ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 115-190 115-190 0-000 0.0% 115-090
High 115-210 115-200 -0-010 0.0% 115-210
Low 115-080 115-150 0-070 0.2% 115-080
Close 115-190 115-190 0-000 0.0% 115-190
Range 0-130 0-050 -0-080 -61.5% 0-130
ATR 0-000 0-115 0-115 0-000
Volume 80 3,010 2,930 3,662.5% 6,568
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 116-010 115-310 115-218
R3 115-280 115-260 115-204
R2 115-230 115-230 115-199
R1 115-210 115-210 115-195 115-215
PP 115-180 115-180 115-180 115-182
S1 115-160 115-160 115-185 115-165
S2 115-130 115-130 115-181
S3 115-080 115-110 115-176
S4 115-030 115-060 115-162
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 116-230 116-180 115-262
R3 116-100 116-050 115-226
R2 115-290 115-290 115-214
R1 115-240 115-240 115-202 115-265
PP 115-160 115-160 115-160 115-172
S1 115-110 115-110 115-178 115-135
S2 115-030 115-030 115-166
S3 114-220 114-300 115-154
S4 114-090 114-170 115-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-210 115-080 0-130 0.4% 0-080 0.2% 85% False False 1,313
10 115-210 114-210 1-000 0.9% 0-088 0.2% 94% False False 720
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 116-092
2.618 116-011
1.618 115-281
1.000 115-250
0.618 115-231
HIGH 115-200
0.618 115-181
0.500 115-175
0.382 115-169
LOW 115-150
0.618 115-119
1.000 115-100
1.618 115-069
2.618 115-019
4.250 114-258
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 115-185 115-175
PP 115-180 115-160
S1 115-175 115-145

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

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