082 116-082 116-165
S3 115-265 115-319 116-152
S4 115-128 115-182 116-115
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
5 117-025 116-125 0-220 0.6% 0-126 0.3% 30% False False 451,665
10 117-025 115-192 1-153 1.3% 0-128 0.3% 67% False False 418,853
20 117-025 114-315 2-030 1.8% 0-144 0.4% 77% False False 404,458
40 117-025 113-070 3-275 3.3% 0-149 0.4% 87% False False 296,206
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-244
2.618 118-021
1.618 117-204
1.000 117-119
0.618 117-067
HIGH 116-302
0.618 116-250
0.500 116-234
0.382 116-217
LOW 116-165
0.618 116-080
1.000 116-028
1.618 115-263
2.618 115-126
4.250 114-223
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 116-234 116-214
PP 116-219 116-206
S1 116-204 116-198

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

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