ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 116-070 116-180 0-110 0.3% 115-210
High 116-210 116-260 0-050 0.1% 116-160
Low 116-060 116-150 0-090 0.2% 115-200
Close 116-180 116-240 0-060 0.2% 116-070
Range 0-150 0-110 -0-040 -26.7% 0-280
ATR 0-114 0-113 0-000 -0.2% 0-000
Volume 192,729 297,670 104,941 54.5% 145,763
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 117-227 117-183 116-300
R3 117-117 117-073 116-270
R2 117-007 117-007 116-260
R1 116-283 116-283 116-250 116-305
PP 116-217 116-217 116-217 116-228
S1 116-173 116-173 116-230 116-195
S2 116-107 116-107 116-220
S3 115-317 116-063 116-210
S4 115-207 115-273 116-180
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-237 118-113 116-224
R3 117-277 117-153 116-147
R2 116-317 116-317 116-121
R1 116-193 116-193 116-096 116-255
PP 116-037 116-037 116-037 116-068
S1 115-233 115-233 116-044 115-295
S2 115-077 115-077 116-019
S3 114-117 114-273 115-313
S4 113-157 113-313 115-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-260 115-310 0-270 0.7% 0-114 0.3% 93% True False 134,556
10 116-260 115-080 1-180 1.3% 0-106 0.3% 96% True False 69,002
20 116-260 114-120 2-140 2.1% 0-105 0.3% 97% True False 34,724
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-088
2.618 117-228
1.618 117-118
1.000 117-050
0.618 117-008
HIGH 116-260
0.618 116-218
0.500 116-205
0.382 116-192
LOW 116-150
0.618 116-082
1.000 116-040
1.618 115-292
2.618 115-182
4.250 115-002
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 116-228 116-203
PP 116-217 116-167
S1 116-205 116-130

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

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