ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 116-240 117-000 0-080 0.2% 116-060
High 117-170 117-105 -0-065 -0.2% 117-170
Low 116-240 116-290 0-050 0.1% 116-000
Close 117-010 117-085 0-075 0.2% 117-010
Range 0-250 0-135 -0-115 -46.0% 1-170
ATR 0-125 0-126 0-001 0.6% 0-000
Volume 465,152 314,493 -150,659 -32.4% 1,303,989
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 118-138 118-087 117-159
R3 118-003 117-272 117-122
R2 117-188 117-188 117-110
R1 117-137 117-137 117-097 117-162
PP 117-053 117-053 117-053 117-066
S1 117-002 117-002 117-073 117-028
S2 116-238 116-238 117-060
S3 116-103 116-187 117-048
S4 115-288 116-052 117-011
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
5 117-170 116-060 1-110 1.1% 0-157 0.4% 80% False False 313,542
10 117-170 115-270 1-220 1.4% 0-126 0.3% 84% False False 176,269
20 117-170 114-210 2-280 2.5% 0-110 0.3% 91% False False 88,572
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 119-039
2.618 118-138
1.618 118-003
1.000 117-240
0.618 117-188
HIGH 117-105
0.618 117-053
0.500 117-038
0.382 117-022
LOW 116-290
0.618 116-207
1.000 116-155
1.618 116-072
2.618 115-257
4.250 115-036
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 117-069 117-072
PP 117-053 117-058
S1 117-038 117-045

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

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