ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 115-300 116-062 0-082 0.2% 116-210
High 116-110 116-165 0-055 0.1% 116-302
Low 115-280 116-037 0-077 0.2% 115-295
Close 116-060 116-145 0-085 0.2% 115-312
Range 0-150 0-128 -0-022 -14.7% 1-007
ATR 0-150 0-148 -0-002 -1.0% 0-000
Volume 538,448 54,596 -483,852 -89.9% 2,128,370
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 117-180 117-130 116-215
R3 117-052 117-002 116-180
R2 116-244 116-244 116-168
R1 116-194 116-194 116-157 116-219
PP 116-116 116-116 116-116 116-128
S1 116-066 116-066 116-133 116-091
S2 115-308 115-308 116-122
S3 115-180 115-258 116-110
S4 115-052 115-130 116-075
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 119-111 118-218 116-172
R3 118-104 117-211 116-082
R2 117-097 117-097 116-052
R1 116-204 116-204 116-022 116-147
PP 116-090 116-090 116-090 116-061
S1 115-197 115-197 115-282 115-140
S2 115-083 115-083 115-252
S3 114-076 114-190 115-222
S4 113-069 113-183 115-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-302 115-280 1-022 0.9% 0-157 0.4% 54% False False 355,507
10 117-025 115-237 1-108 1.1% 0-148 0.4% 53% False False 419,082
20 117-025 114-315 2-030 1.8% 0-148 0.4% 70% False False 402,244
40 117-025 113-310 3-035 2.7% 0-147 0.4% 80% False False 321,347
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 0-025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-069
2.618 117-180
1.618 117-052
1.000 116-293
0.618 116-244
HIGH 116-165
0.618 116-116
0.500 116-101
0.382 116-086
LOW 116-037
0.618 115-278
1.000 115-229
1.618 115-150
2.618 115-022
4.250 114-133
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 116-130 116-122
PP 116-116 116-100
S1 116-101 116-078

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

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