ECBOT 5 Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 117-065 117-215 0-150 0.4% 118-060
High 117-230 118-040 0-130 0.3% 118-170
Low 117-052 117-215 0-163 0.4% 117-027
Close 117-210 118-007 0-117 0.3% 117-100
Range 0-178 0-145 -0-033 -18.5% 1-143
ATR 0-141 0-142 0-001 0.4% 0-000
Volume 31,876 14,619 -17,257 -54.1% 679,267
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-096 119-036 118-087
R3 118-271 118-211 118-047
R2 118-126 118-126 118-034
R1 118-066 118-066 118-020 118-096
PP 117-301 117-301 117-301 117-316
S1 117-241 117-241 117-314 117-271
S2 117-156 117-156 117-300
S3 117-011 117-096 117-287
S4 116-186 116-271 117-247
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-315 121-030 118-035
R3 120-172 119-207 117-227
R2 119-029 119-029 117-185
R1 118-064 118-064 117-142 117-295
PP 117-206 117-206 117-206 117-161
S1 116-241 116-241 117-058 116-152
S2 116-063 116-063 117-015
S3 114-240 115-098 116-293
S4 113-097 113-275 116-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-127 117-027 1-100 1.1% 0-176 0.5% 71% False False 38,824
10 118-210 117-027 1-183 1.3% 0-150 0.4% 60% False False 260,177
20 118-210 116-180 2-030 1.8% 0-129 0.3% 70% False False 313,874
40 118-210 115-080 3-130 2.9% 0-133 0.4% 81% False False 365,896
60 118-210 114-315 3-215 3.1% 0-138 0.4% 83% False False 382,008
80 118-210 113-310 4-220 4.0% 0-140 0.4% 86% False False 343,008
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-016
2.618 119-100
1.618 118-275
1.000 118-185
0.618 118-130
HIGH 118-040
0.618 117-305
0.500 117-288
0.382 117-270
LOW 117-215
0.618 117-125
1.000 117-070
1.618 116-300
2.618 116-155
4.250 115-239
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 117-314 117-282
PP 117-301 117-238
S1 117-288 117-194

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

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