ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
26-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 116-240 116-240 0-000 0.0% 116-060
High 117-060 117-170 0-110 0.3% 117-170
Low 116-240 116-240 0-000 0.0% 116-000
Close 117-060 117-010 -0-050 -0.1% 117-010
Range 0-140 0-250 0-110 78.6% 1-170
ATR 0-115 0-125 0-010 8.4% 0-000
Volume 297,670 465,152 167,482 56.3% 1,303,989
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 119-143 119-007 117-148
R3 118-213 118-077 117-079
R2 117-283 117-283 117-056
R1 117-147 117-147 117-033 117-215
PP 117-033 117-033 117-033 117-068
S1 116-217 116-217 116-307 116-285
S2 116-103 116-103 116-284
S3 115-173 115-287 116-261
S4 114-243 115-037 116-192
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-143 120-247 117-280
R3 119-293 119-077 117-145
R2 118-123 118-123 117-100
R1 117-227 117-227 117-055 118-015
PP 116-273 116-273 116-273 117-008
S1 116-057 116-057 116-285 116-165
S2 115-103 115-103 116-240
S3 113-253 114-207 116-195
S4 112-083 113-037 116-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-170 116-000 1-170 1.3% 0-146 0.4% 67% True False 260,797
10 117-170 115-200 1-290 1.6% 0-127 0.3% 74% True False 144,975
20 117-170 114-210 2-280 2.5% 0-108 0.3% 83% True False 72,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 120-272
2.618 119-184
1.618 118-254
1.000 118-100
0.618 118-004
HIGH 117-170
0.618 117-074
0.500 117-045
0.382 117-016
LOW 116-240
0.618 116-086
1.000 115-310
1.618 115-156
2.618 114-226
4.250 113-138
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 117-045 117-007
PP 117-033 117-003
S1 117-022 117-000

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

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